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asset management and systemic risk∗ thierry roncalli department of economics university of évry, france guillaume weisang graduate school of management clark university,…
journal of banking & finance 46 (2014) 85–106 contents lists available at sciencedirect journal of banking & finance journal homepage: www.elsevier .com/locate…
working paper no. 35 systemic risk: a survey by olivier de bandt and philipp hartmann november 2000 e u r o p e a n c e n t r a l b a n k working paper series e u r o p e…
endogenous systemic liquidity risk jin cao gerhard illing cesifo working paper no. 2627 category 7: monetary policy and international finance april 2009 presented at cesifo…
8/8/2019 2010ci hellwig systemic risk 1/75m a x p l a n c k s o c i e t y preprints of theax planck institute forresearch on collective goodsbonn 2008/43systemic risk in…
quantifying systemic cyber riskwhite paper san diego, california 2018 quantifying systemic cyber risk report on the “connectedness in cyber risk” workshop global
h a n d b o o k o n s y s t e m i c r i s k the handbook on systemic risk, written by experts in the field, provides researchers with an introduction to the multi-faceted
microsoft word - systemic risk spillovers_25oct2018.docxsystemic risk spillovers and interconnectedness between systemically important banks alin marius andrie a), nicu sprincean
acharya, viral v.; heje pedersen, lasse; philippon, thomas; richardson, matthew document version accepted author manuscript published in: the review of financial studies
8/13/2019 taking risk out of systemic risk measurement 1/42taking the risk out of systemic risk measurementbylevent guntay and paul kupiec1august 2014abstractconditional…
dirección general de supervisión risk matrix guide content 0. introduction 1. governance 1.1 definition 1.2 internal governance 1.3 external governance 2. credit
1 what makes systemic risk systemic contagion and spillovers in the international sovereign debt market elena kalotychoua eli remolonab and eliza wu c* # a cass business…
cyber risk – a global systemic threat a white paper to the industry on systemic risk • october 2014 table of contents foreword i executive summary ii introduction 1 part…
the financial crisis systemic risk and macro-prudential supervision philipp hartmann european central bank dg research keynote address at the cass business schoolbritish…
i (resolutions, recommendations and opinions) recommendations european systemic risk board recommendation of the european systemic risk board of 4 april 2013 on intermediate…
electronic copy available at: http:ssrncomabstract=2524991 the sovereign nature of systemic risk gerardo manzo antonio picca the university of chicago booth school of business…
systemic risk and macroprudential policy in insurance neither eiopa nor any person acting on behalf of eiopa is responsible for the use that might be made of the following…
short-term wholesale funding and systemic risk: a global covar approach german lopez-espinosa, antonio moreno, antonio rubia, laura valderrama wp/12/46 © 2012 international…
8/13/2019 taking the risk out of systemic risk measurement 1/248/13/2019 taking the risk out of systemic risk measurement 2/24the search for systemic riskthe search for systemic…
march 2013 mpra paper no. 45156, posted 17 mar 2013 03:31 utc http://www.sg.ethz.ch submitted march 16, 2013 paolo tasca, stefano battiston chair of systems design, eth zurich,