The measurement of systemic risk. Summary of a lecture given by Robert F. Engle, winner of the Nobel Prize in Economics, Banque de France, 25 January 2012

A. Bernales. and Jean-Paul Renne

Quarterly selection of articles - Bulletin de la Banque de France, 2012, issue 25, 81-84

Abstract: On 25 January of 2012, the Banque de France hosted Professor Robert F. Engle, winner of the Nobel Prize in Economics in 2003, to give a lecture. Professor Engle presented his measurement on systemic risk and its implementation in the euro area.

Keywords: systemic risk; bank solvency. (search for similar items in EconPapers)
JEL-codes: G2 (search for similar items in EconPapers)
Date: 2012
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