Work

Procyclical Leverage and Value-at-Risk

Year: 2008

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1189342

Authors: Tobias Adrian, Hyun Song Shin

Institutions: International Monetary Fund, Bank for International Settlements

Language: English

Topic: Banking stability, regulation, efficiency

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: Economic and Social Research Council

Award: Systemic Risk Centre

OpenAlex ID: W2114090301

Cites: 45

Cited by: 76

Related to: 10