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...

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Xehetasun bibliografikoak
Egile nagusia: Jobst, Andreas A.
Beste egile batzuk: Gray, Dale
Formatua: Aldizkaria
Hizkuntza:English
Argitaratua: Washington, D.C. : International Monetary Fund, 2013.
Saila:IMF Working Papers; Working Paper ; No. 2013/054
Sarrera elektronikoa:Full text available on IMF

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