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Correction to: Analysis of the SRISK measure and its application to the Canadian banking and insurance industries

Author

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  • Thomas F. Coleman

    (University of Waterloo)

  • Alex LaPlante

    (Global Risk Institute in Financial Services)

  • Alexey Rubtsov

    (Global Risk Institute in Financial Services)

Abstract

In the original publication, Table 6 was incorrect. The correct version of Table 6 is given for your reading. The original article has been corrected

Suggested Citation

  • Thomas F. Coleman & Alex LaPlante & Alexey Rubtsov, 2018. "Correction to: Analysis of the SRISK measure and its application to the Canadian banking and insurance industries," Annals of Finance, Springer, vol. 14(4), pages 571-572, November.
    • Handle: RePEc:kap:annfin:v:14:y:2018:i:4:d:10.1007_s10436-018-0332-5
    DOI: 10.1007/s10436-018-0332-5
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    Cited by:

    1. Cristina Zeldea, 2020. "Modeling the Connection between Bank Systemic Risk and Balance-Sheet Liquidity Proxies through Random Forest Regressions," Administrative Sciences, MDPI, vol. 10(3), pages 1-14, August.
    2. DEHMEJ , Salim & MIKOU, Mohammed, 2020. "Indice agrégé de stabilité financière au Maroc," Document de travail 2020-2, Bank Al-Maghrib, Département de la Recherche.
    3. Leong, Soon Heng & Pellegrini, Carlo Bellavite & Urga, Giovanni, 2020. "The contribution of shadow insurance to systemic risk," Journal of Financial Stability, Elsevier, vol. 51(C).
    4. Camilo Eduardo Sánchez-Quinto, 2022. "SRISK: una medida de riesgo sistémico para la banca colombiana 2005-2021," Borradores de Economia 1207, Banco de la Republica de Colombia.

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