【摘 要】
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We present a risk measure designed for the global and intrinsic risk of multidimensional interconnected system(banks or CCP).It first provides the total amount of liquidity that has to be reserved for
【机 构】
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Shanghai Jiao Tong Univ.
论文部分内容阅读
We present a risk measure designed for the global and intrinsic risk of multidimensional interconnected system(banks or CCP).It first provides the total amount of liquidity that has to be reserved for the system to overcome financial stress situations.
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