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Keywords: Marginal expected shortfall
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Journal Articles
International Journal of Emerging Markets (2022) 17 (8): 2052–2083.
Published: 22 February 2021
... © Emerald Publishing Limited 2021 Emerald Publishing Limited Licensed re-use rights only Systemic risk ASEAN-6 Capital shortfall Marginal expected shortfall G01 G21 G28 The SRISK measures the level of capital shortfall for the bank in case of a system-wise crisis defined...
