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SystemicRiskReferences5
| Reference | Title | Link |
| Bisias, D., Flood, M., Lo, A. and Valavanis, S (2012) | A Survey of Systemic Risk Analytics | here |
Abstract (partial)
"We provide a survey of 31 quantitative measures of systemic risk in the economics and finance literature, chosen to span key themes and issues in systemic risk measurement and management. We motivate these measures from the supervisory, research, and data perspectives in the main text, and present concise definitions of each risk measure - including required inputs, expected outputs, and data requirements - in an extensive appendix ..." |
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