Search Results - subject:"Systemically Important Financial Institutions"

Failed bank takeovers and financial stability

Gómez, Fabiana - In: Journal of financial stability 16 (2015), pp. 45-58

Persistent link: https://www.econbiz.de/10011573949

Tail dependence and indicators of systemic risk for large US depositories

Balla, Eliana; Ergen, Ibrahim; Migueis, Marco - In: Journal of Financial Stability 15 (2014) C, pp. 195-209

In this study, we investigate the extreme loss tail dependence between stock returns of large US depository institutions. We find that stock returns exhibit strong loss dependence even in their limiting joint extremes. Motivated by this result, we derive extremal dependence-based systemic risk...

Persistent link: https://www.econbiz.de/10011116609

CDX and iTraxx and their relation to the systemically important financial institutions: Evidence from the 2008–2009 financial crisis

Calice, Giovanni - In: Journal of International Financial Markets, … 32 (2014) C, pp. 20-37

systemically important financial institutions (SIFIs). Both the 5-year investment grade iTraxx Europe and the 5-year investment …

Persistent link: https://www.econbiz.de/10010906348

Network centrality measures and systemic risk: An application to the Turkish financial crisis

Kuzubaş, Tolga Umut; Ömercikoğlu, Inci; Saltoğlu, Burak - In: Physica A: Statistical Mechanics and its Applications 405 (2014) C, pp. 203-215

crisis shows that centrality measures perform well in identifying and monitoring systemically important financial …In this paper, we analyze the performance of several network centrality measures in detecting systemically important … financial institutions (SIFI) using data from the Turkish Interbank market during the financial crisis in 2000. We employ …

Persistent link: https://www.econbiz.de/10011060374

Tail dependence and indicators of systemic risk for large US depositories

Balla, Eliana; Ergen, Ibrahim; Migueis, Marco - In: Journal of financial stability 15 (2014), pp. 195-209

Persistent link: https://www.econbiz.de/10011306458

CDX and iTraxx and their relation to the systemically important financial institutions : evidence from the 2008 - 2009 financial crisis

Calice, Giovanni - In: Journal of international financial markets, … 32 (2014), pp. 20-37

Persistent link: https://www.econbiz.de/10011299808

Quantifying structural subsidy values for systemically important financial institutions

Ueda, Kenichi; Weder di Mauro, B. - In: Journal of Banking & Finance 37 (2013) 10, pp. 3830-3842

Claimants to Systemically Important Financial Institutions (SIFIs) would receive transfers when governments are forced …

Persistent link: https://www.econbiz.de/10010738292

Is New Governance the Ideal Architecture for Global Financial Regulation?

Riles, Annelise - In: Monetary and Economic Studies 31 (2013) November, pp. 65-108

systemically important financial institutions (G-SIFIs) on the global economy, given the interconnected and pluralistic nature of …

Persistent link: https://www.econbiz.de/10010754455

Quantifying structural subsidy values for systemically important financial institutions

Ueda, Kenichi; Weder, Beatrice - In: Journal of banking & finance 37 (2013) 10, pp. 3830-3842

Persistent link: https://www.econbiz.de/10010127450

Global financial system reform: the Dodd-Frank Act and the G20 agenda

Nolle, Daniel E. - In: Journal of Financial Economic Policy 4 (2012) June, pp. 160-197

important financial institutions (“SIFIs”). Design/methodology/approach – The paper provides a deta‘iled comparison of SIFI … is to consider US policy initiatives related to a core dimension of financial system reform: risks posed by systemically …

Persistent link: https://www.econbiz.de/10010814932