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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

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

Financial Systems, Crises and Regulation

Partnoy, Frank - 2014

This chapter of the forthcoming Oxford Handbook of Financial Regulation considers, in broad historical perspective and … financial crises and regulation. It begins with an overview of financial crises generally, and then considers both the … historical and potential future role of regulation in financial crises. It discusses various theories of the roots of financial …

Persistent link: https://www.econbiz.de/10013054054

Systemic risk contributions : a credit portfolio approach

Düllmann, Klaus; Puzanova, Natalia - 2011

We put forward a Merton-type multi-factor portfolio model for assessing banks’ contributions to systemic risk. This model accounts for the major drivers of banks’ systemic relevance: size, default risk and correlation of banks’ assets as a proxy for interconnectedness. We measure systemic...