Work

Calculating Systemic Risk Capital Requirements: A Factor Model Approach

Year: 2014

Type: article

Source: Journal of Financial Stability

DOI: 10.1016/j.jfs.2015.01.003

Authors: Panagiotis Avramidis, Fotios Pasiouras

Institutions: Alba Graduate Business School, The American College of Greece, University of Surrey, Technical University of Crete

Language: English

Topic: Banking stability, regulation, efficiency

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2006973693

FWCI: 3.514

Cites: 39

Cited by: 20

Related to: 10