Essays about: "Baltsar Lindgren"

Found 1 essay containing the words Baltsar Lindgren.

  1. 1. Capturing time variation within systemic risk estimation

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Christian Hovstadius; Baltsar Lindgren; [2023]
    Keywords : Systemic risk; CoVaR; State variables; Lasso; PCA; Business and Economics;

    Abstract : Systemic risk can be defined as the risk to the whole financial system. Financial institutions may contribute more or less to this risk, and measuring the systemic risk contributions of institutions is of central importance for regulators. READ MORE