An overview of the systemic risk measures

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MetadadosDescriçãoIdioma
Autor(es): dc.creatorBasílio, Jorge-
Autor(es): dc.creatorOliveira, Amilcar-
Autor(es): dc.creatorMahmoudvand, Rahim-
Data de aceite: dc.date.accessioned2025-08-22T11:48:48Z-
Data de disponibilização: dc.date.available2025-08-22T11:48:48Z-
Data de envio: dc.date.issued2023-07-31-
Data de envio: dc.date.issued2023-07-31-
Data de envio: dc.date.issued2020-11-23-
Fonte completa do material: dc.identifierhttp://hdl.handle.net/10400.2/14663-
Fonte: dc.identifier.urihttp://educapes.capes.gov.br/handle/10400.2/14663-
Descrição: dc.descriptionSystemic risk is a specific type of risk that refers to the risk of an complex system to be affect or even collapse due to individual action taken by the agents that compounds that complex system. The goals of this work is based on an axiomatic approach establish a critic description of the most relevant methods used in the determination of systemic risk and identify advantages and disadvantages associated to those methods.-
Descrição: dc.descriptioninfo:eu-repo/semantics/publishedVersion-
Formato: dc.formatapplication/pdf-
Idioma: dc.languageen-
Publicador: dc.publisherAIP Publishing-
Relação: dc.relationCentre of Statistics and its Applications-
Relação: dc.relationhttps://pubs.aip.org/aip/acp/article-abstract/2293/1/420102/1026951/An-overview-of-the-systemic-risk-measures?redirectedFrom=fulltext-
Direitos: dc.rightshttp://creativecommons.org/licenses/by/4.0/-
Título: dc.titleAn overview of the systemic risk measures-
Aparece nas coleções:Repositório Aberto - Universidade Aberta (Portugal)

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