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SRISK : a conditional capital shortfall measure of systemic risk
Brownlees, Christian; Engle, Robert F. - 2017
We introduce SRISK to measure the systemic risk contribution of a financial firm. SRISK measures the capital shortfall of a firm conditional on a severe market decline, and is a function of its size, leverage and risk. We use the measure to study top US financial institutions in the recent...
Persistent link: https://www.econbiz.de/10011975954
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Equity versus bail-in debt in banking : an agency perspective
Mendicino, Caterina; Nikolov, Kalin; Suárez, Javier - 2017
composition (equity vs. bail-in debt) is driven by the relative importance of two incentive problems: risk shifting (mitigated by … equity) and private benefit taking (mitigated by debt). Our quantitative results suggest that TLAC size in line with current …
Persistent link: https://www.econbiz.de/10011978192
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The relative efficiency of public & private firms : the case of Canadian railroads reconsidered
Lall, Ashish - 1994
Persistent link: https://www.econbiz.de/10000896783
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Power steering the Canadian automotive industry : polit. exchange and trade regime evolution
Acheson, A. L. Keith - 1987
Persistent link: https://www.econbiz.de/10000741489
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Power steering the Canadian automotive industry : the auto pact and polit. exchange
Acheson, A. L. Keith - 1987
Persistent link: https://www.econbiz.de/10000741493
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Canada's new competition policy
Maule, Christopher J.; Ross, Thomas W. - 1988
Persistent link: https://www.econbiz.de/10000753029
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The higgledy-piggledy trade environment for films and programs : the Canadian example
Acheson, A. L. Keith; Maule, Christopher J. - 1989
Persistent link: https://www.econbiz.de/10000773164
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Capacity, exports and markups in the Canadian lumber industry
Bernstein, Jeffrey Ian - 1988
Persistent link: https://www.econbiz.de/10000756041
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Pharmaceuticals in Canada : an analysis of the compulsory licensing debate
Eden, Lorraine - 1988
Persistent link: https://www.econbiz.de/10000756053
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Organizing shopping services : trends in Canadian retailing ; 1972 - 1987
Acheson, A. L. Keith; Ferris, John Stephen - 1989
Persistent link: https://www.econbiz.de/10000764545