Work

SRISK: A Conditional Capital Shortfall Index for Systemic Risk Measurement

Year: 2015

Type: article

Source: CiteSeer X (The Pennsylvania State University)

Authors: Christian T. Brownlees, Robert F. Engle

Language: English

Topic: Banking stability, regulation, efficiency

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2120933947

FWCI: 21.7

Cites: 21

Cited by: 59

Related to: 10