Financial Stability and Shadow Banks: What We Don't Know Could Hurt Us: a speech at the \"Financial Stability: Policy Analysis and Data Needs\" 2015 Financial Stability Conference sponsored by the Federal Reserve Bank of Cleveland and the Office of Financial Research, Washington, D.C., December 3, 2015
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Allen, Franklin & Babus, Ana & Carletti, Elena, 2012.
"Asset commonality, debt maturity and systemic risk,"
Journal of Financial Economics, Elsevier, vol. 104(3), pages 519-534.
- Franklin Allen & Ana Babus & Elena Carletti, 2010. "Asset Commonality, Debt Maturity, and Systemic Risk," NBER Chapters, in: Market Institutions and Financial Market Risk, National Bureau of Economic Research, Inc.
- Allen, Franklin & Carletti, Elena & Babus, Ana, 2011. "Asset Commonality, Debt Maturity and Systemic Risk," CEPR Discussion Papers 8476, C.E.P.R. Discussion Papers.
- Allen, Franklin & Babus, Ana & Carletti, Elena, 2013. "Asset Commonality, Debt Maturity and Systemic Risk," Working Papers 10-30, University of Pennsylvania, Wharton School, Weiss Center.
- Allen, Franklin & Babus, Ana & Carletti, Elena, 2011. "Asset Commonality, Debt Maturity and Systemic Risk," Working Papers 11-58, University of Pennsylvania, Wharton School, Weiss Center.
- Flood, Mark D. & Lemieux, Victoria L. & Varga, Margaret & William Wong, B.L., 2016.
"The application of visual analytics to financial stability monitoring,"
Journal of Financial Stability, Elsevier, vol. 27(C), pages 180-197.
- Mark D. Flood & Victoria L. Lemieux & Margaret Varga & B.L. William Wong, 2014. "The Application of Visual Analytics to Financial Stability Monitoring," Working Papers 14-02, Office of Financial Research, US Department of the Treasury, revised 30 Jul 2015.
- Daron Acemoglu & Asuman Ozdaglar & Alireza Tahbaz-Salehi, 2015.
"Systemic Risk and Stability in Financial Networks,"
American Economic Review, American Economic Association, vol. 105(2), pages 564-608, February.
- Daron Acemoglu & Asuman Ozdaglar & Alireza Tahbaz-Salehi, 2013. "Systemic Risk and Stability in Financial Networks," NBER Working Papers 18727, National Bureau of Economic Research, Inc.
- 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.
- Fernando M. Duarte & Thomas M. Eisenbach, 2013. "Fire-sale spillovers and systemic risk," Staff Reports 645, Federal Reserve Bank of New York.
- Thomas Eisenbach & Fernando Duarte, 2014. "Fire-Sale Spillovers and Systemic Risk," 2014 Meeting Papers 541, Society for Economic Dynamics.
- Dimitrios Bisias & Mark Flood & Andrew W. Lo & Stavros Valavanis, 2012.
"A Survey of Systemic Risk Analytics,"
Annual Review of Financial Economics, Annual Reviews, vol. 4(1), pages 255-296, October.
- Dimitrios Bisias & Mark Flood & Andrew W. Lo & Stavros Valavanis, 2012. "A Survey of Systemic Risk Analytics," Working Papers 12-01, Office of Financial Research, US Department of the Treasury.
- Gazi I. Kara & Mary Tian & Margaret Yellen, 2015. "Taxonomy of Studies on Interconnectedness," FEDS Notes 2015-07-31, Board of Governors of the Federal Reserve System (U.S.).
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Jin-Wook Chang, 2019. "Collateralized Debt Networks with Lender Default," Finance and Economics Discussion Series 2019-083, Board of Governors of the Federal Reserve System (U.S.).
- Antonio Cabrales & Piero Gottardi & Fernando Vega-Redondo, 2017.
"Risk Sharing and Contagion in Networks,"
The Review of Financial Studies, Society for Financial Studies, vol. 30(9), pages 3086-3127.
- Antonio Cabrales & Piero Gottardo & Fernando Vega-Redondo, 2013. "Risk-Sharing and Contagion in Networks," Economics Working Papers ECO2013/01, European University Institute.
- Antonio Cabrales & Piero Gottardi & Fernando Vega-Redondo, 2014. "Risk-Sharing and Contagion in Networks," CESifo Working Paper Series 4715, CESifo.
- Antonio Cabrales & Piero Gottardi & Fernando Vega-Redondo, 2014. "Risk-sharing and contagion in networks," Working Papers 2014-18, FEDEA.
- Cabrales, Antonio & Gottardi, Piero & Vega-Redondo, Fernando, 2013. "Risk-sharing and contagion in networks," UC3M Working papers. Economics we1301, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Piero Gottardi & Fernando Vega-Redondo & Antonio Cabrales, 2014. "Risk Sharing and Contagion in Networks," 2014 Meeting Papers 278, Society for Economic Dynamics.
- Liang, Qi & Lu, Yanchen & Li, Zheng, 2020. "Business connectedness or market risk? Evidence from financial institutions in China," China Economic Review, Elsevier, vol. 62(C).
- Engljähringer, Hannah Katharina & Stracca, Livio, 2020. "Firm-specific shocks and contagion: are banks special?," Working Paper Series 2481, European Central Bank.
- Lei Chen & Hui Li & Frank Hong Liu & Yue Zhou, 2021. "Bank regulation and systemic risk: cross country evidence," Review of Quantitative Finance and Accounting, Springer, vol. 57(1), pages 353-387, July.
- Justus Inhoffen, 2019. "Stability Implications of Financial Interconnectedness under the Capital Markets Union," DIW Roundup: Politik im Fokus 129, DIW Berlin, German Institute for Economic Research.
- repec:idn:journl:v:18:y:2016:i:4:p:1-30 is not listed on IDEAS
- Shakya, Shasta, 2022. "Geographic networks and spillovers between banks," Journal of Corporate Finance, Elsevier, vol. 77(C).
- Cincinelli, Peter & Pellini, Elisabetta & Urga, Giovanni, 2021. "Leverage and systemic risk pro-cyclicality in the Chinese financial system," International Review of Financial Analysis, Elsevier, vol. 78(C).
- Paul Glasserman & Peyton Young, 2015. "Contagion in Financial Networks," Economics Series Working Papers 764, University of Oxford, Department of Economics.
- Yun, Tae-Sub & Jeong, Deokjong & Park, Sunyoung, 2019. "“Too central to fail” systemic risk measure using PageRank algorithm," Journal of Economic Behavior & Organization, Elsevier, vol. 162(C), pages 251-272.
- Cincinelli, Peter & Pellini, Elisabetta & Urga, Giovanni, 2022. "Systemic risk in the Chinese financial system: A panel Granger causality analysis," International Review of Financial Analysis, Elsevier, vol. 82(C).
- Dungey, Mardi & Luciani, Matteo & Veredas, David, 2018. "Systemic risk in the US: Interconnectedness as a circuit breaker," Economic Modelling, Elsevier, vol. 71(C), pages 305-315.
- Hüser, Anne-Caroline, 2016. "Too interconnected to fail: A survey of the Interbank Networks literature," SAFE Working Paper Series 91, Leibniz Institute for Financial Research SAFE, revised 2016.
- McLemore, Ping & Mihov, Atanas & Sanz, Leandro, 2022. "Global banks and systemic risk: The dark side of country financial connectedness," Journal of International Money and Finance, Elsevier, vol. 129(C).
- Borochin, Paul & Rush, Stephen, 2022. "Information networks in the financial sector and systemic risk," Journal of Banking & Finance, Elsevier, vol. 134(C).
- Paul Glasserman & H. Peyton Young, 2015. "Contagion in Financial Networks," Working Papers 15-21, Office of Financial Research, US Department of the Treasury.
- van de Leur, Michiel C.W. & Lucas, André & Seeger, Norman J., 2017.
"Network, market, and book-based systemic risk rankings,"
Journal of Banking & Finance, Elsevier, vol. 78(C), pages 84-90.
- Michiel C.W. van de Leur & Andre Lucas, 2016. "Network, Market, and Book-Based Systemic Risk Rankings," Tinbergen Institute Discussion Papers 16-074/IV, Tinbergen Institute.
- Spelta, A. & Pecora, N. & Rovira Kaltwasser, P., 2019. "Identifying Systemically Important Banks: A temporal approach for macroprudential policies," Journal of Policy Modeling, Elsevier, vol. 41(1), pages 197-218.
- Li, Fei & Kang, Hao & Xu, Jingfeng, 2022. "Financial stability and network complexity: A random matrix approach," International Review of Economics & Finance, Elsevier, vol. 80(C), pages 177-185.
- Kleinow, Jacob & Moreira, Fernando, 2016. "Systemic risk among European banks: A copula approach," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 42(C), pages 27-42.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:fip:fedgsq:885. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Ryan Wolfslayer ; Keisha Fournillier (email available below). General contact details of provider: https://edirc.repec.org/data/frbgvus.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.