Measuring Systemic Risk in the Financial Sector
The article discusses quantitative methods of assessing systemic risk of the financial sector and the possibilities of their practical application. Systemic risk, which is manifested in the failure of financial services provision and deterioration of the financial system, is a complex concept that c...
Guardado en:
Autor principal: | M. A. Shchepeleva |
---|---|
Formato: | article |
Lenguaje: | EN RU |
Publicado: |
MGIMO University Press
2014
|
Materias: | |
Acceso en línea: | https://doaj.org/article/f3f206c03dd048a7b0588da0fd9297e3 |
Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares
-
Methods and Models of Market Risk Stress-Testing of the Portfolio of Financial Instruments
por: A. M. Karminsky, et al.
Publicado: (2015) -
MEASURING CONTAGION RISK ON BANKING SYSTEM IN THE DIGITAL ERA
por: Musdholifah Musdholifah, et al.
Publicado: (2019) -
Ten Years of the Global Reform of Financial Regulation: What is ahead?
por: L. S. Khudyakova
Publicado: (2019) -
Risk Management in Mergers and Acquisitions
por: D. O. Verdiev
Publicado: (2015) -
DEVELOPMENT OF MODERN ENERGY COMPANIES RISK MANAGEMENT SYSTEMS
por: M. V. Afanasyeva
Publicado: (2015)