Measuring CoVaR : an empirical comparison
Michele Leonardo Bianchi, Alberto Maria Sorrentino
| Year of publication: |
2020
|
|---|---|
| Authors: | Bianchi, Michele Leonardo ; Sorrentino, Alberto Maria |
| Subject: | Banking regulation | Systemic risk | Systemically important financial institutions | Delta conditional value-at-risk | Value-at-risk | Systemrisiko | Risikomaß | Risk measure | Welt | World | Bankenregulierung | Bank regulation | Bankrisiko | Bank risk | Finanzsektor | Financial sector | Risiko | Risk | Messung | Measurement | Basler Akkord | Basel Accord | Risikomanagement | Risk management | Bank | Vergleich | Comparison | Finanzkrise | Financial crisis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-019-09901-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012223647