Which are the SIFIs? : a component expected shortfall approach to systemic risk
Georgiana-Denisa Banulescu; Elena-Ivona Dumitrescu
| Year of publication: |
2015
|
|---|---|
| Authors: | Banulescu, Georgiana-Denisa ; Dumitrescu, Elena-Ivona |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 50.2015, p. 575-588
|
| Subject: | Systemic risk | Component Expected Shortfall | Marginal Expected Shortfall | Forecasting | Risikomaß | Risk measure | Systemrisiko | Finanzkrise | Financial crisis | Prognoseverfahren | Forecasting model | Theorie | Theory | Risikomanagement | Risk management |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010510183