SRISKv2 – A note

C-Tier
Journal: Economics Letters
Year: 2021
Volume: 201
Issue: C

Authors (2)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

SRISK is a very influential metric of the systemic risk posed by financial firms. However, SRISK suffers from a conceptual flaw in its capital shortfall calculation. This note proposes a modified version of this metric, SRISKv2, which corrects this flaw and provides a more sensible metric of the systemic risk posed by financial firms.

Technical Details

RePEc Handle
repec:eee:ecolet:v:201:y:2021:i:c:s0165176521000744
Journal Field
General
Author Count
2
Added to Database
2026-01-26