Measuring Systemic Risk: A Comparison of Alternative Market-Based Approaches
Sign Up to like & getrecommendations! Published in 2017 at "Finance Research Letters"
DOI: 10.1016/j.frl.2017.01.003
Abstract: This paper compares four commonly used systemic risk metrics using data on U.S. financial institutions over the period 2005–2014. The four systemic risk measures examined are the (i) marginal expected shortfall, (ii) codependence risk, (iii)… read more here.
Keywords: risk; alternative market; risk comparison; systemic risk ... See more keywords
Importance of risk comparison for individual and societal decision-making after the Fukushima disaster
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Radiation Research"
DOI: 10.1093/jrr/rrx094
Abstract: Abstract Risk comparison is essential for effective societal and individual decision-making. After the Fukushima disaster, studies compared radiation and other disaster-related risks to determine the effective prioritizing of measures for response. Evaluating the value of… read more here.
Keywords: risk; risk comparison; disaster; decision making ... See more keywords