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 …

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 …

The internationalization of financial markets is one of the focal points in the discussion about recent globalization …