Ranking Consistency of Systemic Risk Measures: A Simulation-Based Analysis in a Banking Network Model

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dc.contributor.authorGrundke, Peter
dc.date.accessioned2022-04-19T14:03:33Z-
dc.date.available2022-04-19T14:03:33Z-
dc.date.issued2016
dc.identifier.urihttps://osnascholar.ub.uni-osnabrueck.de/handle/unios/52200-
dc.relation.ispartofSocial Science Research Network
dc.subjectComputer science
dc.subjectValue at risk
dc.subjectRanking (information retrieval)
dc.subjectOperational risk
dc.subjectSystemic risk
dc.subjectOperational risk management
dc.subjectCredit risk
dc.subjectEconometrics
dc.subjectRisk management
dc.subjectBasel II
dc.titleRanking Consistency of Systemic Risk Measures: A Simulation-Based Analysis in a Banking Network Model
dc.typejournal article
dc.identifier.doihttps://doi.org/10.2139/ssrn.2787602
dc.identifier.externalhttps://openalex.org/W2952202751
local.import.sourcefileopenalex_uos_20220409.ris
crisitem.author.deptFB 09 - Wirtschaftswissenschaften-
crisitem.author.deptidfb09-
crisitem.author.parentorgUniversität Osnabrück-
crisitem.author.netidGrPe882-
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