A Framework for Assessing the Systemic Risk of Major Financial Institutions

A Framework for Assessing the Systemic Risk of Major Financial Institutions

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A Framework for Assessing the Systemic Risk of Major Financial Institutions

by Xin Huang, Hao Zhou and Haibin Zhu, BIS Working papers no 281; also in Journal of Banking and Finance10 April 2009PDF full text (362kb) | 44 pagesAbstractIn this paper we propose a framework for measuring and stress testing the systemic risk of a group of major financial institutions.

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