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Results 1- 50 of 569

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1
Book / Working Paper 		Propuesta metodológica para el cálculo del riesgo sistémico financiero en estudios de Historia Económica: Aplicación para el caso de la banca libre en Antioquia, 1888
Year:                     
2012-12-17
Person:  Mejía Cubillos, Javier
Institution:  Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität
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2
Article 		Impact of Macroeconomic Surprises from Mexico and the United States on the Mexican Stock Market
Year:                     
2012
Person:  Bazán, Rodolfo Cermeño; Montes, M. Pavel Solís
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3
Article 		Neuorganisation der Finanzaufsicht
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4
Book / Working Paper 		Capital asset pricing under ambiguity
Year:                     
2012
Person:  Izhakian, Yehuda
Publisher:  New York, NY : Leonard N. Stern School of Business, Department of Economics
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5
Book / Working Paper 		"Fire sales - what can be done about them?" : on systemic risks in financial markets
Year:                     
2012
Person:  Buchholz, Lucas
Publisher:  Witten : Univ. Witten, Herdecke, Wirtschaftswiss. Fak.
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6
Book / Working Paper 		The economics of bank bankruptcy law
Year:                     
2012
Person:  Marinč, Matej; Vlahu, Razvan
Publisher:  Berlin [u.a.] : Springer
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7
Book / Working Paper 		Risikobereitschaftsmaße als systemische Krisenindikatoren in der Bankenaufsicht : eine empirische Analyse von Risikobereitschaftskomponenten als Signalindikatoren zur Steuerung antizyklischer Kapitalreservevolumina im Rahmen makroprudenzieller Regulierungstendenzen der Basel III-Reformen
Year:                     
2012
Person:  Seufert, Ricarda
Publisher:  Hamburg : Kovač
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8
Article 		What's the problem? : competing diagnoses and shifting coalitions in the reform of international accounting standards
Year:                     
2012
Person:  Lagneau-Ymonet, Paul; Quack, Sigrid
Published in:  Crisis and control : institutional change in financial market regulation
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9
Book / Working Paper 		Debt overhang and capital regulation
Year:                     
2012
Publisher:  Stanford, Calif. : Univ., Rock Center for Corporate Governance
Affiliated person:  Admati, Anat R.; DeMarzo, Peter M.; Hellwig, Martin F.; Pfleiderer, Paul
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10
Book / Working Paper 		Why do banking crises occur? : the American subprime crisis compared with the Norwegian banking crisis 1987-92
Year:                     
2012
Person:  Knutsen, Sverre
Publisher:  Oslo : Norges Bank
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11
Book / Working Paper 		Insurance and resolution in light of the systemic risk debate : a contribution to the financial stability discussion in insurance
Year:                     
2012
Publisher:  Geneva : Geneva Association
Affiliated person:  Haefeli, David; Liedtke, Patrick M.
Institution:  International Association for the Study of Insurance Economics
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12
Book / Working Paper 		Stress testing German banks against a global cost-of-capital shock
Year:                     
2012
Person:  Duellmann, Klaus; Kick, Thomas
Publisher:  Frankfurt, M. : Dt. Bundesbank
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13
Book / Working Paper 		Market risk and financial markets modeling
Year:                     
2012
Publisher:  Berlin [u.a.] : Springer
Affiliated person:  Sornette, Didier
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14
Book / Working Paper 		Can portfolio diversification increase systemic risk? evidence from the U.S and European mutual funds market
Year:                     
2011-11-30
Person:  Dicembrino, Claudio; Scandizzo, Pasquale Lucio
Institution:  Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität
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15
Article 		Asian Regulatory Responses to the Global Financial Crisis
Year:                     
2011-11
Person:  Schou-Zibell, Lotte; Arner, Douglas W.
Institution:  Emerging Markets Forum
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16
Book / Working Paper 		Risk measures for autocorrelated hedge fund returns
Year:                     
2011-11
Person:  Cesare, Antonio Di; Stork, Philip A.; Vries, Casper G. de
Institution:  Banca d'Italia
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17
Book / Working Paper 		Financial Network Systemic Risk Contributions
Year:                     
2011-10-26
Person:  Hautsch, Nikolaus; Schaumburg, Julia; Schienle, Melanie
Publisher:  Humboldt University Berlin, Germany
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18
Book / Working Paper 		On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms
Year:                     
2011-10
Person:  Diebold, Francis X.; Yilmaz, Kamil
Institution:  İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi
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19
Book / Working Paper 		Financial Network Systemic Risk Contributions
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20
Book / Working Paper 		On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms
Year:                     
2011-09-30
Person:  Diebold, Francis X.; Yılmaz, Kamil
Institution:  Department of Economics, University of Pennsylvania
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21
Book / Working Paper 		This paper analyzes the emergence of systemic risk in a network model of interconnected bank balance sheets. Given a shock to asset values of one or several banks, systemic risk in the form of multiple bank defaults depends on the strength of balance sheets and asset market liquidity. The price of bank assets on the secondary market is endogenous in the model, thereby relating funding liquidity to expected solvency - an important stylized fact of banking crises. Based on the concept of a system value at risk, Shapley values are used to define the systemic risk charge levied upon individual banks. Using a parallelized simulated annealing algorithm the properties of an optimal charge are derived. Among other things we find that there is not necessarily a correspondence between a bank's contribution to systemic risk - which determines its risk charge - and the capital that is optimally injected into it to make the financial system more resilient to systemic risk. The analysis has policy implications for the design of optimal bank levies.
Year:                     
2011-09-14
Person:  Bluhm, Marcel; Krahnen, Jan Pieter
Institution:  Center for Financial Studies
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22
Book / Working Paper 		All things considered: the interaction of the reasons for the financial crisis
Year:                     
2011-09-13
Person:  Rioja, Abdala; E, Yamile
Institution:  Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität
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23
Book / Working Paper 		Credit Risk in General Equilibrium
Year:                     
2011-09-09
Person:  Eichberger, Jürgen; Rheinberger, Klaus; Summer, Martin
Institution:  Oesterreichische Nationalbank
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24
Book / Working Paper 		Rediscovering the macroeconomic roots of financial stability policy: journey, challenges and a way forward
Year:                     
2011-09
Person:  Borio, Claudio
Institution:  Bank for International Settlements (BIS)
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25
Book / Working Paper 		Mapping the state of financial stability
Year:                     
2011-09
Person:  Sarlin, Peter; Peltonen, Tuomas A.
Institution:  European Central Bank
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26
Book / Working Paper 		Mapping the State of Financial Stability
Year:                     
2011-08-22
Person:  Sarlin, Peter; Peltonen, Tuomas A.
Institution:  Siirtymätalouksien tutkimuslaitos, Suomen Pankki
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27
Book / Working Paper 		A Network Model of Financial System Resilience
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28
Book / Working Paper 		Capital Regulation and Tail Risk
Year:                     
2011-08
Person:  Perotti, Enrico C; Ratnovski, Lev; Vlahu, Razvan
Institution:  C.E.P.R. Discussion Papers
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29
Book / Working Paper 		Capital Regulation and Tail Risk
Year:                     
2011-08
Person:  Perotti, Enrico; Ratnovski, Lev; Vlahu, Razvan
Institution:  de Nederlandsche Bank
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30
Book / Working Paper 		Asset price, asset securitization and financial stability
Year:                     
2011-07-09
Person:  Liu, Luke
Institution:  Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität
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31
Book / Working Paper 		Extreme value theory for finance: a survey
Year:                     
2011-07
Person:  Rocco, Marco
Institution:  Banca d'Italia
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32
Book / Working Paper 		Marking-to-Market Government Guarantees to Financial Systems.Theory and Evidence for Europe
Year:                     
2011-07
Person:  Baglioni, Angelo; Cherubini, Umberto
Institution:  Dipartimenti e Istituti di Scienze Economiche, Università Cattolica del Sacro Cuore
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33
Book / Working Paper 		Successfully implementing major financial stability regulatory reforms: the risk weighting based controversy (Basel v Dodd Frank) and the role of national supervisors
Year:                     
2011-06-22
Person:  Ojo, Marianne
Institution:  Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität
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34
Book / Working Paper 		Financial stability, new macro prudential arrangements and shadow banking: regulatory arbitrage and stringent Basel III regulations
Year:                     
2011-06-10
Person:  Ojo, Marianne
Institution:  Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität
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35
Book / Working Paper 		This Time is the Same: Using Bank Performance in 1998 to Explain Bank Performance During the Recent Financial Crisis
Year:                     
2011-06-01
Person:  Fahlenbrach, Rüdiger; Prilmeier, Robert; Stulz, René M.
Institution:  National Centre of Competence in Research - Financial Valuation and Risk Management
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36
Book / Working Paper 		Systemic risk and financial development in a monetary model
Year:                     
2011-06
Person:  Moutot, Philippe
Institution:  European Central Bank
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37
Book / Working Paper 		The simple econometrics of tail dependence
Year:                     
2011-05
Person:  Oordt, Maarten R.C. van; Zhou, Chen
Institution:  de Nederlandsche Bank
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38
Book / Working Paper 		Averting Currency Crises: The Pros and Cons of Financial Openness
Year:                     
2011-04-08
Person:  Gus, Garita; Chen, Zhou
Institution:  Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität
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39
Book / Working Paper 		Systemic risk diagnostics: coincident indicators and early warning signals
Year:                     
2011-04
Person:  Schwaab, Bernd; Koopman, Siem Jan; Lucas, André
Institution:  European Central Bank
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40
Book / Working Paper 		A Pigovian Approach to Liquidity Regulation
Year:                     
2011-04
Person:  Perotti, Enrico; Suarez, Javier
Institution:  de Nederlandsche Bank
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41
Book / Working Paper 		Mapping systemic risk in the international banking network
Year:                     
2011-03-02
Person:  Garratt, Rodney; Mahadeva, Lavan; Svirydzenka, Katsiaryna
Institution:  Bank of England
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42
Book / Working Paper 		Measuring the systemic importance of interconnected banks
Year:                     
2011-03
Person:  Tarashev, Nikola; Drehmann, Mathias
Institution:  Bank for International Settlements (BIS)
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43
Book / Working Paper 		A Pigovian Approach to Liquidity Regulation
Year:                     
2011-02-17
Person:  Perotti, Enrico; Suarez, Javier
Institution:  Tinbergen Institute
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44
Book / Working Paper 		Capital Regulation and Tail Risk
Year:                     
2011-02-17
Person:  Perotti, Enrico; Ratnovski, Lev; Vlahu, Razvan
Institution:  Tinbergen Institute
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45
Book / Working Paper 		Loan-to-Value Ratio as a Macro-Prudential Tool - Hong Kong's Experience and Cross-Country Evidence
Year:                     
2011-02
Person:  Wong, Eric; Li, Ka-fai; Choi, Henry
Institution:  Hong Kong Monetary Authority
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46
Book / Working Paper 		A New Index of Currency Mismatch and Systemic Risk
Year:                     
2011-02
Person:  Rancière, Romain; Tornell, Aaron; Vamvakidis, Athanasios
Institution:  C.E.P.R. Discussion Papers
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47
Book / Working Paper 		Do we need big banks? Evidence on performance, strategy and market discipline
Year:                     
2011-02
Person:  Demirguc-Kunt, Asli; Huizinga, Harry
Institution:  C.E.P.R. Discussion Papers
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48
Book / Working Paper 		A Pigovian Approach to Liquidity Regulation
Year:                     
2011-02
Person:  Perotti, Enrico C; Suarez, Javier
Institution:  C.E.P.R. Discussion Papers
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49
Other 		Destructive Coordination
Year:                     
2011-01-01
Person:  Whitehead, Charles K.
Publisher:  Scholarship@Cornell Law: A Digital Repository
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50
Book / Working Paper 		The herd behavior index: A new measure for systemic risk in financial markets.
Year:                     
2011
Person:  Dhaene, Jan; Linders, Daniël; Schoutens, Wim; Vyncke, David
Institution:  Katholieke Universiteit Leuven
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