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~isPartOf:"Journal of Financial Stability"
~person:"Avramidis, Panagiotis"
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Calculating
systemic
risk
capital: A factor model approach
Avramidis, Panagiotis
;
Pasiouras, Fotios
- In:
Journal of Financial Stability
16
(
2015
)
C
,
pp. 138-150
We treat the banking system as a traded credit portfolio and calculate
systemic
risk
capital as the amount of capital …
Persistent link: https://www.econbiz.de/10011208759
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