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The regulation of systemically relevant banks : how governments should manage their exposure to banking system risk

Moenninghoff, Sebastian C. - 2018

Persistent link: https://www.econbiz.de/10011917909

The Regulation of Systemically Relevant Banks : How Governments Should Manage Their Exposure to Banking System Risk

Moenninghoff, Sebastian C. - 2018

for Bank Regulation Empirical Examination of the New International Regulation Dealing with Global Systemically Important … Categorize and Discuss the Full Range of Major Policy Options for Bank Regulation -- Empirical Examination of the New …

Persistent link: https://www.econbiz.de/10012396879

European banks straddling borders : risky or rewarding?

Duijm, Patty; Schoenmaker, Dirk - In: Finance research letters 38 (2021), pp. 1-7

Persistent link: https://www.econbiz.de/10012490562

Measuring CoVaR : an empirical comparison

Bianchi, Michele Leonardo; Sorrentino, Alberto Maria - In: Computational economics 55 (2020) 2, pp. 511-528

Persistent link: https://www.econbiz.de/10012223647

Contagion risk for Australian banks from global systemically important banks : evidence from extreme events

Akhter, Selim; Daly, Kevin James - In: Economic modelling 63 (2017), pp. 191-205

Persistent link: https://www.econbiz.de/10011813475

Systemic risk contributions : a credit portfolio approach

Düllmann, Klaus; Puzanova, Natalia - 2011

institutions. We compare the performance of an importance sampling algorithm with a fast analytical approximation of the ES and the … could be implemented to compute bank-specific capital surcharges for systemic risk or stabilisation fees. We find that size … alone is not a reliable proxy for the systemic importance of a bank in this framework. In order to smooth cyclical …