Global systemic risk measures and their forecasting power for systemic events
Author:
Affiliation:
1. Chair of Banking and Finance, Osnabrück University, Osnabrück, Germany
Funder
Frankfurt Institute for Risk Management and Regulation
Publisher
Informa UK Limited
Subject
Economics, Econometrics and Finance (miscellaneous)
Link
https://www.tandfonline.com/doi/pdf/10.1080/1351847X.2018.1509102
Reference45 articles.
1. Credit risk interconnectedness: What does the market really know?
2. Systemic Risk and Stability in Financial Networks
3. Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks
4. Measuring Systemic Risk
5. CoVaR
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