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Il rischio sistemico in finanza: una rassegna dei recenti contributi in letteratura

Author

Listed:
  • Flavio Bazzana

    (DISA, Faculty of Economics, Trento University)

  • Francesca Debortoli

Abstract

In questo lavoro si presenta una rassegna dei principali contributi che riguardano il rischio sistemico apparsi in letteratura negli ultimi vent'anni, periodo nel quale si è assistito ad una fiorente attività causa anche il manifestarsi di varie crisi economiche e finanziarie. Lo scopo principale che ci siamo posti è quello di individuare una chiave di lettura organica per i vari filoni di indagine. Questi sono stati classificati in base al "luogo" dove si origina l'evento che fa iniziare la crisi: sistema dei pagamenti, sistema finanziario e sistema bancario. Abbiamo inoltre evidenziato i meccanismi di trasmissione delle crisi all'interno dei vari sistemi, mostrando i legami che si vengono a creare tra variabili economiche e finanziarie. Nelle conclusioni indichiamo una possibile direzione di indagine per i lavori futuri.

Suggested Citation

  • Flavio Bazzana & Francesca Debortoli, 2002. "Il rischio sistemico in finanza: una rassegna dei recenti contributi in letteratura," Alea Tech Reports 017, Department of Computer and Management Sciences, University of Trento, Italy, revised 14 Jun 2008.
    • Handle: RePEc:trt:aleatr:017
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    References listed on IDEAS

    as
    1. Gianni Degasperi, 1999. "La dinamica delle crisi finanziarie: i modelli di Minsky e Kindleberger," Alea Tech Reports 005, Department of Computer and Management Sciences, University of Trento, Italy, revised 14 Jun 2008.
    2. Marco Filagrana, 2000. "Le obbligazioni strutturate nel mercato italiano: principali tipologie e problematiche di valutazione e di rischio," Alea Tech Reports 009, Department of Computer and Management Sciences, University of Trento, Italy, revised 14 Jun 2008.
    3. Marco Bee, 2002. "Un modello per l'incorporazione del rischio specifico nel VaR," Alea Tech Reports 013, Department of Computer and Management Sciences, University of Trento, Italy, revised 14 Jun 2008.
    4. Alessandro Beber, 2001. "Determinants of the implied volatility function on the Italian Stock Market," Alea Tech Reports 010, Department of Computer and Management Sciences, University of Trento, Italy, revised 14 Jun 2008.
    5. Marco Bee, 2001. "Mixture models for VaR and stress testing," Alea Tech Reports 012, Department of Computer and Management Sciences, University of Trento, Italy, revised 14 Jun 2008.
    6. Alessandro Beber & Luca Erzegovesi, 1999. "Distribuzioni di probabilità implicite nei prezzi delle opzioni," Alea Tech Reports 008, Department of Computer and Management Sciences, University of Trento, Italy, revised 14 Jun 2008.
    7. Alessandro Beber, 1999. "Il dibattito su dignità ed efficacia dell'analisi tecnica nell'economia finanziaria," Alea Tech Reports 003, Department of Computer and Management Sciences, University of Trento, Italy, revised 14 Jun 2008.
    8. Marco Filagrana, 2002. "Il "model risk" nella gestione dei rischi di mercato," Banca Impresa Società, Società editrice il Mulino, issue 2, pages 283-306.
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