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Systemic fragility in decentralized markets

Lehar, Alfred; Parlour, Christine A. - 2022

Persistent link: https://www.econbiz.de/10013470652

Macroprudential capital requirements and systemic risk

Gauthier, Céline; Lehar, Alfred; Souissi, Moez - In: Journal of Financial Intermediation 21 (2012) 4, pp. 594-618

When setting banks’ regulatory capital requirement based on their contribution to the overall risk of the banking system we have to consider that the risk of the banking system as well as each bank’s risk contribution changes once bank equity capital gets reallocated. We define...

Persistent link: https://www.econbiz.de/10010765477

Macroprudential capital requirements and systemic risk

Gauthier, Céline; Lehar, Alfred; Souissi, Moez - In: Journal of financial intermediation 21 (2012) 4, pp. 594-618

Persistent link: https://www.econbiz.de/10009704560

Macroprudential policy : a review

Kahou, Mahdi Ebrahimi; Lehar, Alfred - In: Journal of financial stability 29 (2017), pp. 92-105

Persistent link: https://www.econbiz.de/10011825581

Imperfect renegotiations in interbank financial networks

David, Alexander; Lehar, Alfred - In: Management science : journal of the Institute for … 65 (2019) 5, pp. 2342-2359

Persistent link: https://www.econbiz.de/10012039785

Macroprudential Capital Requirements and Systemic Risk

Gauthier, Céline - 2010

When regulating banks based on their contribution to the overall risk of the banking system we have to consider that the risk of the banking system as well as each bank's risk contribution changes once bank equity capital gets reallocated. We define macroprudential capital requirements as the...

Persistent link: https://www.econbiz.de/10013138952