IDEAS home Printed from https://ideas.repec.org/a/bfr/quarte/20122506.html
   My bibliography  Save this article

The measurement of systemic risk. Summary of a lecture given by Robert F. Engle, winner of the Nobel Prize in Economics, Banque de France, 25 January 2012

Author

Listed:
  • A. Bernales.
  • J-P. Renne.

Abstract

On 25 January of 2012, the Banque de France hosted Professor Robert F. Engle, winner of the Nobel Prize in Economics in 2003, to give a lecture. Professor Engle presented his measurement on systemic risk and its implementation in the euro area.

Suggested Citation

  • A. Bernales. & J-P. Renne., 2012. "The measurement of systemic risk. Summary of a lecture given by Robert F. Engle, winner of the Nobel Prize in Economics, Banque de France, 25 January 2012," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 25, pages 81-84, Spring.
    • Handle: RePEc:bfr:quarte:2012:25:06
    as

    Download full text from publisher

    File URL: https://publications.banque-france.fr/sites/default/files/medias/documents/quarterly-selection-of-articles_25_2012-spring.pdf
    Download Restriction: no
    ---><---

    More about this item

    Keywords

    systemic risk; bank solvency.;

    JEL classification:

    • G2 - Financial Economics - - Financial Institutions and Services

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bfr:quarte:2012:25:06. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Michael brassart (email available below). General contact details of provider: https://edirc.repec.org/data/bdfgvfr.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.