Systemic Contingent Claims Analysis Estimating Market-Implied Systemic Risk

WP/13/54

Nopic
The recent global financial crisis has forced a re-examination of risk transmission in the financial sector and how it affects financial stability. Current macroprudential policy and surveillance (MPS) efforts are aimed establishing a regulatory framework that helps mitigate the risk from systemic linkages with a view towards enhancing the... READ MORE...

Publication date: February 2013
ISBN 9781475572780
$18.00

Add to Cart by clicking price of the language and format you'd like to purchase

Available Languages and Formats

Paperback

Publication date: February 2013

English