A Commentary on “Measuring Systemic Risk”
No abstract is available for this item.
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Giovanni Calice & Christos Ioannidis & Julian Williams, 2012. "Credit Derivatives and the Default Risk of Large Complex Financial Institutions," Journal of Financial Services Research, Springer, vol. 42(1), pages 85-107, October.
- Xin Huang & Hao Zhou & Haibin Zhu, 2011.
"Systemic risk contributions,"
BIS Papers chapters,
in: Bank for International Settlements (ed.), Macroprudential regulation and policy, volume 60, pages 36-43
Bank for International Settlements.
- Rebel Cole & Lawrence White, 2012.
"Déjà Vu All Over Again: The Causes of U.S. Commercial Bank Failures This Time Around,"
Journal of Financial Services Research,
Springer, vol. 42(1), pages 5-29, October.
- Cole, Rebel A. & White, Lawrence J., 2010. "Déjà vu all over again: The causes of U.S. commercial bank failures this time around," MPRA Paper 24690, University Library of Munich, Germany, revised 28 Jul 2010.
- Martin Knaup & Wolf Wagner, 2012. "Forward-Looking Tail Risk Exposures at U.S. Bank Holding Companies," Journal of Financial Services Research, Springer, vol. 42(1), pages 35-54, October.
When requesting a correction, please mention this item's handle: RePEc:kap:jfsres:v:42:y:2012:i:1:p:109-114. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Guenther Eichhorn)or (Christopher F. Baum)
If references are entirely missing, you can add them using this form.