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Comment on "How to Calculate Systemic Risk Surcharges"

In: Quantifying Systemic Risk

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  • Mathias Drehmann

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  • Mathias Drehmann, 2011. "Comment on "How to Calculate Systemic Risk Surcharges"," NBER Chapters, in: Quantifying Systemic Risk, pages 212-221, National Bureau of Economic Research, Inc.
    • Handle: RePEc:nbr:nberch:12064
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    References listed on IDEAS

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    1. De Bandt, Olivier & Hartmann, Philipp, 2000. "Systemic risk: A survey," Working Paper Series 35, European Central Bank.
    2. Céline Gauthier & Alfred Lehar & Moez Souissi, 2010. "Macroprudential Regulation and Systemic Capital Requirements," Staff Working Papers 10-4, Bank of Canada.
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