Tracking Variation in Systemic Risk at US Banks During 1974-2013
收藏NBER2012-05-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w18043
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资源简介：
This paper proposes a theoretically based and easy-to-implement way to measure the systemic risk of financial institutions using publicly available accounting and stock market data. The measure models the credit enhancement taxpayers provide to individual banks in the Merton tradition (1974) as a
提供机构：
美国国家经济研究局
创建时间：
2012-05-01
