Measuring systemic importance of financial institutions: An extreme value theory approach

Journal of Banking and Finance

Volumn 37, Issue 7, 2013, Pages 2196-2209

  Gravelle, Toni ^a   Li, Fuchun ^a  

^a BANK OF CANADA   (Canada)

Author keywords

Extreme value theory approach; Systemic importance of Financial Institutions; Systemic risk

Indexed keywords

EID: 84877623329     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2013.01.007     Document Type: Article

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