falling below four. To deal with systemic risks, the authorities deploy a multi-pronged approach consisting of risk …-based supervision, recovery and resolution planning, and conservative risk weights and definitions of loss absorbent capital. Most …

:(i) the design of financial regulation; (ii) a better way of assessing systemic risk; and (iii) mechanisms for more effective …

In this paper we identify some of the main factors behind systemic risk in a set of international large-scale complex … risk episodes. In contrast, we find no evidence that a larger size increases systemic risk within the class of large global … banks. We also show that the sensitivity of system-wide risk to an individual bank is asymmetric across episodes of positive …

Finanzdienstleistungsaufsicht (BaFin) and the Bundesbank have closely coordinated with the interagency risk committee on banking matters, which also …

In this paper we identify some of the main factors behind systemic risk in a set of international large-scale complex … risk episodes. In contrast, we find no evidence that a larger size increases systemic risk within the class of large global … banks. We also show that the sensitivity of system-wide risk to an individual bank is asymmetric across episodes of positive …

. Using data from 49 countries, the paper evaluates the effectiveness of macroprudential instruments in reducing systemic risk …