systemic risk

• Diversification and systemic risk

  Diversi cationandsystemicriskLouisRaffestin LAREFI,Montesquieu-BordeauxIVUniversity,AvenueLéonDuguit,33608Pessac,FrancearticleinfoabstractPortfoliodiversi cationmakesinvestorsindividuallysaferbut...

• systemic risk

  Themacroeconomicsourcesofsystemicriskinthebankingsectorsof venewEUmemberstates´a,b, ,AlenkaKavklera,b,SebastijanRepinabMejraFesticabFacultyofEconomicsandBusiness,UniversityofMaribor,Maribor,Slove...

• Volatility, Correlation and Tails for systemic risk Measurement

  VOLATILITY,CORRELATIONANDTAILSFORSYSTEMICRISKMEASUREMENTChristianT.Brownlees RobertEngle ThisDraft:June2011AbstractInthispaperweproposeanempiricalmethodologytomeasuresystemicrisk.Build-inguponAcharyae...

• 1.2013.Directed clustering coefficient as a measure of systemic risk in complex banking networks

  PhysicaA(–ContentslistsavailableatScienceDirectPhysicaAjournalhomepage:www.elsevier.com/locate/physaDirectedclusteringcoefficientasameasureofsystemicriskincomplexbankingnetworks BenjaminM.Tabaka, ,Mar...

• Schwarcz_2010 systemic risk and the Financial Crisis- Protecting the

  12 Feb 2014 draft[Macroprudential Regulation.docx] Systemic Risk and the Financial Crisis:Protecting the Financial System as a ‘System’1 Steven L. Schwarcz2 I. INTR...

• Endothelial nitric oxide gene polymorphism and risk of systemic sclerosis predisposition effect of

  Endothelial nitric oxide gene polymorphism and risk of systemic sclerosis: predisposition effect of T-786C promoterand protective effect of 27 bp repeats in intron 4I. Sinici1, U. Kalyoncu2, S. Karaha...

• ICMF478_Risk Management_Module 2_Financial Instruments and Risk Management

  ICMF478 Risk Management Module 2 Financial Instruments for Risk ManagementDr. Jun Jiang icjun@mahidol.ac.th Copyright© Mahidol University

• Multi scale risk measurement in electricity marketa wavelet based value at risk approach

  JournalofSoutheastUniversity(EnglishEdition)　Vol.24,Sup,pp.54-59June2008　ISSN1003—7985Multiscaleriskmeasurementinelectricitymarket:awaveletbasedvalueatriskapproachHeKaijian1,2341,2　　XieChi1　　GuuSy2Min...

• Beyond Value-at-Risk_ GlueVaR Distortion Risk Measures_

  RiskAnalysis,Vol.34,No.1,2014DOI:10.1111/risa.12080BeyondValue-at-Risk:GlueVaRDistortionRiskMeasuresJaumeBelles-Sampera,MontserratGuill´en,andMiguelSantolino Weproposeanewfamilyofriskmeasures,cal...