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A survey of systemic risk analytics
Bisias, Dimitrios; Flood, Mark D.; Lo, Andrew W.; … - In: Annual review of financial economics 4 (2012), pp. 255-296
Persistent link: https://www.econbiz.de/10009690315
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The application of visual analytics to financial stability monitoring
Flood, Mark D.; Lemieux, Victoria L.; Varga, Margaret; … - In: Journal of financial stability 27 (2016), pp. 180-197
Persistent link: https://www.econbiz.de/10011705692
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Form PF and the systemic risk of hedge funds : risk-measurement precision for option portfolios
Flood, Mark D.; Monin, Phillip - In: The journal of alternative investments 18 (2015/2016) 4, pp. 125-147
Persistent link: https://www.econbiz.de/10011471235
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A Survey of Systemic Risk Analytics
Bisias, Dimitrios - 2012
We provide a survey of 31 quantitative measures of systemic risk in the economics and finance literature, chosen to span key themes and issues in systemic risk measurement and management. We motivate these measures from the supervisory, research, and data perspectives in the main text and...
Persistent link: https://www.econbiz.de/10013098424
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A Survey of Systemic Risk Analytics
Bisias, Dimitrios - 2016
We provide a survey of 31 quantitative measures of systemic risk in the economics and finance literature, chosen to span key themes and issues in systemic risk measurement and management. We motivate these measures from the supervisory, research, and data perspectives in the main text, and...
Persistent link: https://www.econbiz.de/10013008345