Using Shapley’s asymmetric power index to measure banks’ contributions to systemic risk
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References listed on IDEAS
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- Fuad Aleskerov & Irina Andrievskaya & Elena Permjakova, 2014. "Key Borrowers Detected By The Intensities Of Their Short-range Interactions," HSE Working papers WP BRP 33/FE/2014, National Research University Higher School of Economics.
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More about this item
Keywords
Shapley value; systemic risk; bank regulation;All these keywords.
JEL classification:
- C71 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Cooperative Games
- G01 - Financial Economics - - General - - - Financial Crises
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2012-11-03 (Banking)
- NEP-FMK-2012-11-03 (Financial Markets)
- NEP-GTH-2012-11-03 (Game Theory)
- NEP-RMG-2012-11-03 (Risk Management)
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