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...
Saved in:
Main Author: | M. A. Shchepeleva |
---|---|
Format: | article |
Language: | EN RU |
Published: |
MGIMO University Press
2014
|
Subjects: | |
Online Access: | https://doaj.org/article/f3f206c03dd048a7b0588da0fd9297e3 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
Methods and Models of Market Risk Stress-Testing of the Portfolio of Financial Instruments
by: A. M. Karminsky, et al.
Published: (2015) -
MEASURING CONTAGION RISK ON BANKING SYSTEM IN THE DIGITAL ERA
by: Musdholifah Musdholifah, et al.
Published: (2019) -
Ten Years of the Global Reform of Financial Regulation: What is ahead?
by: L. S. Khudyakova
Published: (2019) -
Risk Management in Mergers and Acquisitions
by: D. O. Verdiev
Published: (2015) -
DEVELOPMENT OF MODERN ENERGY COMPANIES RISK MANAGEMENT SYSTEMS
by: M. V. Afanasyeva
Published: (2015)