Systemic risk calculation in the Iranian banking system, employing the conditional value-at-risk approach (2009-2019)
Seyed Ali Naseri, Farkhondeh Jabalameli, Sajad Barkhordary Dorbash
| Year of publication: |
2021
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|---|---|
| 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
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| Subject: | Banking System | Conditional Value-at-Risk (COVaR) | Systemic Importance | Systemic Risk | Value-at-Risk (𝑉𝑎𝑅) | Systemrisiko | Systemic risk | Risikomaß | Risk measure | Bankrisiko | Bank risk | Risikomanagement | Risk management | Finanzsystem | Financial system | Iran | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.22059/ier.2021.85079 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012806650