Systemic risk attribution in the EU

Autor:	Gianluca Farina, M. E. De Giuli, Rosella Giacometti
Rok vydání:	2018
Předmět:	Marketing Settore SECS-S/06 - Metodi mat. dell'economia e Scienze Attuariali e Finanziarie 021103 operations research Credit default swap Actuarial science Strategy and Management 0211 other engineering and technologies Subject (philosophy) credit default swaps 02 engineering and technology Management Science and Operations Research Management Information Systems Systemic risk Marshall-Olkin distribution risk attribution 0202 electrical engineering electronic engineering information engineering Default risk 020201 artificial intelligence & image processing Business Attribution
Zdroj:	Journal of the Operational Research Society. 70:1115-1128
ISSN:	1476-9360 0160-5682
DOI:	10.1080/01605682.2018.1487823
Popis:	Systemic default risk is due to multiple private and/or public entities’ simultaneous default. This risk has caused great concern in the recent past and its assessment is not a trivial subject. We ...
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_dedup___::dc5bbdb25fc1f188bd0b1990136f437f https://doi.org/10.1080/01605682.2018.1487823 Zobrazit plný text záznamu