Dear senior colleagues, I am measuring systemic risk in financial institutions. I need help on how to estimate these systemic risks measures using Eviews/ STATA/ R/ Python or Matlab: Delta Conditional Value at Risk introduced by Adrian & Brunnermeirer (2016); Marginal Expected Shortfall (MES) by Acharya et al. (2017), and SRISK by Brownlees and Engle (2016).

More Shakeel Sajjad's questions See All
Similar questions and discussions