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Cyclical behaviour of systemic risk in the banking sector

Andrieş, Alin Marius; Sprincean, Nicu - In: Applied economics 53 (2021) 13, pp. 1463-1497

Persistent link: https://www.econbiz.de/10012485225

Prudential bank regulation : A post-Keynesian perspective

Docherty, Peter - In: European journal of economics and economic policies : … 17 (2020) 3, pp. 399-412

Persistent link: https://www.econbiz.de/10012624913

Value at risk, legislative framework, crises, and procyclicality : what goes wrong?

Vasileiou, Evangelos; Samitas, Aristeidis - In: Review of Economic Analysis : REA 12 (2020) 2, pp. 1-28

This study highlights some deficiencies of the stock markets' risk legislation framework, and particularly the CESR (2010) guidelines. We show that the current legislative framework fails to offer incentives to financial management companies to invest in advanced models for more representative...

Persistent link: https://www.econbiz.de/10012269223

Value at risk, legislative framework, crises, and procyclicality : what goes wrong?

Vasileiou, Evangelos; Samitas, Aristeidis - In: Review of Economic Analysis : REA 12 (2020) 3, pp. 345-369

This study highlights some deficiencies of the stock markets’ risk legislation framework, and particularly the CESR (2010) guidelines. We show that the current legislative framework fails to offer incentives to financial management companies to invest in advanced models for more representative...

Persistent link: https://www.econbiz.de/10012406119

Banking panic risk and macroeconomic uncertainty

Mikkelsen, Jakob Guldbæk; Poeschl, Johannes - 2020

banking panic-driven uncertainty for business cycles, asset prices and macroprudential regulation. Banking panic …-driven uncertainty amplifies business cycle volatility and increases risk premia on asset prices. A countercyclical capital buffer lowers …

Persistent link: https://www.econbiz.de/10012149870

Cyclical systemic risk and banks' vulnerability

Shmygel, Alona; Ongena, Steven - 2024

Persistent link: https://www.econbiz.de/10014485761

Electoral cycles in macroprudential regulation

Müller, Karsten - 2019

Do politics matter for macroprudential policy? I show that changes to macroprudential regulation exhibit a predictable … banks are uniquely insulated from political cycles in macroprudential policy. These results suggest that political pressures …

Persistent link: https://www.econbiz.de/10012135983

Regulating the financial cycle : an integrated approach with a leverage ratio

Schoenmaker, Dirk; Wierts, Peter - 2015

system. Whereas the traditional view on regulation focuses on capital as a buffer against exogenous risks, our approach … boundary problem in entity-based financial regulation and provides a motivation for substantially lower levels of leverage …

Persistent link: https://www.econbiz.de/10010532609

Banking stability : the impact of financial sector heterogeneity on systemic risk in financial crises and economic recessions

León, Carlos; Liu, Zihao; Renneboog, Luc - In: Banking resilience and global financial stability, (pp. 151-190). 2024

Persistent link: https://www.econbiz.de/10015070401

Macroprudential margins : a new countercyclical tool?

O'Neill, Cian; Vause, Nicholas - 2018

Persistent link: https://www.econbiz.de/10011926190