University of Cagliari
Analysis of Banks’ Systemic Risk Contribution and Contagion Determinants through the Leave-one-out Approach
Stefano Zedda
;
2017-01-01
Abstract
In this paper we develop a strong analysis of the systemic risk and contagion determinants, through the differential effects on the banking system of excluding one bank. The first raw test of comparing the riskiness of a sample of banks by some different risk measures gives some interesting results.
Files in This Item:
| File | Size | Format | |
|---|---|---|---|
| Sydney fin-cycle-proceedings2.pdf open access
Description: versione completa
Type: versione editoriale
Size 5.39 MB
Format Adobe PDF
|
5.39 MB | Adobe PDF | View/Open |
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