Work

SRISK: A Conditional Capital Shortfall Measure of Systemic Risk

Year: 2016

Type: article

Source: Review of Financial Studies

DOI: 10.1093/rfs/hhw060

Authors: Christian Brownlees, Robert F. Engle

Institutions: Universitat Pompeu Fabra, Barcelona School of Economics, New York University

Language: English

Topic: Banking stability, regulation, efficiency

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

Funders: National Science Foundation, Alfred P. Sloan Foundation, Ministerio de Economía y Competitividad, Ministerio de Ciencia y Tecnología, Leonard N. Stern School of Business, New York University

Awards: G1046223130, G2000871267, G2127983504, G3422011060, G8888739538

OpenAlex ID: W2400596708

FWCI: 45.74

Cites: 44

Cited by: 260

Related to: 10