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La mesure du risque systémique. Synthèse de la conférence donnée à la Banque de France, par Robert F. Engle, prix Nobel d’économie, le 25 janvier 2012

Author

Listed:
  • BERNALES, A.
  • RENNE, J-P.

Abstract

Le 25 janvier 2012, la Banque de France a reçu le professeur Robert F. Engle, prix Nobel d’économie en 2003. Le professeur Engle a présenté ses travaux sur la mesure du risque systémique et leurs applications à la zone euro.

Suggested Citation

  • Bernales, A. & Renne, J-P., 2012. "La mesure du risque systémique. Synthèse de la conférence donnée à la Banque de France, par Robert F. Engle, prix Nobel d’économie, le 25 janvier 2012," Bulletin de la Banque de France, Banque de France, issue 188, pages 9-12.
    • Handle: RePEc:bfr:bullbf:2012:188:02
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    More about this item

    Keywords

    risque systémique; solvabilité bancaire.;

    JEL classification:

    • G2 - Financial Economics - - Financial Institutions and Services

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