Network, market, and book-based systemic risk rankings
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DOI: 10.1016/j.jbankfin.2017.02.003
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- Michiel C.W. van de Leur & Andre Lucas, 2016. "Network, Market, and Book-Based Systemic Risk Rankings," Tinbergen Institute Discussion Papers 16-074/IV, Tinbergen Institute.
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More about this item
Keywords
Systemically important financial institutions (SIFI); European banking sector; Systemic risk ranking; Network based risk measures;All these keywords.
JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
Statistics
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