Risk Item: Contagion Risk
Generated on 2014/06/19 at 04:58:33 AM
Risk Item: Contagion Risk
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| Description (HTML) | Contagion risk, defined as the vulnerability of the financial system to sudden shocks that may spread through seemingly unrelated parts of the financial system. Indirect measures of interconnectedness include the systemic expected shortfall model, the conditional value at risk model, and the distressed insurance premium model. Data on claims that banks have on each other, and their exposures to other sectors, are also included in this category. | |||||||||
| Source Description | OFR 2013 Annual Report | |||||||||
| Source URL | http://www.treasury.gov/initiatives/ofr/about/Documents/OFR_AnnualReport2013_FINAL_12-17-2013_Accessible.pdf | |||||||||
| Document | No document attached... | |||||||||
| Item Quality Status (Item Quality Status) | Acceptable | |||||||||
| Updated by | webea.09 | |||||||||
| Updated on | 2014-04-10 14:51:38 | |||||||||
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