Aboura, Sofiane; Lépinette, Emmanuel - HAL - 2013
systemic risk. Moreover, bank regulation is considered in a two-scale level, either at the bank level or at the system …The post-crisis financial reforms address the need for systemic regulation, focused not only on individual banks but … alternative model to Basel framework is derived where systemic risk is taken into account in each bank's dynamic. This might be a …