Systemic Risk计算的5种VaR算法matlab代码，是发表数量经济、风险管理、金融分析方面论文的绝好材料，具体包括

1，CoVaR (Conditional Value-at-Risk) proposed by Adrian & Brunnermeier (2009);

2，ΔCoVaR (Delta Conditional Value-at-Risk) proposed by Adrian & Brunnermeier (2009);

3，MES (Marginal Expected Shortfall) proposed by Acharya et al. (2010);

4，Network Measures proposed by Billio et al. (2011);

5，SRISK (Conditional Capital Shortfall Index) proposed by Brownlees & Engle (2014).