Improving systemic risk frameworks in South Korea

Improving systemic risk frameworks in South Korea

Following the 2008 financial crisis, Korean regulators have been focused on addressing the shortcomings in their frameworks designed to monitor systemic risk in the financial system. In this paper, we show that the recently-developed measures: ∆CoVaR, MES, SRISK, and linear Granger-causality network...

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Bibliographic Details
Main Authors: Lim, Jasper Seng Leong, Lim, Jerry Wen Xing, Taepan Kanjanaporn
Other Authors: Joseph Dennis Alba
Format: Final Year Project (FYP)
Language:English
Published: 2019
Subjects:
DRNTU::Social sciences::Economic development::Korea
Online Access:http://hdl.handle.net/10356/76903

Internet

http://hdl.handle.net/10356/76903

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