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Author:Jiron, Alexander 

Discussion Paper
SRISKv2 - A Note

SRISK is a very influential metric of the systemic risk posed by financial firms. However, SRISK suffers from a conceptual flaw in its capital shortfall calculation. This note proposes a modified version of this metric, SRISKv2, which corrects this flaw and provides a more sensible metric of the systemic risk posed by financial firms.
FEDS Notes , Paper 2020-09-18-2

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