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Managing crises without government guarantees—how do we get there?

Cumming, Christine M. - Federal Reserve Bank of New York - 2011

Remarks at Banking Law Symposium 2011, Paris, France.

Persistent link: https://www.econbiz.de/10011026949

Managing crises without government guarantees—how do we get there?

Cumming, Christine M. - In: Speech (2011) Oct 3

Remarks at Banking Law Symposium 2011, Paris, France.

Persistent link: https://www.econbiz.de/10009358566

The impacts of financial regulations : solvency and liquidity in the post-crisis period

Baker, Colleen; Cumming, Christine M.; Jagtiani, Julapa - 2017

Persistent link: https://www.econbiz.de/10011689300

The Impacts of Financial Regulations : Solvency and Liquidity in the Post-Crisis Period

Baker, Colleen - 2017

This paper discusses the new financial regulations in the post–financial crisis period, focusing on capital and liquidity regulations. Basel III and the capital stress tests introduced new requirements and new definitions while retaining the structure of the pre-2010 requirements. The total...

Persistent link: https://www.econbiz.de/10012957864

Assessing financial stability : the Capital and Loss Assessment under Stress Scenarios (CLASS) model

Hirtle, Beverly J.; Kovner, Anna; Vickery, James; … - In: Journal of banking & finance 69 (2016), pp. 35-55

Persistent link: https://www.econbiz.de/10011635093

Default and liquidity risk in the junk bond market

Hirtle, Beverly J. - 1988

Persistent link: https://www.econbiz.de/10013435875

Bank economic capital

Hirtle, Beverly J.; Plosser, Matthew C. - 2025

Conventional measures of bank solvency fail to account for the unique liquidity risks posed by deposits. Using public regulatory data, we develop a novel measure, economic capital, that jointly quantifies the impact of credit, liquidity, and market risk on bank solvency. We validate that...

Persistent link: https://www.econbiz.de/10015329950