Measuring Systemic Risk in a Post-Crisis World
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More about this item
Keywords
systemic risk; market data; balance sheet data; regulatory data; financial network; funding liquidity.;All these keywords.
JEL classification:
- G2 - Financial Economics - - Financial Institutions and Services
- G3 - Financial Economics - - Corporate Finance and Governance
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2014-10-13 (Banking)
- NEP-CBA-2014-10-13 (Central Banking)
- NEP-FMK-2014-10-13 (Financial Markets)
- NEP-MAC-2014-10-13 (Macroeconomics)
- NEP-RMG-2014-10-13 (Risk Management)
Statistics
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