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