Regulating systemic risk of financial institutions:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Marburg
Tectum-Verl.
2011
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| Subjects: | |
| Online Access: | Inhaltstext Inhaltsverzeichnis |
| Item Description: | Literaturangaben |
| Physical Description: | 117 S. graph. Darst. 21 cm |
| ISBN: | 9783828827837 |
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MARC
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Record in the Search Index
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IMAGE 1
CONTENTS
LIST OF FIGURES AND TABLES 7
L I ST OF ABBREVIATIONS 9
1. INTRODUCTION 11
2. RELATED LITERATURE 13
3. SYSTEMIC RISK OF FINANCIAL INSTITUTIONS 15
3.1 EMERGENCE AND PROPAGATION OF SYSTEMIC RISK 15
3.1.1 SYSTEMIC RISK AND THE FINANCIAL SYSTEM 15
3.1.2 DERIVATION OF SYSTEMIC RISK FACTORS 17
3.1.3 THE CROSS-SECTIONAL DIMENSION: PROPAGATION MECHANISM 22 3.1.4 THE
TIME DIMENSION: PROCYCLICALITY 28
3.2 QUANTIFICATION OF SYSTEMIC RISK 29
3.2.1 MEASURING SYSTEMIC RISK 29
3.2.2 PRICING SYSTEMIC RISK 38
3.3 SYSTEMIC LIQUIDITY RISK 40
3.4 CONCLUSION 41
4. A NEW REGULATORY FRAMEWORK TO AVOID SYSTEMIC RISK 45
4.1 UNDESIRABLE DEVELOPMENTS IN FINANCIAL REGULATION 45
4.1.1 CURRENT TRADE-OFFS IN THE REGULATORY FRAMEWORK 45 4.1.2 THE
PROBLEMATIC ISSUE OF FAIR VALUE ACCOUNTING 49
4.1.3 LESSONS LEARNT FROM BASEL II 52
4.1.4 BASEL II AND THE SYSTEMIC RISK FACTORS 55
4.2 NEW COMPONENTS IN FUTURE REGULATION TO AVOID SYSTEMIC RISK 57 4.2.1
THE FUTURE ROLE OF INCENTIVES 57
4.2.2 MACROPRUDENTIAL REGULATION AND INTERNATIONAL COORDINATION 60 4.3
CONCLUSION 65
5. AN EVALUATION OF REGULATOR'S LATEST RESPONSE 67
5.1 REGULATORY PROPOSALS FOR BASEL III 67
5.1.1 OVERVIEW AND STATEMENTS ON CURRENT PROPOSALS 67
5.1.2 EXAMINATION OF THE IMPACT ASSESSMENT 71
5.1.3 THE US AND EUROPEAN STRESS TEST 75
5.2 AN EVALUATION OF BASEL III 78
5.2.1 AN "INCENTIVE-BASED" INVESTIGATION OF BASEL III 79
5.2.2 BASEL III AND THE MITIGATION OF BASEL II'S DRAWBACKS 81 5.2.3
BASEL III AND THE SYSTEMIC RISK FACTORS 83
5.2.4 A CRITICAL STATEMENT ON BASEL III 86
5.3 CONCLUSION 90
6. RESULTS AND FURTHER PROSPECTS 93
BIBLIOGRAFISCHE INFORMATIONEN HTTP://D-NB.INFO/1016473451
DIGITALISIERT DURCH
IMAGE 2
APPENDIX 95
APPENDIX I: BROAD OUDINE OF ACTUAL BASEL III FRAMEWORK 95
APPENDIX II: RESULTS OF THE COMMITTEE'S QIS 103
APPENDIX III: DESIGN AND RESULTS OF THE US AND EUROPEAN STRESS TEST 105
BIBLIOGRAPHY 109 |
| any_adam_object | 1 |
| author | Schwerter, Stefan |
| author_facet | Schwerter, Stefan |
| author_role | aut |
| author_sort | Schwerter, Stefan |
| author_variant | s s ss |
| building | Verbundindex |
| bvnumber | BV039870905 |
| classification_rvk | QK 950 |
| ctrlnum | (OCoLC)773363294 (DE-599)DNB1016473451 |
| dewey-full | 332.1 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.1 |
| dewey-search | 332.1 |
| dewey-sort | 3332.1 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Book |
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| isbn | 9783828827837 |
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| spelling | Schwerter, Stefan Verfasser aut Regulating systemic risk of financial institutions Stefan Schwerter Marburg Tectum-Verl. 2011 117 S. graph. Darst. 21 cm txt rdacontent n rdamedia nc rdacarrier Literaturangaben Basel Committee on Banking Supervision Basler Eigenkapitalvereinbarung (DE-588)7842492-6 gnd rswk-swf Regulierung (DE-588)4201190-5 gnd rswk-swf Kreditwesen (DE-588)4032950-1 gnd rswk-swf Basel Committee on Banking Supervision Basler Eigenkapitalvereinbarung (DE-588)7842492-6 u Kreditwesen (DE-588)4032950-1 s Regulierung (DE-588)4201190-5 s DE-604 X:MVB text/html http://deposit.dnb.de/cgi-bin/dokserv?id=3901248&prov=M&dok_var=1&dok_ext=htm Inhaltstext DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024730223&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Schwerter, Stefan Regulating systemic risk of financial institutions Basel Committee on Banking Supervision Basler Eigenkapitalvereinbarung (DE-588)7842492-6 gnd Regulierung (DE-588)4201190-5 gnd Kreditwesen (DE-588)4032950-1 gnd |
| subject_GND | (DE-588)7842492-6 (DE-588)4201190-5 (DE-588)4032950-1 |
| title | Regulating systemic risk of financial institutions |
| title_auth | Regulating systemic risk of financial institutions |
| title_exact_search | Regulating systemic risk of financial institutions |
| title_full | Regulating systemic risk of financial institutions Stefan Schwerter |
| title_fullStr | Regulating systemic risk of financial institutions Stefan Schwerter |
| title_full_unstemmed | Regulating systemic risk of financial institutions Stefan Schwerter |
| title_short | Regulating systemic risk of financial institutions |
| title_sort | regulating systemic risk of financial institutions |
| topic | Basel Committee on Banking Supervision Basler Eigenkapitalvereinbarung (DE-588)7842492-6 gnd Regulierung (DE-588)4201190-5 gnd Kreditwesen (DE-588)4032950-1 gnd |
| topic_facet | Basel Committee on Banking Supervision Basler Eigenkapitalvereinbarung Regulierung Kreditwesen |
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