Systemic Contingent Claims Analysis : Estimating Market-Implied Systemic Risk /
The recent global financial crisis has forced a re-examination of risk transmission in the financial sector and how it affects financial stability. Current macroprudential policy and surveillance (MPS) efforts are aimed establishing a regulatory framework that helps mitigate the risk from systemic l...
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| Format: | Journal |
| Language: | English |
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Washington, D.C. :
International Monetary Fund,
2013.
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| Series: | IMF Working Papers; Working Paper ;
No. 2013/054 |
| Online Access: | Full text available on IMF |