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SRISK AS A MACRO-FINANCE MEASURE OF SYSTEMIC RISK

SRISK AS A MACRO-FINANCE MEASURE OF SYSTEMIC RISK. Viral Acharya , Rob Engle, Matt Richardson. DEFINITION. SRISK is an estimate of the amount of capital that a financial institution would need to raise in order to function normally if we have another financial crisis.

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SRISK AS A MACRO-FINANCE MEASURE OF SYSTEMIC RISK