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Regulating Systemic Risk

Author

Listed:
  • Viral V. Acharya
  • Lasse Pedersen
  • Thomas Philippon
  • Matthew Richardson

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Suggested Citation

  • Viral V. Acharya & Lasse Pedersen & Thomas Philippon & Matthew Richardson, 2009. "Regulating Systemic Risk," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 18(2), pages 174-175, May.
    • Handle: RePEc:wly:finmar:v:18:y:2009:i:2:p:174-175
    DOI: 10.1111/j.1468-0416.2009.00147_20.x
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    Cited by:

    1. Fernando Duarte & Thomas M. Eisenbach, 2021. "Fire‐Sale Spillovers and Systemic Risk," Journal of Finance, American Finance Association, vol. 76(3), pages 1251-1294, June.
    2. Hatem Salah & Marwa Souissi, 2016. "Financial Stability and Macro Prudential Regulation: Policy Implication of Systemic Expected Shortfall Measure," Working Papers 985, Economic Research Forum, revised Apr 2016.
    3. Javier Suarez, 2010. "The Pending Challenges in Global Financial Regulation Reform," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 4(2), pages 241-253, May.
    4. Christian Weistroffer, 2011. "Identifying Systemically Important Financial Institutions (SIFIs)," Working Papers id:4383, eSocialSciences.
    5. Ueda, Kenichi & Weder di Mauro, B., 2013. "Quantifying structural subsidy values for systemically important financial institutions," Journal of Banking & Finance, Elsevier, vol. 37(10), pages 3830-3842.

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