Ranking Consistency of Systemic Risk Measures: A Simulation-Based Analysis in a Banking Network Model
DC Element | Wert | Sprache |
---|---|---|
dc.contributor.author | Grundke, Peter | |
dc.date.accessioned | 2022-04-19T14:03:33Z | - |
dc.date.available | 2022-04-19T14:03:33Z | - |
dc.date.issued | 2016 | |
dc.identifier.uri | https://osnascholar.ub.uni-osnabrueck.de/handle/unios/52200 | - |
dc.relation.ispartof | Social Science Research Network | |
dc.subject | Computer science | |
dc.subject | Value at risk | |
dc.subject | Ranking (information retrieval) | |
dc.subject | Operational risk | |
dc.subject | Systemic risk | |
dc.subject | Operational risk management | |
dc.subject | Credit risk | |
dc.subject | Econometrics | |
dc.subject | Risk management | |
dc.subject | Basel II | |
dc.title | Ranking Consistency of Systemic Risk Measures: A Simulation-Based Analysis in a Banking Network Model | |
dc.type | journal article | |
dc.identifier.doi | https://doi.org/10.2139/ssrn.2787602 | |
dc.identifier.external | https://openalex.org/W2952202751 | |
local.import.sourcefile | openalex_uos_20220409.ris | |
crisitem.author.dept | FB 09 - Wirtschaftswissenschaften | - |
crisitem.author.deptid | fb09 | - |
crisitem.author.parentorg | Universität Osnabrück | - |
crisitem.author.netid | GrPe882 | - |
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geprüft am 05.05.2024