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Title: Towards a new taxonomy of systemic risk measures Authors:  Hanane Dakhli - Champagne School of Management PRISM Sorbonne (France) [presenting]
Abstract: Systemic risk is one of the most studied subjects in financial literature. Since the financial crisis of 2007, a large variety of new measures has appeared constantly in scientific journals as well as in practitioners publications. The most complete and significant studies of systemic risk measures, so far, have been written by some authors. A review of the most recent literature led us to collect several measures that we classify into four families. We first present the present the systemic risk measures without any classification. Secondly, we analyze the systemic risk measures according different taxonomies and select measures with the same characteristics. Thirdly, we test empirically the different new taxonomies.