共 11 条
[1]
Mathias Drehmann,Nikola Tarashev.Measuring the Systemic Importance of InterconnectedBanks. BIS Working Paper 342 . 2011
[2]
Nikola Tarashev,Claudio Borio,Kostas Tsatasronis.Attributing Systemic Risk to IndividualInstitutions. BIS Working Paper 308 . 2010
[3]
Huang X,H Zhou,H Zhu.Assessing the Systemic Risk of a Diversified Portfolio of Asia-Pacific Banks during the Recent Financial Crisis. BIS Working Papers No. 296 . 2009
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Xin Huang,Hao Zhou,Haibin Zhu.Assessing the Systemic Risk of a Heterogeneous Portfolioof Banks during the Recent Crisis. BIS Working Paper 296 . 2010
[6]
Adrian, Tobias,Hyun, Song Shin.Financial Intermediary Leverage and Value at Risk. Working Paper, Federal Reserve Bank of New York and Princeton University . 2008
[7]
Nikola Tarashev,Claudio Borio,Kostas Tsatasronis.The Systemic Importance of FinancialInstitution. Http://www.bis.org/publ/qtrpdf/r_qt0909h.htm . 2009
[8]
Mathias Drehmann,Nikola Tarashev.Systemic Importance:Some Simple Indicators. http://www.bis.org/publ/qtrpdf/r_qt1103e.htm . 2011
[9]
Viral V.Acharya,Lasse H.Pedersen.Thomas Philippon,and Matthew Richardson,2010.MeasuringSystemic Risk. Federal Reserve Bank of Cleveland Working Paper . 2010
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Nikola Tarashev,Haibin.Modelling and calibration errors in measures of portfolio credit risk. BIS Working Papers No 230 . 2007