The equity risk posed by the too-big-to-fail banks: a Foster-Hart estimation (Q2399305)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The equity risk posed by the too-big-to-fail banks: a Foster-Hart estimation |
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The equity risk posed by the too-big-to-fail banks: a Foster-Hart estimation (English)
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22 August 2017
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financial risk
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normal tempered stable distribution
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Foster-Hart risk
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value-at-risk (VaR)
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average value-at-risk (AVaR)
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