Characterizing systemic risk

Yvonne Kreis, Dietmar Leisen and Jorge Ponce

Chapter 5 in Systemic Risk:History, Measurement and Regulation, 2019, pp 51-68 from World Scientific Publishing Co. Pte. Ltd.

Abstract: We start our discussion of systemic risk measures with broad economic concepts that influence this form of risk. This prepares the ground for systemic risk measurement in Section 5.2. Finally, Section 5.3 provides an overview of measures based on market data…

Keywords: Systemic Risk; Financial Stability; Financial Regulation; Macro-Prudential Regulation; Transmission Channels; Global Financial Crisis; Risk Measurement; Cross-sectional Risk (search for similar items in EconPapers)
JEL-codes: G01 G15 G32 (search for similar items in EconPapers)
Date: 2019
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