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The Emergence of A New Coordination Mechanism in Banking and Financial Superv...
This dataset has no description
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A Theoretical and Empirical Comparison of Systemic Risk Measures
We derive several popular systemic risk measures in a common framework and show that they can be expressed as transformations of market risk measures (e.g., beta). We... -
Measure of capital requirement by market risk models
During the financial and economic crisis of 2008, it was noticed that the amount of capital required for banks' trading portfolio was significantly less than the real...
