Pages that link to "Item:Q5746928"
From MaRDI portal
The following pages link to ALLOCATING SYSTEMIC RISK IN A REGULATORY PERSPECTIVE (Q5746928):
Displaying 12 items.
- Systemic risk elicitation: using causal maps to engage stakeholders and build a comprehensive view of risks (Q296751) (← links)
- Capital adequacy rules, catastrophic firm failure, and systemic risk (Q385654) (← links)
- Generalized inverses and asymptotic properties of Wald tests (Q900005) (← links)
- Regulation of a risk averse firm (Q1272618) (← links)
- Scaling the twin peaks: systemic risk and dual regulation (Q1741764) (← links)
- How to measure interconnectedness between banks, insurers and financial conglomerates (Q2520728) (← links)
- Systemic risk: conditional distortion risk measures (Q2670112) (← links)
- Asset allocation and asset pricing in the face of systemic risk: a literature overview and assessment (Q2892981) (← links)
- (Q4518938) (← links)
- Monitoring systemic risk in the hedge fund sector (Q4555188) (← links)
- Multivariate Shortfall Risk Allocation and Systemic Risk (Q4635243) (← links)
- COHERENT PORTFOLIO SEPARATION — INHERENT SYSTEMIC RISK? (Q4662053) (← links)