Joint research unit 7235

Which Are the SIFIs? A Component Expected Shortfall Approach to Systemic Risk

Journal of Banking and Finance

Finance et assurance

50 - 575 - 588

2015

Georgiana-Denisa Banulescu, Elena Ivona Dumitrescu

popular Marginal ES measure. CES can be used to assess the contribution of a firm to systemic risk at a precise date but also to forecast its contribution over a certain period. The empirical application verifies the ability of CES to identify the most systemically risky firms during the 2007–2009 financial crisis. We show that our measure identifies the institutions labeled as SIFIs by the Financial Stability Board.

AGENDA

Monday 4 March 2024

The Bright Side of the GDPR: Welfare-improving Privacy Management

Shiva Shekhar (Tilburg Univ)

The Bright Side of the GDPR: Welfare-improving Privacy Management

Monday 4 March 2024

Law, Institutions and Economics in Nanterre (LIEN)

Shiva Shekhar (Tilburg Univ)

The Bright Side of the GDPR: Welfare-improving Privacy Management

Tuesday 5 March 2024

Recherche et Economie et Socioéconomie Politique, des Institutions et des Régulations (RESPIR)

Thomas Angeletti (Université Paris Dauphine PSL & IRISSO CNRS)

L’invention de l’économie française

Tuesday 5 March 2024

L’invention de l’économie française

Thomas Angeletti (Université Paris Dauphine PSL & IRISSO CNRS)

L’invention de l’économie française

Tuesday 5 March 2024

Webinar TELE – Theoretical European Law & Economics

Ester Manna (University of Barcelona, Spain)

3:00 pm to 4:15 pm (Paris time)

TBA

Tuesday 5 March 2024

TBA

Ester Manna (University of Barcelona, Spain)

3:00 pm to 4:15 pm (Paris time)

TBA

Wednesday 6 March 2024

Économies du monde musulman

Amal Briki (Agence Alnaft, Alger)

Les déterminants de la performance bancaire en Algérie

Wednesday 6 March 2024

Les déterminants de la performance bancaire en Algérie

Amal Briki (Agence Alnaft, Alger)

Les déterminants de la performance bancaire en Algérie

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