- Title
- Calculating Systemic Risk Capital: A Factor Model Approach
- Creators
- P AvramidisF Pasiouras
- Publication Details
- Journal of Financial Stability, Vol.16, pp.138-150
- Date published
- 2015
- Date submitted
- 16/05/2017
- Identifiers
- 99511968602346
- Academic Unit
- University of Surrey
- Resource Type
- Journal article
Journal article
Calculating Systemic Risk Capital: A Factor Model Approach
Journal of Financial Stability, Vol.16, pp.138-150
2015
Metrics
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