SRISKv2 - A Note

SRISK is a very influential metric of the systemic risk posed by financial firms. However, SRISK suffers from a conceptual flaw in its capital shortfall calculation. This note proposes a modified version of this metric, SRISKv2, which corrects this flaw and provides a more sensible metric of the systemic risk posed by financial firms

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Year of publication:	2020
Authors:	Migueis, Marco ; Jiron, Alexander
Publisher:	[S.l.] : SSRN
Subject:	Theorie \| Theory
Description of contents:	Abstract [papers.ssrn.com]

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Extent:	1 Online-Ressource
Series:	FEDS Notes ; No. 2020-09-18-2
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 18, 2020 erstellt Volltext nicht verfügbar
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014093495