15-070/III - The Information in Systemic Risk Rankings

  • Authors
    Federico Nucera, Luiss Guido Carli University, Rome, Italy; Bernd Schwaab, European Central Bank, Frankfurt, Germany; Siem Jan Koopman, VU University Amsterdam, the Netherlands; André Lucas, VU University Amsterdam, the Netherlands
  • Publication date
    June 1, 2015
  • Keywords
    systemic risk contribution, risk rankings, forecast combination, financial regulation, banking supervision
  • JEL
    G01, G28