• Hélène Dufour

Measuring Tail Risks

"We demonstrate the use of this risk measure for describing the tail risks in financial markets as well as the risks associated with natural hazards (earthquakes, tsunamis, and excessive rainfall)."


1 vue0 commentaire

Posts récents

Voir tout

" The global climate crisis and the economy’s green transition are giving rise to new types of risks for banks. This paper analyses some of the key international bank regulatory standards, namely disc