Comparing Tail Risk and Systemic Risk Profiles for Different Types of US Financial Institutions

Stefan Straetmans, Katie Dinh

Research output: Chapter in Book/Report/Conference proceedingChapterAcademic

Original languageEnglish
Title of host publicationExtreme Events in Finance: a Handbook of Extreme Value Theory and Its Applications
EditorsFrancois Longin
PublisherJohn Wiley & Sons
Pages357-390
ISBN (Print)978-1-118-65019-6
Publication statusPublished - 2016

Cite this

Straetmans, S., & Dinh, K. (2016). Comparing Tail Risk and Systemic Risk Profiles for Different Types of US Financial Institutions. In F. Longin (Ed.), Extreme Events in Finance: a Handbook of Extreme Value Theory and Its Applications (pp. 357-390). John Wiley & Sons.