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1 result for “from:schloni”

Value of risk (system) conditional the event bank=value at risk level
schloni · Oct 5, 2013 · r-sig-finance

Dear R-community, I try to calculate the Value at risk (VaR) of the financial system conditional the event, that a single bank is on its VaR-level. This is then called the CoVaR. The VaR is the 95%-(negative...

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