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...
| Yazar: | |
|---|---|
| Diğer Yazarlar: | |
| Materyal Türü: | Dergi |
| Dil: | English |
| Baskı/Yayın Bilgisi: |
Washington, D.C. :
International Monetary Fund,
2013.
|
| Seri Bilgileri: | IMF Working Papers; Working Paper ;
No. 2013/054 |
| Online Erişim: | Full text available on IMF |