Systemic Risk
Systemic risk and the European Systemic Risk Board
... ESRB risk assessments and potential warnings need to do the necessary analysis and research to bring our understanding of systemic risk and macro-prudential regulation to a new ...
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Resaleable debt and systemic risk
... Many debt claims, such as bonds, are resaleable, whereas others, such as repos, are not. There was a fivefold increase in repo borrowing before the 2008 crisis. Why? Did banks’ dependence on non-resaleable debt ...
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Insurance Activities and Systemic Risk
... of systemic risk, but is highly related to ...the systemic expected shortfall (SES), ...such systemic risk measures relying on the estima- tion of the marginal expected shortfall (MES) ...
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Systemic risk and bank size
... globally systemic important banks (G-SIBs), the Basel Committee, which represents bank regulators and supervisory authorities from 28 jurisdictions, has rejected existing systemic risk measures in ...
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Resaleable debt and systemic risk
... how systemic risk is affected by a relatively short-term stay on repos, rather than a full exemption from ...increasing systemic risk corresponds to decreasing social ...
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Regulating Systemic Risk in Insurance
... the risk that an individual insurance-focused, nonbank financial company could become sys- temically significant, Dodd-Frank largely overlooked a second, and equally im- portant, potential source of ...
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Essays on Interconnectedness and Systemic Risk
... However, we view such instruments as important signaling devices of the percep- tion markets have of the interconnectedness of the financial system. Nevertheless, we claim that regulators should engage in extensive data ...
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Systemic risk and insurance regulation
... The practical feasibility of implementing the optimal regulatory policy depends on a series pre-conditions, which correspond to assumptions in our model. First, in order for the regulator to be able to apply the optimal ...
25
A Pareto Criterion on Systemic Risk
... Perfect risk sharing is not an optimal design for the financial system because it can increase systemic risk by facilitating risk contagion among financial in- ...However, risk sharing ...
20
Syndication, Interconnectedness, and Systemic Risk
... of systemic risk as outlined in Acharya et ...a systemic crisis when there is an aggregate shortage of capital in the …nancial ...sector. Systemic risk occurs if the …nancial sector is ...
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Three Essays on Systemic Risk
... common risk factors) which means that they suffer from but also contribute to the spread of financial ...a systemic event, it is the financial institutions whose characteristics (size, interconnectedness, ...
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Systemic Risk and the Variability of SRISK.
... monitor systemic risk, the validity of its SIFI rankings, and possible regulatory responses, there has been far less focus on the variability present in SRISK’s estimation ...reduced systemic ...
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Integrating Systemic Risk and Risk Analysis Using Copulas
... realistic systemic risk analysis, because it can combine continuous node states (via the individual risk distribution of each element) with gradual degradation processes that are contingent on such ...
7
Systemic risk in financial networks
... on systemic risk have analyzed the consequences caused by defaults using a static model of counterparty ...of systemic risk can be controlled through provision of liquidity assistance ...
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Systemic risk and insurance regulation
... of systemic risk in the insurance industry (see Eling and Pankoke 2016 for a recent review of the literature on this ...of systemic risk, to the best of our knowledge there is no theory ...
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Systemic Risk and Optimal Regulation
... of systemic risk ...of systemic risk may therefore justify regulation of the financial sector provided that it “can improve efficiency in a way that outweighs the costs of regulation” ...
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Systemic Risk in Vietnam Stock Market
... Systemic risk is one of the issues currently being paid attention to in ensuring the stability and sustainability of the global financial system in general and the securities market of countries in ...the ...
14
Assessment of Systemic Risk Measures
... the systemic risk measures, also described by Bisias et ...for systemic risk and try to estimate it using models that are compared with observed market ...
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The Information in Systemic Risk Rankings
... of systemic risk and to investigate systemic risk contribution of individual financial ...their risk taking during a ...of systemic risk contribution – once further ...
25
Systemic Risk and Hedge Funds
... Systemic risk is commonly used to describe the possibility of a series of correlated defaults among financial institutions---typically banks---that occur over a short period of time, often caused by a ...
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