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Enhancing prudential standards in financial regulations
Allen, Franklin; Goldstein, Itay; Jagtiani, Julapa; … - 2014
Persistent link: https://www.econbiz.de/10010503035
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Systemic risk and regulation
Allen, Franklin; Gale, Douglas - In: The risks of financial institutions : [...papers and …, (pp. 341-375). 2006
Persistent link: https://www.econbiz.de/10003445583
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Enhancing prudential standards in financial regulations
Allen, Franklin; Goldstein, Itay; Jagtiani, Julapa; … - In: Journal of financial services research : JFSR 49 (2016) 2/3, pp. 133-149
Persistent link: https://www.econbiz.de/10011592057
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The role of liquidity in financial crises
Allen, Franklin; Carletti, Elena - In: Maintaining stability in a changing financial system : …, (pp. 379-412). 2009
Persistent link: https://www.econbiz.de/10003838324
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The role of liquidity in financial crises
Allen, Franklin (contributor); Carletti, Elena (contributor) - 2008 - Rev.
Persistent link: https://www.econbiz.de/10003790665
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Liquidity and crises
Allen, Franklin (ed.); Carletti, Elena (ed.);  … - 2011
Persistent link: https://www.econbiz.de/10008823079
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How Should Bank Liquidity Be Regulated?
Allen, Franklin - 2017
Before the crisis, bank regulation relied to a large extent on capital regulation. Liquidity regulation was not widely … used. The liquidity problems during the crisis led to calls for liquidity regulation. As a result, the Basel III accord … introduced global liquidity standards. An important issue in the construction of such liquidity regulations is the exact nature …
Persistent link: https://www.econbiz.de/10012958153
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Financial Connections and Systemic Risk
Allen, Franklin - 2014
We develop a model where institutions form connections through swaps of projects in order to diversify their individual risk. These connections lead to two different network structures. In a clustered network groups of financial institutions hold identical portfolios and default together. In an...
Persistent link: https://www.econbiz.de/10013069359
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The Interplay between Regulations and Financial Stability
Allen, Franklin - 2018
The crisis demonstrated that microprudential regulation focusing on the risks taken by individual banks is not sufficient to prevent crises. This is because it ignores systemic risk. Six types of systemic risk are identified, namely: (i) panics – banking crises due to multiple equilibria; (ii)...
Persistent link: https://www.econbiz.de/10012924928
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Asset Commonality, Debt Maturity and Systemic Risk
Allen, Franklin - 2014
We develop a model in which asset commonality and short-term debt of banks interact to generate excessive systemic risk. Banks swap assets to diversify their individual risk. Two asset structures arise. In a clustered structure, groups of banks hold common asset portfolios and default together....
Persistent link: https://www.econbiz.de/10013067181