1 citations · 1 across the 1 of their papers we have counts for
2 papers
q-fin.RM2016
RiskRank: Measuring interconnected risk
József Mezei, Peter Sarlin
This paper proposes RiskRank as a joint measure of cyclical and cross-sectional systemic risk. RiskRank is a general-purpose aggregation operator that concurrently accounts for ris…
q-fin.GN2014★ 1 cited
Aggregation operators for the measurement of systemic risk
Jozsef Mezei, Peter Sarlin
The policy objective of safeguarding financial stability has stimulated a wave of research on systemic risk analytics, yet it still faces challenges in measurability. This paper mo…