Search Results - subject:"” systemic risk"

Systemic risk in a network model of interbank markets with central bank activity

Georg, Co-Pierre; Poschmann, Jenny - Wirtschaftswissenschaftliche Fakultät, … - 2010

The breakdown of the interbank money markets in the face of the recent financial crisis has forced central banks and governments to take extraordinary measures to sustain financial stability. In this paper we investigate which influence central bank activity has on interbank markets. In our...

Persistent link: https://www.econbiz.de/10008493738

Production and financial linkages in inter-firm networks: structural variety, risk-sharing and resilience

Cainelli, Giulio; Montresor, Sandro; Marzetti, Giuseppe … - Dipartimento di Economia e Management, Università … - 2010

The paper analyzes how (production and financial) inter-firm networks can affect firms' default probabilities and observed default rates: an issue the recent crisis has brought to the front of the debate. A simple theoretical model of shock transfer is built up to investigate some stylized facts...

Persistent link: https://www.econbiz.de/10009643401

The effect of the interbank network structure on contagion and financial stability

Georg, Co-Pierre - Friedrich-Schiller-University Jena - 2010

the banking system has to be taken into account to assess systemic risk. There exists, however, no analysis on the …

Persistent link: https://www.econbiz.de/10010615132

Asymmetric Dependence in US Financial Risk Factors?

Chollete, Loran; Ning, Cathy - Handelshøgskolen, Universitetet i Stavanger - 2010

Persistent link: https://www.econbiz.de/10008918573

Risk analysis in the evaluation of the international investment opportunities. Advances in modelling and forecasting volatility for risk assessment purposes

Matei, Marius - Institutul de Prognoza Economica, Institutul National … - 2010

additionally discussed the topics of systemic risk and of the risk associated to the impact of the activity of the international …

Persistent link: https://www.econbiz.de/10008615494

The causes of the recent financial crisis and the role of central banks in avoiding the next one

Wagner, Helmut - In: International Economics and Economic Policy 7 (2010) 1, pp. 63-82

Persistent link: https://www.econbiz.de/10008596761

THE GLOBAL FINANCIAL CRISIS IMPACT OVER THE REFORMATION OF THE FINANCIAL SURVEILLANCE ARCHITECTURE IN EU: PROSPECTS AND IMPLICATIONS

CIOBANU, Elena - In: The Annals of the "Stefan cel Mare" University of … 10 (2010) Special, pp. 349-354

The current crisis has revealed the existence of certain fundamental weaknesses in the functioning of financial markets and weaknesses in risk management, which require a deep reform of the financial regulatory and supervisory framework. The magnitude of the current crisis has brought new...

Persistent link: https://www.econbiz.de/10008852597

Risk and regulatory reforms in the securities industry: a need for a paradigm shift?

Gentzoglanis, Anastassios - In: International Journal of Financial Markets and Derivatives 1 (2010) 4, pp. 452-469

the securities industries. Given that systemic risk reduction is getting into the realm of objectives of the regulatory …-based regulation, as a means of reducing systemic risk. Anand (2009) dispels Walsh's framework by arguing that it does not constitute a …, cannot adequately reduce systemic risk. To do so, securities regulators need to shift paradigm and adopt a new one dubbed …

Persistent link: https://www.econbiz.de/10008755234

Regulation of systemic liquidity risk

Cao, Jin; Illing, Gerhard - In: Financial Markets and Portfolio Management 24 (2010) 1, pp. 31-48

Persistent link: https://www.econbiz.de/10008631325

Redefining and Containing Systemic Risk

Kane, Edward - In: Atlantic Economic Journal 38 (2010) 3, pp. 251-264

Persistent link: https://www.econbiz.de/10008678352