Salience, systemic risk and spectral risk measures as capital requirements (Q2246646): Difference between revisions
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scientific article
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English | Salience, systemic risk and spectral risk measures as capital requirements |
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Salience, systemic risk and spectral risk measures as capital requirements (English)
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16 November 2021
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systemic risk
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probability weighting
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spectral risk measures
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capital requirements
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macroprudential regulation
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