Systemic Risk in Financial Risk Regulation
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- Radek Hendrych & Tomáš Cipra, 2019. "Common shock approach to counterparty default risk of reinsurance," Risk Management, Palgrave Macmillan, vol. 21(2), pages 123-151, June.
- Johannes K. Dreyer & Peter A. Schmid & Victoria Zugrav, 2018. "Individual, Systematic and Systemic Risks in the Danish Banking Sector," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 68(4), pages 320-350, September.
More about this item
Keywordssystemic risk; common shock; marginal expected shortfall; Basel III; Solvency II;
All these keywords.
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G24 - Financial Economics - - Financial Institutions and Services - - - Investment Banking; Venture Capital; Brokerage
- C18 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Methodolical Issues: General
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