Systemic Risk Contributions
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(This abstract was borrowed from another version of this item.)
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DOI: 10.1007/s10693-011-0117-8
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- Xin Huang & Hao Zhou & Haibin Zhu, 2011. "Systemic risk contributions," BIS Papers chapters,in: Bank for International Settlements (ed.), Macroprudential regulation and policy, volume 60, pages 36-43 Bank for International Settlements.
- Xin Huang & Hao Zhou & Haibin Zhu, 2011. "Systemic risk contributions," Finance and Economics Discussion Series 2011-08, Board of Governors of the Federal Reserve System (U.S.).
References listed on IDEAS
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More about this item
Keywords
Distress insurance premium; Systemic risk; Macroprudential regulation; Large complex financial institution; Too-big-to-fail; Too-connected-to-fail; G21; G28; G14;JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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