Aboura, Sofiane; Lépinette-Denis, Emmanuel - Université Paris-Dauphine (Paris IX) - 2014
systemic risk. Moreover, bank regulation is considered in a two-scale level, either at the bank level or at the system … alternative model to Basel framework is derived where systemic risk is taken into account in each bank's dynamic. This might be a …The post-crisis financial reforms address the need for systemic regulation, focused not only on individual banks but …