Publication
An overview of the systemic risk measures
| datacite.subject.sdg | 08:Trabalho Digno e Crescimento Económico | pt_PT |
| dc.contributor.author | Basílio, Jorge | |
| dc.contributor.author | Oliveira, Amilcar | |
| dc.contributor.author | Mahmoudvand, Rahim | |
| dc.date.accessioned | 2023-07-31T10:47:38Z | |
| dc.date.available | 2023-07-31T10:47:38Z | |
| dc.date.issued | 2020-11-24 | |
| dc.description.abstract | Systemic risk is a specific type of risk that refers to the risk of an complex system to be affect or even collapse due to individual action taken by the agents that compounds that complex system. The goals of this work is based on an axiomatic approach establish a critic description of the most relevant methods used in the determination of systemic risk and identify advantages and disadvantages associated to those methods. | pt_PT |
| dc.description.version | info:eu-repo/semantics/publishedVersion | pt_PT |
| dc.identifier.doi | 10.1063/ 5.0027053 | pt_PT |
| dc.identifier.uri | http://hdl.handle.net/10400.2/14663 | |
| dc.language.iso | eng | pt_PT |
| dc.peerreviewed | yes | pt_PT |
| dc.publisher | AIP Publishing | pt_PT |
| dc.relation | Centre of Statistics and its Applications | |
| dc.relation.publisherversion | https://pubs.aip.org/aip/acp/article-abstract/2293/1/420102/1026951/An-overview-of-the-systemic-risk-measures?redirectedFrom=fulltext | pt_PT |
| dc.rights.uri | http://creativecommons.org/licenses/by/4.0/ | pt_PT |
| dc.title | An overview of the systemic risk measures | pt_PT |
| dc.type | conference object | |
| dspace.entity.type | Publication | |
| oaire.awardTitle | Centre of Statistics and its Applications | |
| oaire.awardURI | info:eu-repo/grantAgreement/FCT/6817 - DCRRNI ID/UID%2FMAT%2F00006%2F2013/PT | |
| oaire.citation.conferencePlace | Rodes | pt_PT |
| oaire.citation.title | ICNAAM-2019. Proceedings of the International Conference on Numerical Analysis and Applied Mathematics | pt_PT |
| oaire.citation.volume | 2293 | pt_PT |
| oaire.fundingStream | 6817 - DCRRNI ID | |
| person.familyName | Oliveira | |
| person.givenName | Amilcar | |
| person.identifier.ciencia-id | 7110-61B4-B87F | |
| person.identifier.orcid | 0000-0001-5500-7742 | |
| person.identifier.scopus-author-id | 55675222550 | |
| project.funder.identifier | http://doi.org/10.13039/501100001871 | |
| project.funder.name | Fundação para a Ciência e a Tecnologia | |
| rcaap.rights | restrictedAccess | pt_PT |
| rcaap.type | conferenceObject | pt_PT |
| relation.isAuthorOfPublication | 1c873476-22fd-4331-8286-ff5576ac3b0c | |
| relation.isAuthorOfPublication.latestForDiscovery | 1c873476-22fd-4331-8286-ff5576ac3b0c | |
| relation.isProjectOfPublication | d32a443d-047e-4466-bf72-74391bea1db7 | |
| relation.isProjectOfPublication.latestForDiscovery | d32a443d-047e-4466-bf72-74391bea1db7 |
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