Search Results - subject:"” systemic risk"

Cadenas-Santiago, Gonzalo de; Mesa, Lara de; Sanchís, … - In: Journal / The Capco Institute : journal of financial … 32 (2011), pp. 75-88

Persistent link: https://www.econbiz.de/10009629249

Fat tails and (un)happy endings : correlation bias, systemic risk and prudential regulation

Chan-Lau, Jorge A. - In: Journal / The Capco Institute : journal of financial … 32 (2011), pp. 49-57

Persistent link: https://www.econbiz.de/10009629251

Systemic risks and macroprudential bank regulation : a critical appraisal

VanHoose, David D. - In: Journal / The Capco Institute : journal of financial … 33 (2011), pp. 45-60

Persistent link: https://www.econbiz.de/10009629857

The financial stability oversight council : risk manager or debating society?

Markham, Jerry W. - In: Journal / The Capco Institute : journal of financial … 33 (2011), pp. 35-43

Persistent link: https://www.econbiz.de/10009629858

Asset Allocation and Asset Pricing in the Face of Systemic Risk : A Literature Overview and Assessment

Meinerding, Christoph - 2011

This paper provides a detailed overview of the current research linking systemic risk, financial crises and contagion … literature about definitions, measurement and properties of systemic risk, I derive some elementary ingredients for models of … systemic risk. The paper closes with a brief outlook on future research possibilities and some recommendations for the further …

Persistent link: https://www.econbiz.de/10013129259

Financial stability in the Eurozone and systemic risk

González-Páramo, José Manuel - In: Información comercial española : ICE : revista de … 863 (2011), pp. 53-60

Persistent link: https://www.econbiz.de/10012107154

A new framework for banking crisis management : the international debate

Boccuzzi, Giuseppe - In: Rassegna economica : rivista internazionale di economia … 74 (2011) 1, pp. 133-236

Persistent link: https://www.econbiz.de/10009534310

Should multivariate early warning systems for banking crises pool across regions?

Davis, E. Philip; Karim, Dilruba; Liadze, Iana - In: Review of world economics 147 (2011) 4, pp. 693-716

Persistent link: https://www.econbiz.de/10015184049

Deferred variable annuities with guaranteed minimum death and income benefits under stochastic mortality and investment risk

Steuten, Daniel - 2011

Persistent link: https://www.econbiz.de/10013441209

Die "Too big to fail"-Problematik und die europäische Finanzmarktregelung : Theorie und Praxis

Roosebeke, Bert van - In: Reform der Finanzmarktregulierung : [die Arbeitsgruppe …, (pp. 29-45). 2011

Persistent link: https://www.econbiz.de/10014566549