The central problem for financial regulation is reducing systemic risk. Systemic risk is the risk that the failure of … paper addresses the five most important policies for dealing with systemic risk: the imposition of capital requirements, the … related limitations on bank size would not reduce systemic risk …

We estimate the contribution of large U.S, banks to the financial sector systemic risk by using value-at-risk (VaR … ), conditional value-at-risk (CoV aR ), and two-stage least square (2SLS) methodology, Our sample is the monthly stock returns of 25 … large U.S, banks from 1997 to 2021, We find that banks contributing more to the systemic risk have lower future returns on …

, and near-frictionless refinancing opportunities - led to vastly increased systemic risk in the financial system …

potential systemic risk in the nonbank sector under authority from the Dodd-Frank Wall Street Reform Act of 2010. We discuss …

setup in the United States underscore the importance of enhancing systemic risk oversight and building effective …

additions or subtractions to total production. Relative to a baseline in which only the infected and at-risk populations … mitigate the spread of coronavirus, we estimate that total benefits of suppression policies are between $605.9 billion and $841 …

outbreak of COVID-19 in the United States. Relative to a baseline in which only the infected and at-risk populations mitigate … the spread of coronavirus, we estimate that total benefits of suppression policies are between $440 billion and $1 …

We propose the systemic risk beta as a measure for financial companies' contribution to systemic risk given network … interdependence between firms' tail risk exposures. Conditional on statistically pre-identified network spillover effects and market … and balance sheet information, we define the systemic risk beta as the time-varying marginal effect of a firm's Value-at-risk …