Economic and financial debates no. 10: What is the information content of the SRISK measure as a supervisory tool?

The SRISK measure is advertised as measuring the recapitalization needed by a financial institution in the event of a financial crisis. It is computed from the estimated reaction of the institution’s share price
in the event of a sharp drop in market prices. This indicator relies both on an economic analysis and an econometric model. It is applied to a large set of international and domestic financial institutions, updated regularly and made available online.

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Economic and financial debates no. 10: What is the information content of the SRISK measure as a supervisory tool?
  • Published on 02/07/2014
  • FR
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Updated on: 03/19/2019 15:36