The global financial crisis which began in 2007 is proof that financial turbulences are difficult to detect in time, especially because of the complex and highly dynamic financial connections among institutions and markets. Financial and economic interconnections among sovereigns, banks and corporations have led to the failure of traditional asset pricing models to assess and correctly price risks for most of financial assets.

Danger Zones for the Financial System / Manasse P.; Savona R.; Vezzoli M.. - STAMPA. - (2017), pp. 169-190. [10.1016/B978-1-78548-085-0.50007-8]

Danger Zones for the Financial System

Manasse P.;
2017

Abstract

The global financial crisis which began in 2007 is proof that financial turbulences are difficult to detect in time, especially because of the complex and highly dynamic financial connections among institutions and markets. Financial and economic interconnections among sovereigns, banks and corporations have led to the failure of traditional asset pricing models to assess and correctly price risks for most of financial assets.
2017
Systemic Risk Tomography
169
190
Danger Zones for the Financial System / Manasse P.; Savona R.; Vezzoli M.. - STAMPA. - (2017), pp. 169-190. [10.1016/B978-1-78548-085-0.50007-8]
Manasse P.; Savona R.; Vezzoli M.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11585/957261
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