Systemic Contingent Claims Analysis : Estimating Market-Implied Systemic Risk /

The recent global financial crisis has forced a re-examination of risk transmission in the financial sector and how it affects financial stability. Current macroprudential policy and surveillance (MPS) efforts are aimed establishing a regulatory framework that helps mitigate the risk from systemic l...

وصف كامل

التفاصيل البيبلوغرافية
المؤلف الرئيسي: Jobst, Andreas A.
مؤلفون آخرون: Gray, Dale
التنسيق: دورية
اللغة:English
منشور في: Washington, D.C. : International Monetary Fund, 2013.
سلاسل:IMF Working Papers; Working Paper ; No. 2013/054
الوصول للمادة أونلاين:Full text available on IMF