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Which are the SIFIs? : a component expected shortfall (CES) approach to systemic risk

Georgiana-Denisa Banulescu and Elena-Ivona Dumitrescu
Year of publication:
2013
Authors: Banulescu, Georgiana-Denisa ; Dumitrescu, Elena-Ivona
Publisher: Badia Fiesolana : Europ. Univ. Inst.
Subject: Systemrisiko | Systemic risk | Risikomaß | Risk measure | Theorie | Theory | Finanzkrise | Financial crisis
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