Macroprudential Policy and the Measurement of Systemic Risk by the Case of the European Union and Eastern Europe Countries

Student: Biryukova Sofya

Educational Programme: Economics (Bachelor)

Final Grade: 8

Year of Graduation: 2020

This research is devoted to the measurement of systemic risk in the European Union and Russian banking systems using the CoVaR methodology proposed by Adrian and Brunnermeier (2011). It is shown that such a methodology can be a basis for macroprudential policy implementation.

Full text (added October 30, 2020)

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