Measuring and allocating systemic risk
Year of publication: |
2019
|
---|---|
Authors: | Brunnermeier, Markus Konrad ; Cheridito, Patrick |
Published in: |
Risks. - Basel : MDPI, ISSN 2227-9091. - Vol. 7.2019, 2, p. 1-19
|
Publisher: |
Basel : MDPI |
Subject: | systemic risk measure | systemic risk allocation | feedback effects | shadow prices | systemic risk limits | systemic risk charges | cap and trade |
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