Good for one, bad for all : determinants of individual versus systemic risk
Year of publication: |
2013
|
---|---|
Authors: | López-Espinosa, Germán ; Rubia, Antonio ; Valderrama, Laura ; Antón, Miguel |
Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 9.2013, 3, p. 287-299
|
Subject: | CoVaR | Correlated risks | Financial regulation | Individual risk | Systemic risk | Systemrisiko | Risiko | Risk | Finanzkrise | Financial crisis | Bankrisiko | Bank risk | Risikomanagement | Risk management | Welt | World | Regulierung | Regulation | Korrelation | Correlation | Risikomaß | Risk measure | Theorie | Theory |
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