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Canadian and US Financial Sector Stability Differences over Long History : Is There a Unifying Explanation?
Ciuriak, Dan - 2015
Canada and the United States are highly similar economies, as would be expected given the many common historical … powerfully in recent decades by the 1989 Canada-US Free Trade Agreement. However, in the financial sector, and particularly in … banking, the experience of the crisis-prone United States contrasts starkly with Canada's stability. For each major US crisis …
Persistent link: https://www.econbiz.de/10013035751
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Bank contribution to financial sector systemic risk and expected returns : evidence from large U.S. banks
Usman, Muhammad - In: Borsa Istanbul Review 23 (2023) 1, pp. 203-216
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...
Persistent link: https://www.econbiz.de/10014307497
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The Reduction of Systemic Risk in the United States Financial System
Scott, Hal S. - 2010
related limitations on bank size would not reduce systemic risk …
Persistent link: https://www.econbiz.de/10013143703
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U.S. v. Japanese Regulatory Responses to the Financial Institution Crises of the 1980s : The Seductive Appeal of the Cover Up
Black, William K. - 2010
maintained and even expanded. The administration's goal was to block its own appointee Federal Home Loan Bank Board Chairman …
Persistent link: https://www.econbiz.de/10013148988
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Mechanisms for public participation in economic decision making
Roy, Jean - 1998
Persistent link: https://www.econbiz.de/10013501799
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The role of banks in the interwar economy
James, Harold (ed.); Lindgren, H°akan (contributor);  … - 1991
Persistent link: https://www.econbiz.de/10013493642
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Financial network systemic risk contributions
Hautsch, Nikolaus; Schaumburg, Julia; Schienle, Melanie - 2011
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...
Persistent link: https://www.econbiz.de/10009349100
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Financial network systemic risk contributions
Hautsch, Nikolaus; Schaumburg, Julia; Schienle, Melanie - 2012
We propose the realized 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...
Persistent link: https://www.econbiz.de/10009583171
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A Tale of Two Banking Systems : The Performance of U.S. and European Banks in the 21st Century
Weigand, Robert A. - 2015
meaningful. Despite unprecedented central bank intervention, the stock returns of both U.S. and European banks have remained … significantly related to market and bank-level fundamentals in the years since the financial crisis. Modeling bank returns as a … function of their profitability, growth and solvency explains 44% to 60% of the variation in U.S. and European bank stock …
Persistent link: https://www.econbiz.de/10013030666
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Cyber risk and the U.S. financial system : a pre-mortem analysis
Eisenbach, Thomas M.; Kovner, Anna; Lee, Michael Junho - 2021 - Revised May 2021
We model how a cyber attack may be amplified through the U.S. financial system, focusing on the wholesale payments network. We estimate that the impairment of any of the five most active U.S. banks will result in significant spillovers to other banks, with 38 percent of the network affected on...
Persistent link: https://www.econbiz.de/10012161511