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      • 01. BOOKS
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      • Proceedings The 4th International Conference on Management Sciences (ICoMS 2018)
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      MARGINAL EXPECTED SHORTFALL ANALYSIS IN BANKING EMERGING MARKET ASEAN 

      WICAKSONO, ARIF SATRIO; CHALID, DONY ABDUL (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 ...

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      AuthorCHALID, DONY ABDUL (1)WICAKSONO, ARIF SATRIO (1)Subject
      Emerging Market, Capital Shortfall, Marginal Expected Shortfall, Systemic Risk (1)
      ... View MoreDate Issued2018 (1)

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