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Finanzverträge und Finanzintermediation : Grundlagen — Modelle — Übungen

Dietrich, Diemo - 2005

Auf Finanzmärkten werden Entscheidungen häufig unter Unsicherheit getroffen. Die Vertragstheorie ist deshalb ein geeignetes Instrument, Interaktionen zwischen Wirtschaftspartnern zu untersuchen und Vertragsinhalte als Ergebnis rationaler Entscheidungen zu erklären. Dieses Lehrbuch beschreibt...

Persistent link: https://www.econbiz.de/10013517376

OTC Derivatives: Bilateral Trading & Central Clearing : An Introduction to Regulatory Policy, Market Impact and Systemic Risk

Murphy, David - 2013

After the credit crisis, supervisors enacted a range of financial reforms. In particular, they radically changed the nature of the OTC derivatives market via a number of measures, notably mandatory central clearing. This book discusses the market before the crisis, explains what central clearing...

Persistent link: https://www.econbiz.de/10012106370

Credit Risk Management for Derivatives : Post-Crisis Metrics for End-Users

Zelenko, Ivan - 2017

This Palgrave Pivot assesses the impact of the regulatory framework for derivatives built post-crisis and examines its ambition to centralize and minimize credit risk, enhance transparency, and regain control. Zelenko delves into the powerful destabilizing forces exerted by derivatives markets...

Persistent link: https://www.econbiz.de/10012397183

Systemic Risk : A Practitioner's Guide to Measurement, Management and Analysis

Kemp, Malcolm H. D. - 2017

Systemic Risk provides readers with a wide-ranging practical guide to systemic risk in the financial system. It challenges the notion that systemic risk is exclusively about interconnectivities within the financial system, showing that past systemic risk crises have often involved a broader...

Persistent link: https://www.econbiz.de/10012397306

Econophysics and Capital Asset Pricing : Splitting the Atom of Systematic Risk

Chen, Jim - 2017

This book rehabilitates beta as a definition of systemic risk by using particle physics to evaluate discrete components of financial risk. Much of the frustration with beta stems from the failure to disaggregate its discrete components; conventional beta is often treated as if it were "atomic"...

Persistent link: https://www.econbiz.de/10012397524

Currency Wars : Offense and Defense through Systemic Thinking

Forrest, Jeffrey Yi-Lin; Gong, Zaiwu; Yirong, Ying - 2018

This book uses systemic thinking and applies it to the study of financial crises. It systematically presents how the systemic yoyo model, its thinking logic, and its methodology can be employed as a common playground and intuition to the study of money, international finance, and economic...

Persistent link: https://www.econbiz.de/10012397681

Credit Default Swaps : Mechanics and Empirical Evidence on Benefits, Costs, and Inter-Market Relations

Culp, Christopher L.; Van der Merwe, Andria; Stärkle, … - 2018

This book, unique in its composition, reviews the academic empirical literature on how CDSs actually work in practice, including during distressed times of market crises. It also discusses the mechanics of single-name and index CDSs, the theoretical costs and benefits of CDSs, as well as...

Persistent link: https://www.econbiz.de/10012396816

Macroprudential Regulation and Policy for the Islamic Financial Industry : Theory and Applications

Majid, Muhamed Zulkhibri Abdul (ed.); … - 2016

Part I. Institutional Framework for Macroprudential in Islamic Banking System -- 1. Macroprudential Policy and Regulation in A Dual Banking System: An Exploratory Perspective -- 2. Doctrinal Challenge for Islamic Banking on Macroprudential Regulations: A Religion-Regulation Mismatch 2.0 -- 3....

Persistent link: https://www.econbiz.de/10014019978

Systemrelevante Finanzinstitute : Systemrisiko und Regulierung im europäischen Kontext

Kleinow, Jacob - 2016

Erläuterung der Begriffe Systemrelevanz, Systemrisiko und Too Big to Fail -- Messung von Systemrisiko von Banken … europäischen Kontext. Anhand von empirischen Studien evaluiert der Autor das Systemrisiko unter anderem über Modelle zu Co … Systemrelevanz, Systemrisiko und Too Big to Fail Messung von Systemrisiko von Banken Diskussion der Regulierung systemrelevanter …

Persistent link: https://www.econbiz.de/10014020353

China’s Monetary Policy Regulation and Financial Risk Prevention : The Study of Effectiveness and Appropriateness

Zhou, Hui - 2015

Abstract -- Introduction -- Literature Review and Research Framework -- Effectiveness Study of Chinese Monetary Policy Regulation on Economic Growth and Inflation -- Appropriateness Study of Monetary Policy Regulation on Real Estate Price -- Appropriateness Study of Monetary Policy Regulation on...

Persistent link: https://www.econbiz.de/10014021002