Work

How Useful is The Marginal Expected Shortfall for the Measurement of Systemic Exposure: A Practical Assessment

Year: 2011

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1944043

Authors: Julien Idier, Gildas Lamé, Jean-Stéphane Mésonnier

Institutions: European Central Bank, Banque de France, Institut d'Etudes Politiques de Paris, Département d'économie de Sciences Po

Language: English

Topic: Banking stability, regulation, efficiency

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2019100684

Cites: 23

Cited by: 37

Related to: 10