EconPapers    
Economics at your fingertips  
 

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
References: Add references at CitEc
Citations: Track citations by RSS feed

Downloads: (external link)
https://publications.banque-france.fr/sites/defaul ... s_25_2012-spring.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bfr:quarte:2012:25:06

Access Statistics for this article

More articles in Quarterly selection of articles - Bulletin de la Banque de France from Banque de France Banque de France 31 Rue Croix des Petits Champs LABOLOG - 49-1404 75049 PARIS. Contact information at EDIRC.
Bibliographic data for series maintained by Michael brassart ().

 
Page updated 2020-06-13
Handle: RePEc:bfr:quarte:2012:25:06