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Measures of Systemic Risk - MaRDI portal

Measures of Systemic Risk (Q4607047)

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scientific article; zbMATH DE number 6849035
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English
Measures of Systemic Risk
scientific article; zbMATH DE number 6849035

    Statements

    title
    Measures of Systemic Risk (English)
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    author
    Zachary Feinstein
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    Birgit Rudloff
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    Stefan Weber
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    publication date
    12 March 2018
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    zbMATH Keywords
    systemic risk
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    monetary risk measures
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    capital regulation
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    financial contagion
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    set-valued risk measures
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    Identifiers

    DOI
    10.1137/16M1066087
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    zbMATH DE Number
    6849035
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    arXiv ID
    1502.07961
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    OpenAlex ID
    W1861828790
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