مشخصات پژوهش

عنوان	An Overview of The Systemic Risk Measures
نوع پژوهش	مقاله ارائه شده کنفرانسی
کلیدواژه‌ها	Systemic risk, Delta-Conditional Value at Risk
چکیده	Systemic risk is a specific type of risk that refers to the risk of an complex system to be affect or even collapse due to individual action taken by the agents that compounds that complex system. The goals of this work is based on an axiomatic approach establish a critic description of the most relevant methods used in the determination of systemic risk and identify advantages and disadvantages associated to those methods.
پژوهشگران	جورج باسیلیو (نفر اول)، آمیلکار اولویرا (نفر دوم)، رحیم محمودوند (نفر سوم)