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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

risk return preferences of a society and an economy’s institutional setting. The new regulation for global systemically … for Bank Regulation Empirical Examination of the New International Regulation Dealing with Global Systemically Important … the fields of financial services, banking, regulation, politics, and journalism The Author Sebastian Moenninghoff works in …

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

Firm-specific shocks and contagion : are banks special?

Engljähringer, Hannah Katharina; Stracca, Livio - 2020

This paper builds a database of idiosyncratic shocks (events) in global banks and car manufacturers (as representative of non-financial firms), and focuses on how these influence a number of macroeconomic and firm-specific variables in the short- and medium-term. We find that these shocks spawn...

Persistent link: https://www.econbiz.de/10012299006

Systemic risk in banking, fire sales, and macroeconomic disasters

Bougheas, Spiros P.; Harvey, David I.; Kirman, Alan P.; … - 2024

We develop a dynamic computational network model of the banking system where fire sales provide the amplification mechanism of financial shocks. Each period a finite number of banks offers a large, but finite, number of loans to households. Banks with excess liquidity also offer loans to other...

Persistent link: https://www.econbiz.de/10014490902

Testing macroprudential stress tests : the risk of regulatory risk weights

Acharya, Viral V.; Engle, Robert F.; Pierret, Diane - In: Journal of monetary economics 65 (2014), pp. 36-53

Persistent link: https://www.econbiz.de/10010485270

Backtesting macroprudential stress tests

Ramadiah, Amanah; Fricke, Daniel; Caccioli, Fabio - In: Journal of economic dynamics & control 137 (2022), pp. 1-33

Persistent link: https://www.econbiz.de/10013464518

Assessing the Systemic Risk of a Heterogeneous Portfolio of Banks during the Recent Financial Crisis

Huang, Xin - 2011

macroprudential perspective of bank regulation …

Persistent link: https://www.econbiz.de/10013134436

Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis

Huang, Xin; Zhou, Hao; Zhu, Haibin - In: Journal of financial stability 8 (2012) 3, pp. 193-205

Persistent link: https://www.econbiz.de/10009655810

Bank bailouts and bank-sovereign risk contagion channels

Stângă, Irina M. - In: Journal of international money and finance 48 (2014), pp. 17-40

Persistent link: https://www.econbiz.de/10010464008

Are systemic risk measures effective? : Evidence from macroeconomic downside risk prediction

Jian, Zhihong; Lu, Haisong; Zhu, Zhican - In: Applied economics letters 31 (2024) 18, pp. 1820-1827

Persistent link: https://www.econbiz.de/10015084409

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