Basis risk, procyclicality, and systemic risk in the Solvency II equity risk module - Githubissues

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studying risk and regulation (risk management, solvency II)

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Basis risk, procyclicality, and systemic risk in the Solvency II equity risk module #21

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kwoongbae commented 7 months ago

https://ux-tauri.unisg.ch/RePEc/usg/sfwpfi/WPF-1306.pdf
Eling, M., & Pankoke, D. (2013).