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Rahim Mahmoudvand

Rahim Mahmoudvand

Academic rank: Associate Professor
ORCID:
Education: PhD.
ScopusId: 35146363700
HIndex:
Faculty: Faculty of Science
Address:
Phone:

Research

Title
An Overview of The Systemic Risk Measures
Type
Presentation
Keywords
Systemic risk, Delta-Conditional Value at Risk
Year
2019
Researchers Jorge Basilio ، Amilcar Oliveira ، Rahim Mahmoudvand

Abstract

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.