Assessment of Systemic Risk in the Polish Banking Industry

DOI10.1007/978-3-319-76228-9_14zbMath1425.91434OpenAlexW2801861964MaRDI QIDQ5198085

Katarzyna Kuziak, Krzysztof Piontek

Publication date: 2 October 2019

Published in: Contemporary Trends and Challenges in Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-76228-9_14

zbMATH Keywords

systemic riskbanking industry

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70)

Related Items (1)

Towards a Generalized Measure of Systemic Risk: Systemic Turbulence Measure

Cites Work

• Regression Quantiles
• Risk Attribution Using the Shapley Value: Methodology and Policy Applications
• Measuring Systemic Risk with CoVaR Using a Stock Market Data Based Approach
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