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Revision as of 07:46, 13 February 2024

scientific article; zbMATH DE number 6256765
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English
ALLOCATING SYSTEMIC RISK IN A REGULATORY PERSPECTIVE
scientific article; zbMATH DE number 6256765

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    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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