Published : 2010-08-30

Financial System Risk : Subject and Measure

Jan Krzysztof Solarz



Abstract

Since two years natural experiment test CAMELS methodology of supervision. Exist from global financial crisis needs consolidation of macro and micro approach to systemic risk in more holistic insurance approach. It required extension of time in analysis of risk and new paradigms for finance science. The portfolio theory of investment without systemic risk is a normative not descriptive theory.(original abstract)

Keywords:

Financial risk, Financial system, Systemic risk



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Solarz, J. K. (2010). Financial System Risk : Subject and Measure. Zeszyty Naukowe Wyższej Szkoły Bankowej W Poznaniu, 29(29). Retrieved from https://journals.wsb.poznan.pl/index.php/znwsb/article/view/1595

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Uniwersytet WSB Merito w Poznaniu
ul. Powstańców Wielkopolskich 5
61-895 Poznań
e-mail: journals@poznan.merito.pl
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Uniwersytet WSB Merito w Poznaniu / WSB Merito University
ul. Powstańców Wielkopolskich 5
61-895 Poznań

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