Systemic risk calculation in the Iranian banking system, employing the conditional value-at-risk approach (2009-2019)
Year of publication: |
2021
|
---|---|
Authors: | Naseri, Seyed Ali ; Jabalameli, Farkhondeh ; Dorbash, Sajad Barkhordary |
Published in: |
Iranian economic review : journal of University of Tehran. - Teheran : [Verlag nicht ermittelbar], ISSN 2588-6096, ZDB-ID 2627358-5. - Vol. 25.2021, 4, p. 623-639
|
Subject: | Banking System | Conditional Value-at-Risk (COVaR) | Systemic Importance | Systemic Risk | Value-at-Risk (𝑉𝑎𝑅) | Risikomaß | Risk measure | Systemrisiko | Systemic risk | Finanzsystem | Financial system | Iran | Bankrisiko | Bank risk |
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