Are "too big to fail" banks just different in size? : a study on systemic risk and stand-alone risk
Year of publication: |
2024
|
---|---|
Authors: | Li, Zongyuan ; Lai, Rose Neng |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier Science, ISSN 1057-5219, ZDB-ID 2029229-6. - Vol. 93.2024, Art.-No. 103163, p. 1-23
|
Subject: | Banking regulation | Stand-alone risk | Systemic risk | Too-big-to-fail (TBTF) banks | Too-many-to-fail | Systemrisiko | Bankrisiko | Bank risk | Bankenregulierung | Bank regulation | Bankinsolvenz | Bank failure | Risikomanagement | Risk management | Finanzkrise | Financial crisis | Betriebsgröße | Firm size | Risiko | Risk | Bankenkrise | Banking crisis | Kreditrisiko | Credit risk | Welt | World |
-
Capital adequacy rules, catastrophic firm failure, and systemic risk
Jarrow, Robert A., (2013)
-
Assessing the systemic risk impact of bank bail-ins
Siebenbrunner, Christoph, (2024)
-
Calluzzo, Paul, (2015)
- More ...
-
Interbank Borrowing and Bank Liquidity Risk
Li, Zongyuan, (2022)
-
Interbank borrowing and bank liquidity risk
Li, Zongyuan, (2022)
-
Momentum and House Price Growth in the U.S : Anatomy of a 'Bubble'
Lai, Rose Neng, (2009)
- More ...