اندازهگیری و تحلیل ریسک سیستمی در بخش بانکداری ایران و بررسی عوامل مؤثر بر آن
Published in SHILAP Revista de lepidopterología • Aug 23, 2019
Authors:,,
حمید ابریشمی
محسن مهرآرا
محمد رحمانی
Abstract
In this paper, we study systemic by using three famous systemic risk measures - MES, ΔCoVaR and SRISK- for Iranian banks that has listed in capital markets and have been active during 2013/5/4 to 2018/9/5. After calculating of these three measures, we have estimated the impact of some characteristic...