Work

A New Heuristic Measure of Fragility and Tail Risks: Application to Stress Testing

Year: 2012

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.2156095

Authors: Nassim Nicholas Taleb, Elie Canetti, Tidiane Kinda, Elena Loukoianova, Christian Schmieder

Institutions: New York University, International Monetary Fund

Language: English

Topic: Banking stability, regulation, efficiency

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2015973916

Cites: 6

Cited by: 27

Related to: 10