Calculating systemic risk capital: A factor model approach-Reference-Cited by-同舟云学术

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Calculating systemic risk capital: A factor model approach

Published:2015-02 Issue: Volume:16 Page:138-150
ISSN:1572-3089
Container-title:Journal of Financial Stability
language:en
Short-container-title:Journal of Financial Stability

Author:

Avramidis Panagiotis,Pasiouras Fotios^ORCID

Publisher

Elsevier BV

Subject

General Economics, Econometrics and Finance,Finance

Reference42 articles.

1. Measuring systemic risk;Acharya,2010

2. Covar;Adrian,2011

3. Has the global banking system become more fragile over time?;Anginer,2011

4. Coherent measures of risk;Artzner;Math. Financ.,1999

5. Which are the SIFIs? A Component Expected Shortfall approach to systemic risk;Banulescu;J. Bank. Financ.,2014

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3. Systemic Risk Measures and Regulatory Challenges;Journal of Financial Stability;2021-12

4. Integrated Artificial Intelligence and Visualization Technique for Enhanced Management Decision in Today’s Turbulent Business Environments;Cybernetics and Systems;2021-02-17

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