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Joining up prudential and resolution regulation for systemically important banks

Ebner, André; Westhoff, Christiane - 2024

We set out a stylised framework for the policies enacted to address the risks posed by systemically important institutions (SIIs) and to counter the too-big-to-fail (TBTF) problem, examining conceptually how far supervisory and resolution policies are complementary or substitutable. The...

Persistent link: https://www.econbiz.de/10015071011

Financial crisis supervision and institutional innovation

Tao, Huan - 2020

Persistent link: https://www.econbiz.de/10012149765

Macroprudential regulation : a risk management approach

Dimitrov, Daniel; Wijnbergen, Sweder van - 2023

We address the problem of regulating the size of banks' macroprudential capital buffers by using market-based estimates …

Persistent link: https://www.econbiz.de/10013489714

Macroprudential regulation : a risk management approach

Dimitrov, Daniel; Wijnbergen, Sweder van - 2023

Persistent link: https://www.econbiz.de/10013502371

Macroprudential regulation : a risk management approach

Dimitrov, Daniel; Wijnbergen, Sweder van - 2023

Persistent link: https://www.econbiz.de/10013539252

Systemic risk contributions

Huang, Xin; Zhou, Hao; Zhu, Haibin - In: Journal of financial services research : JFSR 42 (2012) 1/2, pp. 35-54

Persistent link: https://www.econbiz.de/10009714846

Pitfalls in systemic-risk scoring

Benoit, Sylvain; Hurlin, Christophe; Pérignon, Christophe - In: Journal of financial intermediation 38 (2019), pp. 19-44

Persistent link: https://www.econbiz.de/10012269638

Effect of banking and macroeconomic variables on systemic risk : an application of CoVaR for an emerging economy

Mendonça, Helder Ferreira de; Silva, Rafael Bernardo da - In: The North American journal of economics and finance : a … 43 (2018), pp. 141-157

Persistent link: https://www.econbiz.de/10012036273

The ESRB handbook on operationalising macro-prudential policy in the banking sector : addendum : macroprudential leverage ratios, June 2015

European Systemic Risk Board - 2015

The ESRB Handbook on Operationalising Macroprudential Policy in the Banking Sector (ESRB (2014a)) provides detailed … guidance to macroprudential authorities in the European Union (EU) on how to design and implement macroprudential policy for … the banking sector. It is not binding on macroprudential authorities and does not prejudice the competence of the …

Persistent link: https://www.econbiz.de/10015300519

Dynamical macroprudential stress testing using network theory

Levy Carciente, Sary; Kenett, Dror Y.; Avakian, Adam; … - In: Journal of banking & finance 59 (2015), pp. 164-181

Persistent link: https://www.econbiz.de/10011544421