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Paper / 2015SMQ / 93343371648130
Coupling direction of the European Banking and Insurance sectors using inter-system recurrence networks
Peter Martey Addo
systemic riskResource overview

Coupling direction of the European Banking and Insurance sectors using inter-system recurrence networks

Paper2015

by Peter Martey Addo

Tags
systemic risk

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  1. Random Variables and Distributions

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  2. Expected Shortfall and Other Tail Risk Measures

    Distinguish a loss quantile from the average loss in the tail.

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  1. VaR Estimation in Practice: Variance-Covariance, Historical Simulation, Monte Carlo

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