Construct · 1 fields · 1 citations

covar: a standalone construct

One name. One construct. A landmark on the map.

● anchor · a standalone construct Nearest construct by meaning·not indexed

A single standalone construct; nearby constructs are located against it in the Collider. Tap a field for its definition, unit, and measures.

Finance

the value at risk of the financial system conditional on an institution being in distress, measuring its contribution to systemic risk.

In finance, covar refers to the value at risk of the financial system conditional on an institution being in distress, measuring its contribution to systemic risk. This meaning comes from Adrian (2016) in American Economic Review.[1]

Unit
Recovery means
Measured by

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Nearby constructs

being3 fields · 3 citationsjingle · one word, three constructs conditional3 fields · 3 citationsjingle · one word, three constructs contribution2 fields · 3 citationsjingle · one word, two carriers

References

Adrian, T., & Brunnermeier, M. K. (2016). CoVaR. American Economic Review, 106(7), 1705-1741. https://doi.org/10.1257/aer.20120555

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