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The 2008 - 2009 financial crisis : risk model transparency and incentives

Pfleiderer, Paul; Marsh, Terry Alan - 2009

In this Preface, we offer some analysis of the 2008-2009 financial crisis and its implications for financial industry reform and research. We primarily focus on issues relating to transparency and the measurement of risk and how these are affected by management incentives that are often...

Persistent link: https://www.econbiz.de/10009506977

Models of financial stability and their application in stress tests

Aymanns, Christoph; Farmer, J. Doyne; Kleinnijenhuis, … - 2017

We review heterogeneous agent-based models of financial stability and their application in stress tests. In contrast to the mainstream approach, which relies heavily on the rational expectations assumption and focuses on situations where it is possible to compute an equilibrium, this approach...

Persistent link: https://www.econbiz.de/10011906282

Towards putting a price on the risk of bank failure

Snethlage, Daniel - 2015

Persistent link: https://www.econbiz.de/10011341349

Assessing the systemic risk impact of bank bail-ins

Siebenbrunner, Christoph; Hafner-Guth, Martin; Spitzer, … - In: Journal of financial stability 71 (2024), pp. 1-15

Persistent link: https://www.econbiz.de/10014533548

Fiscal distress and banking performance: the role of macroprudential regulation

Balfoussia, Hiona; Ntellas, Charēs; Papageorgiou, Dimitris - 2019

Persistent link: https://www.econbiz.de/10012155632

Non-Performing Loans and Systemic Risk of Indian Banks

Dash, Mihir - 2020

regression model, with bank fixed effects and year fixed effects. The moderator variables considered for the study include bank …-performing loans to net advances for which the systemic risk is non-positive. The results of the study indicate that bank size, capital … for individual banks with estimates or projections of the bank's characteristics …

Persistent link: https://www.econbiz.de/10012838022

NPLs resolution regimes : challenges for regulatory authorities

Kalfaoglou, Faidon - In: Journal of risk management in financial institutions 11 (2017/2018) 2, pp. 173-186

Persistent link: https://www.econbiz.de/10011879481

Supervision of Financial Institutions Revisited : The Transition From Basel I to Basel III. A Critical Appraisal of the Newly Established Regulatory Framework in Response to the Credit Crunch

Vousinas, Georgios - 2021

In order to address the weaknesses of the financial system revealed by the recent financial crisis, Basel Committee introduced a series of changes in the international regulatory framework. Basel III is a set of proposed modifications to international rules on capital adequacy and liquidity of...

Persistent link: https://www.econbiz.de/10013242866

Accounting for financial stability : lessons from the financial crisis and future challenges

Bischof, Jannis; Laux, Christian; Leuz, Christian - 2020

' reporting incentives played a key role, which has important implications for bank supervision and the new expected loss model …

Persistent link: https://www.econbiz.de/10012241734

Measuring macroprudential risk

Tymoigne, Éric - 2011

With the Great Recession and the regulatory reform that followed, the search for reliable means to capture systemic risk and to detect macrofinancial problems has become a central concern. In the United States, this concern has been institutionalized through the Financial Stability Oversight...

Persistent link: https://www.econbiz.de/10008906569