TENET: Tail-Event-driven NETwork Risk
15.12.2016 ?. Figure 1: Systemic Risk? TENET. WFC JPM BAC C USBCOFPNCBKSTTBBTSTIFITBMTBNTRSRFKEYCMAHBANHCBKPBCTBOKFZIONCFRCBSHSBNY. AIG MET TRV ...
A Theoretical and Empirical Comparison of Systemic Risk Measures
20.06.2013 ?. AIG. C. MI. 3. MI. JPM. BEN. 4. CBG. MS. CIT. 5. RF. AIG. WU. 6. LM. MET. AIZ. 7. JNS. PRU. AXP. 8. HRB. HIG. JNS. 9. BAC.
TENET: Tail-Event driven NETwork risk
6.01.2016 ?. We also see some pairs of mutual interacting firms like BAC and C
City Research Online
8.02.2016 ?. C and BAC the outgoing links go to USB (U.S. Bancorp)
On the efficacy of stop-loss rules in the presence of overnight gaps
of our selected set of stocks is {BAC GE
SRISK: A Conditional Capital Shortfall Measure of Systemic Risk
C 17.50 17.14-17.85 C 23.22 21.24 - 26.29 BAC 26.62 23.97 - 29.63 BAC 8.51 7.08-9.91 MS 10.16 9.77-10.67 MET 9.31 8.36-10.19 MET 9.45 8.94-9.74 AIG 7.96 ...
LASSO-Driven Inference in Time and Space
15.04.2019 ?. LASSO-Driven Inference in Time and Space. AA. AAPL ACNADP. AET AIGAMGN AMT. AMZN. APC. AXP. BA. BAC. BBY. BHI. BIIBBMY C.
SRISK: a conditional capital shortfall measure of systemic risk
C and the time horizon h is implicit in the SRISK notation. The SRISK measure of up of Citigroup Bank of America
TENET: Tail-event driven NETwork risk
6.01.2016 ?. We also see some pairs of mutual interacting firms like BAC and C
Time Varying Lasso
10.12.2015 ?. Bank of America Corporation. C. Citigroup Inc. AXP. American Express Company. GS. Goldman Sachs Group Inc. (The). USB. U.S. Bancorp. AIG.
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