Systemic Risk Exposures: A 10-by-10-by-10 Approach
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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,
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美国国家经济研究局创建时间:
2011-08-01



