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337.4047 --- European Union countries --- -European Union countries --- -Kaliningrad (Russia) --- -EU countries --- Euroland --- Europe --- Foreign economic relations --- -Foreign relations --- -Foreign economic relations --- -337.4047 --- -Foreign relations -

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International economic relations --- Western Europe --- Eastern and Central Europe --- International economic relationsWestern Europe --- European Union --- 337.4047 --- Europe --- Europe, Central --- -Europe, Eastern --- East Europe --- Eastern Europe --- Central Europe --- Council of Europe countries --- Eastern Hemisphere --- Eurasia --- Economic integration --- -Econometric models. --- Economic policy --- -European Union --- -International economic relations --- Union européenne --- Europe [Eastern ] --- Europe [Central ] --- 1989 --- -Europe [Central ] --- Econometric models --- European Union - Europe, Central. --- Europe, Central - Economic policy. --- Europe - Economic integration - Econometric models.

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Russia (Federation) --- European Union countries --- Foreign relations --- Foreign economic relations --- #SBIB:032.AANKOOP --- #SBIB:327.7H233 --- #SBIB:327H13 --- #SBIB:328H262 --- 327.1 --- 334.153.0 --- EEC / European Union - EU -Europese Unie - Union Européenne - UE --- RU / Russia - Rusland - Russie --- European Union --- 337.4047 --- Europese Unie: externe relaties, buitenlands- en defensiebeleid (ook WEU) --- Buitenlandse politiek: U.S.S.R. / GOS / Russische Federatie --- Instellingen en beleid: Rusland en het GOS --- Buitenlandse politiek. Economische sancties. --- Betrekkingen tussen de Europese Gemeenschappen en de geassocieerde of derde landen: algemeenheden. --- -Foreign relations --- -#SBIB:032.AANKOOP --- -Russia (Federation) --- -Russian Federation --- Rossiyskaya Federatsiya --- Rossiya (Federation) --- Rossii︠a︡ (Federation) --- Российская Федерация --- Rossiĭskai︠a︡ Federat︠s︡ii︠a︡ --- Російська Федерація --- Rosiĭsʹka Federat︠s︡ii︠a︡ --- Federazione della Russia --- Russische Föderation --- RF --- Federation of Russia --- Urysye Federat︠s︡ie --- Правительство России --- Pravitelʹstvo Rossii --- Правительство Российской Федерации --- Pravitelʹstvo Rossiĭskoĭ Federat︠s︡ii --- Правительство РФ --- Pravitelʹstvo RF --- Rosja (Federation) --- O-lo-ssu (Federation) --- Roshia Renpō --- Federazione russa --- OKhU --- Orosyn Kholboony Uls --- Russian S.F.S.R. --- Russie --- Pays de l'Union européenne --- Relations extérieures --- Relations économiques extérieures --- Buitenlandse politiek. Economische sancties --- Betrekkingen tussen de Europese Gemeenschappen en de geassocieerde of derde landen: algemeenheden --- Eluosi (Federation) --- 俄罗斯 (Federation) --- Russia (Federation) - Foreign relations - European Union countries --- European Union countries - Foreign relations - Russia (Federation) --- Russia (Federation) - Foreign economic relations - European Union countries --- European Union countries - Foreign economic relations - Russia (Federation) --- -Russia (Federation) - Foreign relations - European Union countries --- RF (Russian Federation) --- Россия (Federation) --- -European Union

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The recent global financial crisis has forced a re-examination of risk transmission in the financial sector and how it affects financial stability. Current macroprudential policy and surveillance (MPS) efforts are aimed establishing a regulatory framework that helps mitigate the risk from systemic linkages with a view towards enhancing the resilience of the financial sector. This paper presents a forward-looking framework ("Systemic CCA") to measure systemic solvency risk based on market-implied expected losses of financial institutions with practical applications for the financial sector risk management and the system-wide capital assessment in top-down stress testing. The suggested approach uses advanced contingent claims analysis (CCA) to generate aggregate estimates of the joint default risk of multiple institutions as a conditional tail expectation using multivariate extreme value theory (EVT). In addition, the framework also helps quantify the individual contributions to systemic risk and contingent liabilities of the financial sector during times of stress.

338.24 <4> --- 338.24 <4-15> --- CIS / Commonwealth Of Independant States - Gos - Cei --- 338 (4) --- 338.24 (4-11) --- EEU / Central & Eastern Europe --- EUR / Europe - Europa --- AT / Austria - Oostenrijk - Autriche --- CH / Switzerland - Zwitserland - Suisse --- DE / Germany - Duitsland - Allemagne --- IT / Italy - Italië - Italie --- PT / Portugal --- 382.51 --- 338.313 --- 330.52 --- 331.32 --- 380.23 --- 337.4047 --- 338.24 (4-11) Instrumenten van de economische politiek. Economische orde. Economisch politieke maatregelen. Stabilisering. Stimuleringsmaatregelen. Regulering. Financiele steunmaatregelen--Oost-Europa --- Instrumenten van de economische politiek. Economische orde. Economisch politieke maatregelen. Stabilisering. Stimuleringsmaatregelen. Regulering. Financiele steunmaatregelen--Oost-Europa --- 338 (4) Economische situatie. Economische structuur van bepaalde landen en gebieden. Economische geografie. Economische produktie.economische produkten. Economische diensten--Europa --- Economische situatie. Economische structuur van bepaalde landen en gebieden. Economische geografie. Economische produktie.economische produkten. Economische diensten--Europa --- 338.24 <4-15> Instrumenten van de economische politiek. Economische orde. Economisch politieke maatregelen. Stabilisering. Stimuleringsmaatregelen. Regulering. Financiele steunmaatregelen--West-Europa --- Instrumenten van de economische politiek. Economische orde. Economisch politieke maatregelen. Stabilisering. Stimuleringsmaatregelen. Regulering. Financiele steunmaatregelen--West-Europa --- 338.24 <4> Instrumenten van de economische politiek. Economische orde. Economisch politieke maatregelen. Stabilisering. Stimuleringsmaatregelen. Regulering. Financiele steunmaatregelen--Europa --- Instrumenten van de economische politiek. Economische orde. Economisch politieke maatregelen. Stabilisering. Stimuleringsmaatregelen. Regulering. Financiele steunmaatregelen--Europa --- Aard, belang en evolutie. Handelsbalans. J curve. --- Kapitalisme. --- Liberaal systeem. Neo-liberalisme. Theorie van de onderhandeling. --- Structuur van de economie. --- Vorming van internationale prijzen. Internationale gelijkheden en verschillen. Concurrentievermogen. --- Europe --- Europe, Eastern --- Former Soviet republics --- -CIS countries --- Commonwealth of Independent States countries --- Ex-Soviet republics --- Ex-Soviet states --- Former Soviet states --- New Independent States (Former Soviet republics) --- Newly Independent States (Former Soviet republics) --- NIS (Former Soviet republics) --- East Europe --- Eastern Europe --- Council of Europe countries --- Eastern Hemisphere --- Eurasia --- Foreign economic relations --- -Case studies --- -Foreign economic relations --- -Economic conditions. Economic development --- Russia --- Financial crises --- Risk management --- Insurance --- Management --- Crashes, Financial --- Crises, Financial --- Financial crashes --- Financial panics --- Panics (Finance) --- Stock exchange crashes --- Stock market panics --- Crises --- E-books --- Aard, belang en evolutie. Handelsbalans. J curve --- Kapitalisme --- Liberaal systeem. Neo-liberalisme. Theorie van de onderhandeling --- Structuur van de economie --- Vorming van internationale prijzen. Internationale gelijkheden en verschillen. Concurrentievermogen --- -Financial crises. --- Risk management. --- Systemic risk. --- Economic conditions. Economic development --- Financial crises. --- -Eastern Hemisphere --- CIS countries --- -Financial crises --- Congresses. --- -338.24 <4> --- Accounting --- Exports and Imports --- Finance: General --- Financial Risk Management --- Public Finance --- Specific Distributions --- Model Construction and Estimation --- Financial Crises --- Contingent Pricing --- Futures Pricing --- option pricing --- Banks --- Depository Institutions --- Micro Finance Institutions --- Mortgages --- Financial Institutions and Services: Government Policy and Regulation --- General Financial Markets: Government Policy and Regulation --- Public Administration --- Public Sector Accounting and Audits --- International Lending and Debt Problems --- International Financial Markets --- Finance --- Public finance & taxation --- International economics --- Financial reporting, financial statements --- Systemic risk --- Contingent liabilities --- Debt default --- Asset valuation --- Financial statements --- Financial sector policy and analysis --- Public financial management (PFM) --- External debt --- Asset and liability management --- Financial risk management --- Fiscal policy --- Debts, External --- Asset-liability management --- Finance, Public --- United States