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Has "too big to fail" been solved? : a longitudinal analysis of major U.S. banks

Thosar, Satish; Schwandt, Bradley - In: Journal of risk and financial management : JRFM 12 (2019) 1/24, pp. 1-14

premature to conclude that 'Too Big to Fail" has been solved, but macro-prudential regulation is now much more effective and …

Persistent link: https://www.econbiz.de/10012022346

Idiosyncratic viral loss theory : systemic operational losses in banks

Velez, Sophia Beckett - In: Journal of risk and financial management : JRFM 14 (2021) 2/82, pp. 1-13

Basel III regulation intent is to increase the resiliency of banks through effective risk management practices that can … practices posed by the Basel III regulation for BHCs, which may reduce the spread of significant losses in the banks. Through …

Persistent link: https://www.econbiz.de/10012484192

Why do U.S. banks contribute more to global systemic risk?

Bostandzic, Denefa; Weiß, Gregor - 2013

Persistent link: https://www.econbiz.de/10010196994

Do higher capital standards always reduce bank risk? : the impact of the Basel leverage ratio on the U.S. triparty repo market

Allahrakha, Meraj; Cetina, Jill; Munyan, Benjamin - In: Journal of financial intermediation 34 (2018), pp. 3-16

Persistent link: https://www.econbiz.de/10012114205

Achieving financial stability : challenges to prudential regulation

Evanoff, Douglas Darrell (ed.); Kaufman, George G. (ed.); … - 2018

Persistent link: https://www.econbiz.de/10011700947

The failure of Northern Rock : a multi-dimensional case study

Bruni, Franco (ed.); Llewellyn, David T. (ed.) - 2009

limited by regulation largely to retail deposits and mortgages. Graphic television news pictures showed very long queues …-capitalisation programme. Of course, since Northern Rock failed the world has experienced what is arguably its most serious financial crisis …