Systemic risk statistics with scenario analysis (Q5866094)
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scientific article; zbMATH DE number 7539732
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Systemic risk statistics with scenario analysis |
scientific article; zbMATH DE number 7539732 |
Statements
Systemic risk statistics with scenario analysis (English)
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10 June 2022
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convexity
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data-based systemic risk measures
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positive homogeneity
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scenario analysis
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systemic risk statistics
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