rise to systemic risk in the form of amplification effects, and shows that decentralized maturity decisions may result in a … shorter. The market equilibrium is not constrained efficient as borrowers fail to internalize their contribution to systemic … risk and take on too much short-term debt in a decentralized economy. Macroprudential policy in the form of a tax on short …

directing attention to potential areas of increasing systemic risk. Then it presents test results for this instrument, generated … generation algorithms. From which new opportunities are considered that enable preemptive regulatory action for systemic risk …

for many credit risk measurement methods. The adaptation of CCA for the measurement and analysis of systemic risk that … structure. The systemic risk dynamics are interlinked with the new measures of risk-adjusted economic value via the CCA balance … output value, which adjusts the traditional flow-based measures of GDP, and its components, for the level of risk. Systemic …