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Organizational form as a source of systemic risk

Bholat, David; Gray, Joanna - In: Economics: The Open-Access, Open-Assessment E-Journal 7 (2013) 2013-27, pp. 1-35

Systemic risk now occupies centre stage in discussions of bank regulatory reform. Systemic risk is often seen as a problem of size, operational complexity, interconnectivity and contagion. It is less often discussed in terms of the institutional framework of legal rules and principles within...

Persistent link: https://www.econbiz.de/10010314581

Pension Funds and Financial Stability: The Case of the UK Gilt Crisis

Gudjonsson, Jon; Hougaard Jensen, Svend Erik - In: Intereconomics 58 (2023) 3, pp. 155-159

While macroprudential policy has mostly focused on the role of banks, we argue that pension funds are also important for financial stability. Drawing on previous research on pension funds, we explain how their actions can have a vital impact on other financial institutions as well as on...

Persistent link: https://www.econbiz.de/10014334701

Finding communities in credit networks

Bargigli, Leonardo; Gallegati, Mauro - In: Economics: The Open-Access, Open-Assessment E-Journal 7 (2013) 2013-17, pp. 1-39

In this paper the authors focus on credit connections as a potential source of systemic risk. In particular, they seek to answer the following question: how do we find densely connected subsets of nodes within a credit network? The question is relevant for policy, since these subsets are likely...

Persistent link: https://www.econbiz.de/10010312011

Are risk weights of banks in the Czech Republic procyclical? Evidence from wavelet analysis

Brož, Václav; Pfeifer, Lukáš - In: Journal of Central Banking Theory and Practice 10 (2021) 1, pp. 113-139

We analyze the cyclicality of risk weights of banks in the Czech Republic from 2008 to 2016. We differentiate between risk weights under the internal ratings-based and those under the standardized approach, consider the financial cycle, and employ wavelet coherence as a means of dynamic...

Persistent link: https://www.econbiz.de/10014558531

Nordische Bankenkrise der 90er Jahre: gemischte Erfahrungen mit "Bad Banks"

Ketzler, Rolf; Schäfer, Dorothea - In: DIW Wochenbericht 76 (2009) 5, pp. 87-95

Zentrale Maßnahmen zur Überwindung der Bankenkrisen der 90er Jahre in Schweden und Finnland waren in beiden Ländern der Aufkauf von "schlechten Papieren" durch Vermögensverwaltungsgesellschaften ("Bad Banks") und die Verstaatlichung von wichtigen Banken. Aus finnischer und schwedischer Sicht...

Persistent link: https://www.econbiz.de/10011601950

Diversification and systemic risk: A financial network perspective

Frey, Rüdiger; Hledik, Juraj - In: Risks 6 (2018) 2, pp. 1-11

In this paper, we study the implications of diversification in the asset portfolios of banks for financial stability and systemic risk. Adding to the existing literature, we analyse this issue in a network model of the interbank market. We carry out a simulation study that determines the...

Persistent link: https://www.econbiz.de/10011996612

Krise nicht genutzt: Führungspositionen großer Finanzunternehmen weiter fest in Männerhand

Holst, Elke; Schimeta, Julia - In: DIW Wochenbericht 78 (2011) 3, pp. 12-18

Trotz Fusionen und Finanzkrise hat sich im Finanzsektor wenig geändert: Der Frauenanteil in den Spitzengremien der … Finanzsektor weit mehr als die Hälfte der Beschäftigten Frauen sind, stellen sie nur 2,9 Prozent der Vorstandsmitglieder in den … großen Banken und Sparkassen und nur 2,5 Prozent dieser Posten in den großen Versicherungen. Die Finanzkrise hat hier nicht …

Persistent link: https://www.econbiz.de/10011602291

Unsustainable Household Debt: Problems of Measurement

Gibbons, Damon - In: Vierteljahrshefte zur Wirtschaftsforschung 89 (2020) 1, pp. 101-113

Im Zuge der globalen Finanzkrise wurden erhebliche Forschungsanstrengungen unternommen, um die Zusammenhänge zwischen …

Persistent link: https://www.econbiz.de/10012507904

Risk-sharing and the creation of systemic risk

Acharya, Viral V.; Iyer, Aaditya M.; Sundaram, Rangarajan K. - In: Journal of Risk and Financial Management 13 (2020) 8, pp. 1-18

We address the paradox that financial innovations aimed at risk-sharing appear to have made the world riskier. Financial innovations facilitate hedging idiosyncratic risks among agents; however, aggregate risks can be hedged only with liquid assets. When risk-sharing is primitive, agents...

Persistent link: https://www.econbiz.de/10012611389

Determinants of the application of macro prudential instruments

Zakaria, Firano; Fatine, Filali A. - In: Comparative Economic Research. Central and Eastern Europe 20 (2017) 3, pp. 117-136

The use of macro prudential instruments today gives rise to a major debate within the walls of central banks and other authorities in charge of financial stability. Contrary to micro prudential instruments, whose effects remain limited, macro prudential instruments are different in nature and...

Persistent link: https://www.econbiz.de/10011922462

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