Measuring Systemic Risk and Its Determinants for Insurance Industry in Taiwan
碩士 === 國立交通大學 === 財務金融研究所 === 103 === This paper employs the method-systemic risk index (SRISK Index) from Brownlees and Engle (2012) to measure systemic risk in Taiwan’s Insurance Industry, through the view of capital shortfall. We successfully depict the degree of systemic risk exposure for the wh...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/65091990243321549286 |