This page collects the various background files to the paper Dealing with Systemic Risk When We Measure Systemic Risk Badly It is incomplete now as of early but we aim to populate it in short order.

1. Code
2. VaR
   1. List of all stocks used in the VaR forecasts
   2. Plots of the VaR forecasts for each stock
   3. VaR results for each firm
   4. Results for absolute and relative variation for each day
   5. Plots of the absolute and relative variation for each day
   6. Animation of the absolute and relative variation for each day
3. CoVaR
4. MES