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Measuring systemic importance of financial institutions : an extreme value theory approach / by Toni Gravelle and Fuchun Li.FB3-2/111-19E-PDF

Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.571941&sl=0

Publication information
Department/Agency
  • Bank of Canada.
TitleMeasuring systemic importance of financial institutions : an extreme value theory approach / by Toni Gravelle and Fuchun Li.
Series title
  • Bank of Canada working paper 1701-9397 2011-19
Publication typeMonograph - View Master Record
Language[English]
FormatDigital text
Electronic document
Note(s)
  • (Résumé en français)
Publishing information
  • Ottawa - Ontario : Bank of Canada September 2011.
Description44p.graphs, references, tables
ISSN1701-9397
Catalogue number
  • FB3-2/111-19E-PDF
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