Basel III capital surcharges for G-SIBs are far less effective in managing systemic risk in comparison to network-based, systemic risk-dependent financial transaction taxes
Year of publication: |
April 2017
|
---|---|
Authors: | Poledna, Sebastian ; Bochmann, Olaf ; Thurner, Stefan |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 77.2017, p. 230-246
|
Subject: | Basel III | Systemic risk | Resilience | Agent-based modeling | DebtRank | Banking regulation | Basler Akkord | Basel Accord | Systemrisiko | Finanzkrise | Financial crisis | Bankenregulierung | Bank regulation | Bankrisiko | Bank risk | Agentenbasierte Modellierung | Finanzmarktregulierung | Financial market regulation | Welt | World |
-
Systemic risk in financial risk regulation
Cipra, Tomáš, (2017)
-
Shadow banking : financial intermediation beyond banks
Adrian, Tobias, (2018)
-
Macroprudential regulation : a contradiction in its own terms
Mészáros, George, (2013)
- More ...
-
To bail-out or to bail-in? : answers from an agent-based model
Klimek, Peter, (2015)
-
Leverage-induced systemic risk under Basle II and other credit risk policies
Poledna, Sebastian, (2014)
-
Systemic Risk Management in Financial Networks with Credit Default Swaps
Leduc, Matthew V., (2020)
- More ...