The measurement of systemic risk. Summary of a lecture given by Robert F. Engle, winner of the Nobel Prize in Economics, Banque de France, 25 January 2012

On 25 January of 2012, the Banque de France hosted Professor Robert F. Engle, winner of the Nobel Prize in Economics in 2003, to give a lecture. Professor Engle presented his measurement on systemic risk and its implementation in the euro area.

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Year of publication:	2012
Authors:	A. Bernales. ; J-P. Renne.
Published in:	Quarterly selection of articles - Bulletin de la Banque de France. - Banque de France. - 2012, 25, p. 81-84
Publisher:	Banque de France
Subject:	systemic risk \| bank solvency

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Extent:	application/pdf
Type of publication:	Article
Classification:	G2 - Financial Institutions and Services
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010569719