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A Survey of Systemic Risk Measures: Methodology and Application to the Japanese Market
Company: Institute for Monetary and Economic Studies
Company Url: Click here to open
Year Of Publication: 2014
Month Of Publication: April
Pages: 55
Download Count: 8
View Count: 1251
Comment Num: 0
Language: English
Source: working paper
Who Can Read: Free
Date: 6-8-2014
Publisher: Administrator
Summary
The recent financial crisis has prompted academia, country authorities, and international bodies to study quantitative tools to monitor the financial system, especially systemic risk measures. This paper aims to outline these measures and apply them to Japanfs financial system. The paper demonstrates that they are effective tools for monitoring the robustness of financial system on a real-time basis, although there are some caveats.
WP 2014-E-3
Author(s)
Uchida, Yoshihiko Sign in to follow this author
Hattori, Akio Sign in to follow this author
Kikuchi, Kentaro Sign in to follow this author
Niwa, Fuminori Sign in to follow this author
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