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Systemic Aspects of Risk Management in Banking and Finance

Citations

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Cited by:

  1. Hyun Song Shin, 2010. "Financial intermediation and the post-crisis financial system," BIS Working Papers 304, Bank for International Settlements.
  2. Kirstein, Roland, 2002. "The new Basle Accord, internal ratings, and the incentives of banks," International Review of Law and Economics, Elsevier, vol. 21(4), pages 393-412, May.
  3. George Sheldon, 1995. "A Limit-Risk Capital Adequacy Rule: An Alternative Approach to Capital Adequacy Regulation for Banks with an Empirical Application to Switzerland," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 131(IV), pages 773-805, December.
  4. Ernest Dautovic, 2019. "Has Regulatory Capital Made Banks Safer? Skin in the Game vs Moral Hazard," Cahiers de Recherches Economiques du Département d'économie 19.03, Université de Lausanne, Faculté des HEC, Département d’économie.
  5. Martin Hellwig, 2010. "Capital Regulation after the Crisis: Business as Usual?," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 8(2), pages 40-46, 07.
  6. repec:zbw:bofrdp:2018_016 is not listed on IDEAS
  7. Martin Hellwig, 2021. "‘Capitalism: what has gone wrong?’: Who went wrong? Capitalism? The market economy? Governments? ‘Neoliberal’ economics? [‘It Takes a Village to Maintain a Dangerous Financial System’, ch. 13]," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 37(4), pages 664-677.
  8. Ulrich Erlenmaier & Hans Gersbach, 2001. "The Funds Concentration Effect and Discriminatory Bailout," CESifo Working Paper Series 591, CESifo.
  9. Claudio Borio, 2011. "Rediscovering the Macroeconomic Roots of Financial Stability Policy: Journey, Challenges, and a Way Forward," Annual Review of Financial Economics, Annual Reviews, vol. 3(1), pages 87-117, December.
  10. Marcin Łupiński, 2013. "Statistical Data and Models Used for Analysis and Management of Financial Stability at the Macro Level," Ekonomia journal, Faculty of Economic Sciences, University of Warsaw, vol. 32.
  11. Claudio Borio & Mathias Drehmann, 2011. "Toward an Operational Framework for Financial Stability: “Fuzzy” Measurement and Its Consequences," Central Banking, Analysis, and Economic Policies Book Series, in: Rodrigo Alfaro (ed.),Financial Stability, Monetary Policy, and Central Banking, edition 1, volume 15, chapter 4, pages 063-123, Central Bank of Chile.
  12. David T. Llewellyn, 2002. "An analysis of the causes of recent banking crises," The European Journal of Finance, Taylor & Francis Journals, vol. 8(2), pages 152-175, June.
  13. Richard Windram, 2005. "Risk‐Taking Incentives: A Review of the Literature," Journal of Economic Surveys, Wiley Blackwell, vol. 19(1), pages 65-90, February.
  14. Joachim Keller & Peter Praet, 2009. "Extreme events and financial system governance : some lessons from the crisis," Financial Stability Review, National Bank of Belgium, vol. 7(1), pages 127-138, June.
  15. Gehrig, Thomas & Iannino, Maria Chiara, 2021. "Did the Basel Process of capital regulation enhance the resiliency of European banks?," Journal of Financial Stability, Elsevier, vol. 55(C).
  16. Eva Terberger, 1995. "Comment on the Paper by Thomas Gehrig "Capital Adequacy Rules: Implications for Banks' Risk Taking"; and Summary of the Discussion," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 131(IV), pages 765-772, December.
  17. Schnabel, Isabel & Shin, Hyun Song, 2001. "Foreshadowing LTCM: The Crisis of 1763," Sonderforschungsbereich 504 Publications 02-46, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
  18. Olga Bohachova, 2008. "The Impact of Macroeconomic Factors on Risks in the Banking Sector: A Cross-Country Empirical Assessment," IAW Discussion Papers 44, Institut für Angewandte Wirtschaftsforschung (IAW).
  19. Markus Fischer & Christa Hainz & Jörg Rocholl & Sascha Steffen, 2014. "Government guarantees and bank risk taking incentives," ESMT Research Working Papers ESMT-14-02, ESMT European School of Management and Technology.
  20. Martin Hellwig, 2009. "Systemic Risk in the Financial Sector: An Analysis of the Subprime-Mortgage Financial Crisis," De Economist, Springer, vol. 157(2), pages 129-207, June.
  21. Claudio Borio, 2011. "Implementing the Macroprudential Approach to Financial Regulation and Supervision," Chapters, in: Christopher J. Green & Eric J. Pentecost & Tom Weyman-Jones (ed.), The Financial Crisis and the Regulation of Finance, chapter 7, Edward Elgar Publishing.
  22. Hans Gersbach, 2008. "Banking with Contingent Contracts, Macroeconomic Risks, and Banking Crises," CER-ETH Economics working paper series 08/93, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
  23. Teteryatnikova, Mariya, 2014. "Systemic risk in banking networks: Advantages of “tiered” banking systems," Journal of Economic Dynamics and Control, Elsevier, vol. 47(C), pages 186-210.
  24. Yunyong Thaicharoen & Rungporn Roengpitya & Jiranit Chaowalit & Songklod Rastapana, 2009. "Developing the Efficient and Resilient Financial System for Thailand: Lessons from the Crisis and Challenges Ahead," Working Papers 2009-04, Monetary Policy Group, Bank of Thailand.
  25. Goodhart, Charles, 2013. "Ratio controls need reconsideration," Journal of Financial Stability, Elsevier, vol. 9(3), pages 445-450.
  26. Conrad F. J. Beyers & Allan Freitas & Kojo A. Essel-Mensah & Reyno Seymore & Dimitrios P. Tsomocos, 2020. "A computable general equilibrium model for banking sector risk assessment in South Africa," Annals of Finance, Springer, vol. 16(2), pages 195-218, June.
  27. Goodhart, C.A.E., 2006. "A framework for assessing financial stability?," Journal of Banking & Finance, Elsevier, vol. 30(12), pages 3415-3422, December.
  28. Hans Gersbach, 2002. "Financial Intermediation and the Creation of Macroeconomic Risks," CESifo Working Paper Series 695, CESifo.
  29. Helmut Elsinger & Alfred Lehar & Martin Summer, 2006. "Risk Assessment for Banking Systems," Management Science, INFORMS, vol. 52(9), pages 1301-1314, September.
  30. Bankim Chadha & David Folkerts-Landau & Mervyn A. King & Roberto G. Mendoza, 1999. "The Evolving Role of Banks in International Capital Flows," NBER Chapters, in: International Capital Flows, pages 191-234, National Bureau of Economic Research, Inc.
  31. Gehrig, Thomas, 2013. "Capital, Trust and Competitiveness in the Banking Sector," CEPR Discussion Papers 9348, C.E.P.R. Discussion Papers.
  32. Martin Hellwig, 2007. "Switzerland and Euroland: European Monetary Union, Monetary Stability and Financial Stability," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2007_9, Max Planck Institute for Research on Collective Goods.
  33. Manfred Jaeger-Ambrozewicz, 2012. "Closed form solutions of measures of systemic risk," Papers 1211.4173, arXiv.org.
  34. Gabriele Galati & Richhild Moessner, 2018. "What Do We Know About the Effects of Macroprudential Policy?," Economica, London School of Economics and Political Science, vol. 85(340), pages 735-770, October.
  35. Adrián F. Rossignolo, 2019. "Basel IV A gloomy future for Expected Shortfall risk models. Evidence from the Mexican Stock Market," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 14(PNEA), pages 559-582, Agosto 20.
  36. Steffen, Sascha, 2014. "Robustness, validity, and significance of the ECB's asset quality review and stress test exercise," SAFE White Paper Series 23, Leibniz Institute for Financial Research SAFE.
  37. Thomas Gehrig, 1995. "Capital Adequacy Rules: Implications for Banks' Risk-Taking," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 131(IV), pages 747-764, December.
  38. Ebrahimi Kahou, Mahdi & Lehar, Alfred, 2017. "Macroprudential policy: A review," Journal of Financial Stability, Elsevier, vol. 29(C), pages 92-105.
  39. Bofinger, Peter & Schnabel, Isabel & Feld, Lars P. & Schmidt, Christoph M. & Wieland, Volker, 2015. "Zukunftsfähigkeit in den Mittelpunkt. Jahresgutachten 2015/16 [Focus on Future Viability. Annual Report 2015/16]," Annual Economic Reports / Jahresgutachten, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, volume 127, number 201516, February.
  40. Gabriele Galati & Richhild Moessner, 2013. "Macroprudential Policy – A Literature Review," Journal of Economic Surveys, Wiley Blackwell, vol. 27(5), pages 846-878, December.
  41. Dana Kiselakova & Beata Sofrankova & Miroslava Soltes, 2016. "Analytical View on the Financial and Social Stability within the Euro Area: Empirical Evidence from Slovakia," International Journal of Economics and Financial Issues, Econjournals, vol. 6(4), pages 1637-1645.
  42. Ernst Baltensperger, 1998. "The Question of Bank Capital Regulation," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 134(IV), pages 645-648, December.
  43. Rungporn Roengpitya & Phurichai Rungcharoenkitkul, 2010. "Measuring Systemic Risk And Financial Linkages In The Thai Banking System," Working Papers 2010-02, Monetary Policy Group, Bank of Thailand.
  44. Hyun Song Shin, 2011. "Comment on "Risk Topography"," NBER Chapters, in: NBER Macroeconomics Annual 2011, Volume 26, pages 184-189, National Bureau of Economic Research, Inc.
  45. Martin Hellwig, 2018. "Bargeld, Giralgeld, Vollgeld: Zur Diskussion um das Geldwesen nach der Finanzkrise," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2018_10, Max Planck Institute for Research on Collective Goods.
  46. repec:onb:oenbwp:y::i:79:b:1 is not listed on IDEAS
  47. Martin Hellwig, 2000. "Banken zwischen Politik und Markt: Worin besteht die volkswirtschaftliche Verantwortung der Banken?," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 1(3), pages 337-356, August.
  48. Ghosh, Saibal, 2001. "Financial Stability and Public Policy: An Overview," MPRA Paper 19757, University Library of Munich, Germany.
  49. Gehrig, Thomas & Iannino, Maria Chiara, 2021. "Did the Basel Process of capital regulation enhance the resiliency of European banks?," Journal of Financial Stability, Elsevier, vol. 55(C).
  50. Baker, Andrew, 2015. "The bankers’ paradox: the political economy of macroprudential regulation," LSE Research Online Documents on Economics 61998, London School of Economics and Political Science, LSE Library.
  51. Cai, Jian & Eidam, Frederik & Saunders, Anthony & Steffen, Sascha, 2018. "Syndication, interconnectedness, and systemic risk," Journal of Financial Stability, Elsevier, vol. 34(C), pages 105-120.
  52. Bodo Herzog, 2021. "Hidden Blemish in European Law: Judgements on Unconventional Monetary Programmes," Laws, MDPI, vol. 10(2), pages 1-13, March.
  53. Nderitu Kingori, 2016. "Market Structure, Macroeconomic Shocks, and Banking Risk in Kenya," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, vol. 1(2), pages 81-113, December.
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