Systemic risk analysis and SIFI detection: Mechanisms and measurement
Year of publication: |
2022
|
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Authors: | Riccetti, Luca |
Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 2416788-5. - Vol. 15.2021/2022, 3, p. 245-259
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Subject: | financial systemic risk | systemically important financial institutions (SIFIs) | liquidity risk | solvency risk | multi-layer network simulation | Systemrisiko | Systemic risk | Risiko | Risk | Finanzsektor | Financial sector | Bankrisiko | Bank risk | Finanzmarkt | Financial market | Risikomanagement | Risk management | Theorie | Theory | Risikomaß | Risk measure | Finanzkrise | Financial crisis | Bankenliquidität | Bank liquidity |
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