ALLOCATING SYSTEMIC RISK IN A REGULATORY PERSPECTIVE (Q5746928): Difference between revisions
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scientific article; zbMATH DE number 6256765
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English | ALLOCATING SYSTEMIC RISK IN A REGULATORY PERSPECTIVE |
scientific article; zbMATH DE number 6256765 |
Statements
ALLOCATING SYSTEMIC RISK IN A REGULATORY PERSPECTIVE (English)
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11 February 2014
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risk measure
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allocation
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regulation
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coherent risk contribution
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systemic risk
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procyclical effect
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