Measuring systemic risk: a probabilistic perspective
Auteur :
Radev, Deyan
Éditeur :
Springer Nature Switzerland AG
ISBN :
9783030942809
Date de publication :
8 févr. 2022
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
This book provides a comprehensive methodology to measure systemic risk in many of its facets and dimensions based on state-of-the-art risk assessment methods.