Narrow search
Showing 1 - 10 of 12
Cover Image
Why the microprudential regulation fails? : the impact on systemic risk by imposing a capital requirement
Chen Zhou - 2010
Persistent link: https://www.econbiz.de/10003989182
Cover Image
The impact of imposing capital requirements on systemic risk
Chen Zhou - In: Journal of financial stability 9 (2013) 3, pp. 320-329
Persistent link: https://www.econbiz.de/10010236716
Cover Image
Why risk is so hard to measure
Daníelsson, Jón; Chen Zhou - 2016
Persistent link: https://www.econbiz.de/10011415993
Cover Image
Systemic risk of European banks : regulators and markets
Oordt, Maarten R. C. van; Chen Zhou - 2015
Persistent link: https://www.econbiz.de/10011301285
Cover Image
Systemic risk and bank business models
Oordt, Maarten van; Chen Zhou - 2014
Persistent link: https://www.econbiz.de/10010415448
Cover Image
Systemic risk of European banks : regulators and markets
Oordt, Maarten R. C. van; Chen Zhou - In: Macroprudential policy and practice, (pp. 205-224). 2018
Persistent link: https://www.econbiz.de/10012822018
Cover Image
Systematic tail risk
Oordt, Maarten R. C. van; Chen Zhou - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 2, pp. 685-705
Persistent link: https://www.econbiz.de/10011577523
Cover Image
Micro-prudential regulation and banks' systemic risk
Haan, Jakob de; Jin, Zhenghao; Chen Zhou - 2019
Persistent link: https://www.econbiz.de/10012116706
Cover Image
Why Micro-Prudential Regulation Fails? The Impact on Systemic Risk by Imposing a Capital Requirement
Zhou, Chen - 2011
This paper investigates why micro-prudential regulations such as capital requirement fail to maintain the stability of a financial system. With a static model on financial institutions' risk-taking behavior, we quantify the impact on systemic risk in the cross-sectional dimension when imposing a...
Persistent link: https://www.econbiz.de/10013133821
Cover Image
Why the Micro-Prudential Regulation Fails? The Impact on Systemic Risk by Imposing a Capital Requirement
Zhou, Chen - 2011
This paper studies why the micro-prudential regulations fails to maintain a stable financial system by investigating the impact of micro-prudential regulation on the systemic risk in a cross-sectional dimension. We construct a static model for risk-taking behavior of financial institutions and...
Persistent link: https://www.econbiz.de/10013119229