Systemic risk measures on general measurable spaces

In view of the recent financial crisis systemic risk has become a very important research object. It is of significant importance to understand what can be done from a regulatory point of view to make the financial system more resilient to global crises. Systemic risk measures can provide more insig...

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Veröffentlicht in:	Mathematical methods of operations research (Heidelberg, Germany) Germany), 2016-10, Vol.84 (2), p.323-357
Hauptverfasser:	Kromer, E., Overbeck, L., Zilch, K.
Format:	Artikel
Sprache:	eng
Schlagworte:	Banking industry Banks Business and Management Calculus of Variations and Optimal Control Optimization Decision making Flexibility Government regulations Mathematical analysis Mathematics Mathematics and Statistics Operations research Operations Research/Decision Theory Original Article Regulation of financial institutions Regulators Risk Risk management Scandals Studies
Online-Zugang:	Volltext
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