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Characterizing systemic risk

In: Systemic Risk History, Measurement and Regulation

Author

Listed:
  • Yvonne Kreis
  • Dietmar Leisen
  • Jorge Ponce

Abstract

We start our discussion of systemic risk measures with broad economic concepts that influence this form of risk. This prepares the ground for systemic risk measurement in Section 5.2. Finally, Section 5.3 provides an overview of measures based on market data…

Suggested Citation

  • Yvonne Kreis & Dietmar Leisen & Jorge Ponce, 2019. "Characterizing systemic risk," World Scientific Book Chapters, in: Systemic Risk History, Measurement and Regulation, chapter 5, pages 51-68, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789811201066_0005
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    More about this item

    Keywords

    Systemic Risk; Financial Stability; Financial Regulation; Macro-Prudential Regulation; Transmission Channels; Global Financial Crisis; Risk Measurement; Cross-sectional Risk;
    All these keywords.

    JEL classification:

    • G01 - Financial Economics - - General - - - Financial Crises
    • G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
    • G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill

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