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Which Are the SIFIs? A Component Expected Shortfall Approach to Systemic Risk

Georgiana-Denisa Banulescu Elena Ivona Dumitrescu 1
1 EconomiX
Abstract : Forthcoming
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Journal articles
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https://hal-univ-paris10.archives-ouvertes.fr/hal-01385923
Contributor : Administrateur Hal Nanterre <>
Submitted on : Saturday, October 22, 2016 - 3:23:59 PM
Last modification on : Tuesday, November 19, 2019 - 9:28:39 AM

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  • HAL Id : hal-01385923, version 1

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CNRS | UNIV-PARIS10 | ECONOMIX | UNIV-PARIS-LUMIERES

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Georgiana-Denisa Banulescu, Elena Ivona Dumitrescu. Which Are the SIFIs? A Component Expected Shortfall Approach to Systemic Risk. Journal of Banking and Finance, Elsevier, 2015, 50, pp.575 - 588. ⟨hal-01385923⟩

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