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Towards the systematic measurement of systemic risk

Author

Listed:
  • Hugh Cohen
  • William Roberds

Abstract

No abstract is available for this item.

Suggested Citation

  • Hugh Cohen & William Roberds, 1993. "Towards the systematic measurement of systemic risk," FRB Atlanta Working Paper 93-14, Federal Reserve Bank of Atlanta.
    • Handle: RePEc:fip:fedawp:93-14
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    Citations

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    Cited by:

    1. William R. Emmons, 1995. "Interbank netting agreement and the distribution of bank default risk," Working Papers 1995-016, Federal Reserve Bank of St. Louis.
    2. Charles M. Kahn & William Roberds, 1995. "On the efficiency of cash settlement," FRB Atlanta Working Paper 95-11, Federal Reserve Bank of Atlanta.
    3. Suh, Sangwon, 2012. "Measuring systemic risk: A factor-augmented correlated default approach," Journal of Financial Intermediation, Elsevier, vol. 21(2), pages 341-358.
    4. C. H. Furfine, 1999. "Interbank exposures: quantifying the risk of contagion," BIS Working Papers 70, Bank for International Settlements.

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