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Banking, financial markets, and systemic risk
1995
Persistent link: https://www.econbiz.de/10001196081
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International financial integration and risk sharing among countries : a production-based approach
Kim, H. Youn - In: Journal of the Japanese and international economies : … 31 (2014), pp. 16-35
Persistent link: https://www.econbiz.de/10010341428
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Measuring and allocating systemic risk
Brunnermeier, Markus Konrad; Cheridito, Patrick - In: Risks : open access journal 7 (2019) 2/46, pp. 1-19
In this paper, we develop a framework for measuring, allocating and managing systemic risk. SystRisk, our measure of … total systemic risk, captures the a priori cost to society for providing tail-risk insurance to the financial system. Our … allocation principle distributes the total systemic risk among individual institutions according to their size-shifted marginal …
Persistent link: https://www.econbiz.de/10012019234
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Risk-sharing by financial markets in federal systems : a critique of existing empirical assessments
Dullien, Sebastian - In: Review of Keynesian economics 7 (2019) 3, pp. 361-368
Persistent link: https://www.econbiz.de/10012103106
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Asset diversification and systemic risk in the financial system
Zhou, Yichen; Li, Honggang - In: Journal of economic interaction and coordination : JEIC 14 (2019) 2, pp. 247-272
Persistent link: https://www.econbiz.de/10012111538
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Risk sharing by financial markets in federal systems : what do we really measure?
Dullien, Sebastian - 2017
This paper criticises the standard methodology used to measure the importance of different channels of risk sharing in …
Persistent link: https://www.econbiz.de/10011919725
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Risk sharing and industrial specialization : regional and international evidence
Kalemli-Ozcan, Sebnem; Sørensen, Bent E.; Yosha, Oved - In: The American economic review 93 (2003) 3, pp. 903-918
Persistent link: https://www.econbiz.de/10001779275
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Risk sharing and industrial specialization : regional and international evidence
Kalemli-Ozcan, Sebnem; Sørensen, Bent E.; Yosha, Oved - 2000
Persistent link: https://www.econbiz.de/10001554634
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Strategic complementarity, fragility, and regulation
Vives, Xavier - 2011 - Rev. May 2011
liquidity risk and characterizes them. Both a solvency (leverage) and a liquidity ratio are required to control the … interpret the 2007 run on SIV and ABCP conduits. -- stress ; crises ; illiquidity risk ; insolvency risk ; leverage ratio …
Persistent link: https://www.econbiz.de/10009230899
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COVAR
Adrian, Tobias; Brunnermeier, Markus Konrad - 2011
Persistent link: https://www.econbiz.de/10009349185