Systemic Risk Exposures: A 10-by-10-by-10 Approach
收藏NBER2011-08-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w17281
下载链接
链接失效反馈官方服务：
资源简介：
Here, I present and discuss a "10-by-10-by-10" network-based approach to monitoring systemic financial risk. Under this approach, a regulator would analyze the exposures of a core group of systemically important financial firms to a list of stressful scenarios, say 10 in number. For each scenario,
提供机构：
美国国家经济研究局
创建时间：
2011-08-01
