Systemic Risk in Financial Risk Regulation
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References listed on IDEAS
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More about this item
Keywordssystemic risk; common shock; marginal expected shortfall; Basel III; Solvency II;
- 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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