Naseri، Seyed Ali/ 1 Article
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1.
Systemic Risk Calculation in the Iranian Banking System, Employing the Conditional Value-at-Risk Approach (2009-2019)
Journal ArticleWriter : Naseri، Seyed Ali ؛ Barkhordary Dorbash، Sajad ؛ Corresponding Author : Jabal Ameli، Farkhonde ؛
Journal:Iranian Economic Reveiw»Autumn 2021 , Volume 25 - Number 4 Ranking: Science-Research/ISC (17 page(s) - From 623 to 639 )
Keywords:G21G32Systemic RiskG01Keywords: Banking SystemConditional Value-at-Risk (𝐶𝑂𝑉𝑎𝑅)Systemic ImportanceValue-at-Risk (𝑉𝑎𝑅). JEL Classification: C21