Browsing Proceedings The 4th International Conference on Management Sciences (ICoMS 2018) by Subject "Emerging Market, Capital Shortfall, Marginal Expected Shortfall, Systemic Risk"
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MARGINAL EXPECTED SHORTFALL ANALYSIS IN BANKING EMERGING MARKET ASEAN
(DEPARTMENT OF MANAGEMENT FACULTY OF ECONOMICS AND BUSINESS UNIVERSITAS MUHAMMADIYAH YOGYAKARTA, 2018-03-28)This study aims to measure the contribution of systemic banking risk in each ASEAN emerging market country for comparison purpose at the time of crisis and thereafter. By being able to measure systemic risk exposure, the ...