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Systemic Risk, Policies, and Data Needs · Study

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ChapterSystemic Risk, Policies, and Data Needs

Agostino Capponi2016

Chapter2016

Systemic Risk, Policies, and Data Needs

Agostino Capponi

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Banking stability, regulation, efficiency Risk and Safety Analysis Infrastructure Resilience and Vulnerability Analysis

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References

1983Bank Runs, Deposit Insurance, and Liquidity 2008Market Liquidity and Funding Liquidity 2011On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms 2000Financial Contagion 1992Liquidation Values and Debt Capacity: A Market Equilibrium Approach 2012Econometric measures of connectedness and systemic risk in the finance and insurance sectors 2016CoVaR 2015Systemic Risk and Stability in Financial Networks

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Year2016

Typechapter

Published2016-10-01

Languageen

Citations16

Files0 public / 0

ShelfBanking stability, regulation, efficiency

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doi10.1287/educ.2016.0156

openalex_workW2479386706

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