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
Language:English
Published: 2019
Subjects:
Online Access:http://hdl.handle.net/10356/76903
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Institution: Nanyang Technological University
Language: English