Systemic Risk Without a Share Price: A Balance-Sheet Capital Shortfall for European Banks
Stressed expected loss measured from balance-sheet data captures systemic risk for unlisted banks, covering 38% of European bank assets that market-based SRISK cannot reach.
Featured in No. 137 on 30 Oct 2026 · 3 days after release
- Released
- 27 Oct 2026
- First featured
- No. 137 · 30 Oct 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 3 of 5
- Identifier
- SSRN 7673518
- Authors
- Eric Jondeau
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).