Measuring Systemic Importance of Financial Institutions: An Extreme Value Theory Approach
Year of publication: |
2011
|
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Authors: | Gravelle, Toni ; Li, Fuchun |
Institutions: | Bank of Canada |
Subject: | Financial stability | Financial system regulation and policies | Financial institutions | Econometric and statistical methods |
Series: | |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | 44 pages |
Classification: | C14 - Semiparametric and Nonparametric Methods ; c58 ; G21 - Banks; Other Depository Institutions; Mortgages ; G32 - Financing Policy; Capital and Ownership Structure |
Source: |
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Measuring systemic importance of financial institutions: An extreme value theory approach
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