Measuring systemic risk across financial market infrastructures
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DOI: 10.1016/j.jfs.2017.08.003
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More about this item
Keywords
Credit risk exposure; Systemic risk; Financial stability; Financial market infrastructure; Extreme value theory; Clearing; Settlement;All these keywords.
JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
Statistics
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