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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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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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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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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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Mechanisms for public participation in economic decision making
Roy, Jean - 1998
Persistent link: https://www.econbiz.de/10013501799
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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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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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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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Resolving troubled systemically important cross-border financial institutions : is a new corporate organizational form required?
Cumming, Christine M.; Eisenbeis, Robert A. - 2010
firm incentives in a post-reform financial system. -- Financial regulatory reform ; corporate governance ; bank charter … ; bank insolvency …
Persistent link: https://www.econbiz.de/10008657240