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Basel III ans Systemic Risk Regulation - What Way Forward?

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  • Co-Pierre Georg

    ()
    (School of Economics and Business Administration, Friedrich-Schiller-University Jena)

Abstract

One of the most pressing questions in the aftermath of the financial crisis is how to deal with systemically important financial institutions (SIFIs). The purpose of this paper is to review the recent literature on systemic risk and evaluate the regulation proposals in the Basel III framework with respect to this literature. A number of shortcomings in the current framework are analyzed and three measures for future reform are proposed: counter-cyclical risk-weights, dynamic asset value correlation multipliers, and enhanced transparency requirements for SIFIs.

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File URL: http://pubdb.wiwi.uni-jena.de/pdf/wp_hlj17-2011.pdf
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Bibliographic Info

Paper provided by Friedrich-Schiller-University Jena in its series Global Financial Markets Working Paper Series with number 17-2011.

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Date of creation: 27 Jan 2011
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Handle: RePEc:hlj:hljwrp:17-2011

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Web page: http://www.gfinm.de

Related research

Keywords: systemic risk; SIFIs; regulation;

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  1. Jorge A. Chan-Lau, 2010. "Regulatory Capital Charges for too-Connected-To-Fail Institutions," IMF Working Papers 10/98, International Monetary Fund.
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Cited by:
  1. Pinar Yesin, 2013. "Foreign currency loans and systemic risk in Europe," Review, Federal Reserve Bank of St. Louis, issue May, pages 219-236.
  2. Angelos Kanas, 2014. "The impact of prompt corrective action on the default risk of the U.S. commercial banking sector," Review of Quantitative Finance and Accounting, Springer, vol. 43(2), pages 393-404, August.

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