Allocating systemic risk in a regulatory perspective
Year of publication: |
2013
|
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Authors: | Gouriéroux, Christian ; Monfort, Alain |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 16.2013, 7, p. 1-20
|
Subject: | Risk measure | allocation | regulation | coherent risk contribution | systemic risk | procyclical effect | Systemrisiko | Systemic risk | Risiko | Risk | Regulierung | Regulation | Risikomaß | Bankrisiko | Bank risk | Bankenregulierung | Bank regulation | Risikomanagement | Risk management | Theorie | Theory | Messung | Measurement | Allokation | Allocation | Basler Akkord | Basel Accord |
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