Publications Search Results

May 23, 2015

The search found 40 of 13395 documents sorted by Date with the following criteria:
Subject / Keyword: systemic risk

Results: 1 2 [Next] [New Search] [Sort by Author] [Sort by Title]


1.

Title: Interconnectedness, Systemic Crises and Recessions
Author/Editor: Marco A Espinosa-Vega ; Steven Russell
Series: Working Paper No. 15/46
Published: February 27, 2015
Subject(s): Interconnectedness | Banks | Financial crises | Economic recession | Systemic risk assessment | Equilibrium. Econometric models

 

2.

Title: Centrality-based Capital Allocations
Author/Editor: Adrian Alter ; Ben Craig ; Peter Raupach
Series: Working Paper No. 14/237
Published: December 24, 2014
Subject(s): Banking systems | Interconnectedness | Capital requirements | Credit risk | Systemic risk | Financial contagion | Econometric models

 

3.

Title: A Simple Macroprudential Liquidity Buffer
Author/Editor: Daniel C. Hardy ; Philipp Hochreiter
Series: Working Paper No. 14/235
Published: December 22, 2014
Subject(s): Banking sector | Liquidity | Bank financing | Systemic risk | Banking crisis | Macroprudential policies and financial stability | Crisis management

 

4.

Title: An Overview of Macroprudential Policy Tools
Author/Editor: Stijn Claessens
Series: Working Paper No. 14/214
Published: December 11, 2014
Subject(s): Macroprudential policies and financial stability | Monetary policy | Procyclicality of financial system | Financial intermediation | Other systemic risk tools

 

5.

Title: Macro-Prudential Policies to Mitigate Financial System Vulnerabilities
Author/Editor: Stijn Claessens ; Swati R. Ghosh ; Roxana Mihet
Series: Working Paper No. 14/155
Published: August 19, 2014
Subject(s): Macroprudential policies and financial stability | Banking systems | Systemic risk | Risk management | Econometric models

 

6.

Title: Bank Size and Systemic Risk
Author/Editor: Luc Laeven ; Lev Ratnovski ; Hui Tong
Series: Staff Discussion Notes No. 14/4
Published: May 8, 2014
Subject(s): Systemic risk | Systemic risk assessment | Too-big-too-fail | Bank capital | Bank regulations | Corporate governance | Financial crisis | Bank financing | Bank deposits

 

7.

Title: Measuring Systemic Risk-Adjusted Liquidity (SRL) : A Model Approach
Author/Editor: Andreas Jobst
Series: Working Paper No. 12/209
Published: August 1, 2012
Subject(s): Banking sector | Economic models | Risk management
Author's keyword(s): Systemic risk | liquidity risk | Net Stable Funding Ratio (NSFR) | extreme value theory | financial contagion | macroprudential regulation

 

8.

Title: Measuring Systemic Liquidity Risk and the Cost of Liquidity Insurance
Author/Editor: Tiago Severo
Series: Working Paper No. 12/194
Published: July 1, 2012
Subject(s): Banks | Credit risk | International banks | Liquidity
Author's keyword(s): Liquidity | systemic risk | banks | stock returns | insurance

 

9.

Title: Externalities and Macroprudential Policy
Author/Editor: De Nicoló, Gianni ; Favara, Giovanni ; Ratnovski, Lev
Series: Staff Discussion Notes No. 12/5
Published: June 7, 2012
Subject(s): Macroprudential Policy | Financial systems | Banks | Capital markets | Financial risk | Financial stability | Risk management
Author's keyword(s): Externalities | systemic risk | macroprudential policy

 

10.

Title: Monitoring Systemic Risk Based on Dynamic Thresholds
Author/Editor: Kasper Lund-Jensen
Series: Working Paper No. 12/159
Published: June 1, 2012
Subject(s): Financial stability | Macroprudential Policy | Banking crisis | Banking sector | Economic models | Financial risk
Author's keyword(s): Systemic Risk | Financial Stability | Macroprudential Policy.

 

11.

Title: Systemic Risk and Asymmetric Responses in the Financial Industry
Author/Editor: Germán López-Espinosa ; Antonio Rubia ; Laura Valderrama ; Antonio Moreno
Series: Working Paper No. 12/152
Published: June 1, 2012
Subject(s): Banking systems | Commercial banks | Economic models | Financial risk | Risk management
Author's keyword(s): Value at Risk; systemic risk; tail-risk dependence; downside risk.

 

12.

Title: Systemic Real and Financial Risks : Measurement, Forecasting, and Stress Testing
Author/Editor: Marcella Lucchetta ; Gianni De Nicoló
Series: Working Paper No. 12/58
Published: February 1, 2012
Subject(s): Economic indicators | Financial risk | Forecasting models | Group of seven | Prices
Author's keyword(s): Systemic Risks | Dynamic Factor Model | Quantile Auto-regressions | Density Forecasts

 

13.

Title: From Stress to Costress : Stress Testing Interconnected Banking Systems
Author/Editor: Rodolfo Maino ; Kalin Tintchev
Series: Working Paper No. 12/53
Published: February 1, 2012
Subject(s): Banking systems | Credit expansion | Credit risk | Economic models | External shocks | Risk management | Stress testing
Author's keyword(s): Stress Testing | Credit Risk | Systemic Risk

 

14.

Title: Short-Term Wholesale Funding and Systemic Risk : A Global Covar Approach
Series: Working Paper No. 12/46
Published: February 1, 2012
Subject(s): Economic models | Financial institutions | Financial risk | International banks
Author's keyword(s): Systemic Risk | Wholesale Funding | Liquidity Risk | Macroprudential Regulation

 

15.

Title: Managing Non-Core Liabilities and Leverage of the Banking System : A Building Block for Macroprudential Policy Making in Korea
Author/Editor: Ali Alichi ; Cheol Hong ; Sang Chul Ryoo
Series: Working Paper No. 12/27
Published: January 1, 2012
Subject(s): Banking systems | Economic models
Author's keyword(s): Macroprudential Policies | Macroprudential Model | Systemic Risk

 

16.

Title: Financial Stability Reports:What Are They Good For?
Author/Editor: Cihák, Martin ; Muñoz, Sònia ; Sharifuddin, Shakira Teh ; Tintchev, Kalin
Series: Working Paper No. 12/1
Published: January 1, 2012
Subject(s): Central banks | Data quality assessment framework | Financial stability | Public information notices
Author's keyword(s): Financial Stability | Central Banking | Macro-Prudential Tools | Systemic Risk

 

17.

Title: Macroprudential Policy : What Instruments and How to Use them? Lessons From Country Experiences
Series: Working Paper No. 11/238
Published: October 1, 2011
Subject(s): Credit | Liquidity | Capital | Banks | Capital inflows | Credit risk | Developed countries | Emerging markets | Exchange rate regimes | Financial risk | Financial sector
Author's keyword(s): macroprudential | instruments | systemic risk | procyclicality | interconnectedness | credit | liquidity | capital.

 

18.

Title: Making Banks Safer : Can Volcker and Vickers Do it?
Author/Editor: Julian T. S. Chow ; Jay Surti
Series: Working Paper No. 11/236
Published: October 1, 2011
Subject(s): Bank supervision | Banking | Banks | Commercial banks | Risk management
Author's keyword(s): Banks | Business Models | Systemic Risk

 

19.

Title: Systemic Risks in Global Banking : What Available Data Can Tell Us and What More Data Are Needed?
Author/Editor: Eugenio Cerutti ; Patrick M. McGuire ; Stijn Claessens
Series: Working Paper No. 11/222
Published: September 1, 2011
Subject(s): Bank credit | Banking systems | Credit risk | Data collection | Financial risk | International banking
Author's keyword(s): Systemic risks; banking system | international | contagion | vulnerabilities

 

20.

Title: Systemic Risk and Optimal Regulatory Architecture
Author/Editor: Marco A Espinosa-Vega ; Rafael Matta ; Charles M. Kahn ; Juan Sole
Series: Working Paper No. 11/193
Published: August 1, 2011
Subject(s): Banks | Economic models | External shocks | Financial institutions | Financial risk | Liquidity
Author's keyword(s): Bank regulation; Systemic risk; Forbearance; Information sharing; Financial reform.

 

Results: 1 2 [Next] [New Search] [Sort by Author] [Sort by Title]


How to Order