The equity risk posed by the too-big-to-fail banks: a Foster-Hart estimation (Q2399305)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6763450
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The equity risk posed by the too-big-to-fail banks: a Foster-Hart estimation |
scientific article; zbMATH DE number 6763450 |
Statements
The equity risk posed by the too-big-to-fail banks: a Foster-Hart estimation (English)
0 references
22 August 2017
0 references
financial risk
0 references
normal tempered stable distribution
0 references
Foster-Hart risk
0 references
value-at-risk (VaR)
0 references
average value-at-risk (AVaR)
0 references
0 references
0 references
0.7113004922866821
0 references
0.6879304647445679
0 references
0.67793208360672
0 references
0.6732389330863953
0 references
