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How to Calculate Systemic Risk Surcharges

In: Quantifying Systemic Risk

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  • Viral V. Acharya
  • Lasse H. Pedersen
  • Thomas Philippon
  • Matthew Richardson

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  • Viral V. Acharya & Lasse H. Pedersen & Thomas Philippon & Matthew Richardson, 2012. "How to Calculate Systemic Risk Surcharges," NBER Chapters, in: Quantifying Systemic Risk, pages 175-212, National Bureau of Economic Research, Inc.
    • Handle: RePEc:nbr:nberch:12063
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