Systemic Risk Exposures: A 10-by-10-by-10 Approach
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- Darrell Duffie, 2013. "Systemic Risk Exposures: A 10-by-10-by-10 Approach," NBER Chapters,in: Risk Topography: Systemic Risk and Macro Modeling, pages 47-56 National Bureau of Economic Research, Inc.
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- Simone Varotto & Lei Zhao, 2014. "Systemic Risk and Bank Size," ICMA Centre Discussion Papers in Finance icma-dp2014-17, Henley Business School, Reading University.
- Greenwood, Robin & Landier, Augustin & Thesmar, David, 2015.
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Elsevier, vol. 115(3), pages 471-485.
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More about this item
- G01 - Financial Economics - - General - - - Financial Crises
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-08-22 (All new papers)
- NEP-BAN-2011-08-22 (Banking)
- NEP-BEC-2011-08-22 (Business Economics)
- NEP-CBA-2011-08-22 (Central Banking)
- NEP-REG-2011-08-22 (Regulation)
- NEP-RMG-2011-08-22 (Risk Management)
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