Systemic Risk Analysis of Turkish Financial Institutions with Systemic Expected Shortfall
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KeywordsSystemic expected shortfall; marginal expected shortfall; systemic risk;
All these keywords.
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G01 - Financial Economics - - General - - - Financial Crises
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ARA-2013-03-16 (MENA - Middle East & North Africa)
- NEP-RMG-2013-03-16 (Risk Management)
- NEP-UPT-2013-03-16 (Utility Models & Prospect Theory)
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