Results 231 to 240 of about 9,701,954 (266)
On the Origin of Systemic Risk
SSRN Electronic Journal, 2020 Systemic risk in the banking sector is usually associated with long periods of economic downturn and very large social costs. On one hand, shocks coming from correlated exposures towards the real economy may induce correlation in banks’ default ...
Mattia Montagna, G. Torri, Giovanni Covi
semanticscholar +5 more sources
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Bank Liquidity Creation and Systemic Risk
Journal of Banking & Finance, 2020This paper examines the linkage between bank liquidity creation and systemic risk. Using quarterly data on U.S. bank holding companies from 2003 to 2016, we document that liquidity creation decreases systemic risk at the individual bank level after ...
D. Davydov, Sami Vähämaa, Sara Yasar
semanticscholar +1 more source
SSRN Electronic Journal, 2012 Systemic risk may be defined as the propensity of a financial institution to be undercapitalized when the financial system as a whole is undercapitalized. In this paper, we investigate the case of non-U.S. institutions, with several factors explaining the dynamics of financial firms returns and with asynchronicity of time zones.
Eric Jondeau +4 more
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Journal of Money, Credit and Banking, 2013
The traditional view of risk in a financial system is that it is the summation of individual risks within the system. However, the financial crisis that started in 2007 has driven home that this view of risk is inadequate. It is the interactions of financial institutions and markets that determine the systemic risks that drive financial crises.
Allen, Franklin, Carletti, Elena
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The traditional view of risk in a financial system is that it is the summation of individual risks within the system. However, the financial crisis that started in 2007 has driven home that this view of risk is inadequate. It is the interactions of financial institutions and markets that determine the systemic risks that drive financial crises.
Allen, Franklin, Carletti, Elena
openaire +4 more sources
SSRN Electronic Journal, 2022
La réglementation bancaire moderne repose sur le principe que les risques se propagent plus facilement des grandes banques au système bancaire que dans le sens inverse. Or, nous montrons le contraire, à savoir que les risques sont plus susceptibles d’être transmis aux banques par le système.
Raykov, Radoslav +1 more
openaire +2 more sources
La réglementation bancaire moderne repose sur le principe que les risques se propagent plus facilement des grandes banques au système bancaire que dans le sens inverse. Or, nous montrons le contraire, à savoir que les risques sont plus susceptibles d’être transmis aux banques par le système.
Raykov, Radoslav +1 more
openaire +2 more sources
Supervisory Enforcement Actions against Banks and Systemic Risk
Journal of Banking & Finance, 2020Prudential bank supervision is designed to enhance financial stability, but we are unaware of empirical research linking this supervision to financial system risk.
Allen N. Berger +3 more
semanticscholar +1 more source
Journal of Risk and Insurance, 2020
In this article, we investigate systemic risk of 157 insurers around the globe. We construct tail risk networks among these insurers using a single‐index model for quantile regressions with a variable selection technique.
Hua Chen, T. Sun
semanticscholar +1 more source
In this article, we investigate systemic risk of 157 insurers around the globe. We construct tail risk networks among these insurers using a single‐index model for quantile regressions with a variable selection technique.
Hua Chen, T. Sun
semanticscholar +1 more source
, 2013 Systemic risk and the financial crisis of 2007 to 2009 In the fall and winter of 2008 to 2009, the worldwide economy and financial markets fell off a cliff. The stock market fell 42 percent in the United States and, on a dollar-adjusted basis, the market dropped 46 percent in the United Kingdom, 49 percent in Europe at large, 35 percent in Japan, and
Viral V. Acharya +3 more
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