Pitfalls in systemic-risk scoring
Author
Abstract
Suggested Citation
DOI: 10.1016/j.jfi.2018.05.004
Download full text from publisher
To our knowledge, this item is not available for download. To find whether it is available, there are three options:1. Check below whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
Other versions of this item:
- Benoit, Sylvain & Hurlin, Christophe & Pérignon, Christophe, 2019. "Pitfalls in systemic-risk scoring," Journal of Financial Intermediation, Elsevier, vol. 38(C), pages 19-44.
- Sylvain Benoît & Christophe Hurlin & Christophe Pérignon, 2017. "Pitfalls in Systemic-Risk Scoring," Working Papers hal-01485644, HAL.
References listed on IDEAS
- Carmen M. Reinhart & Graciela L. Kaminsky, 1999.
"The Twin Crises: The Causes of Banking and Balance-of-Payments Problems,"
American Economic Review, American Economic Association, vol. 89(3), pages 473-500, June.
- Graciela L. Kaminsky & Carmen M. Reinhart, 1996. "The twin crises: the causes of banking and balance-of-payments problems," International Finance Discussion Papers 544, Board of Governors of the Federal Reserve System (U.S.).
- Reinhart, Carmen & Kaminsky, Graciela, 2000. "Las crisis gemelas: las causas de los problemas bancarios y de balanza de pagos [The twin crises: Te causes of banking and balance of payments problems]," MPRA Paper 13842, University Library of Munich, Germany.
- Reinhart, Carmen & Kaminsky, Graciela, 1999. "The twin crises: The causes of banking and balance of payments problems," MPRA Paper 14081, University Library of Munich, Germany.
- Jean-Jacques Laffont & Jean Tirole, 1993. "A Theory of Incentives in Procurement and Regulation," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262121743, December.
- Lambert, Thomas, 2015.
"Lobbying on Regulatory Enforcement Actions: Evidence from Banking,"
HIT-REFINED Working Paper Series
28, Institute of Economic Research, Hitotsubashi University.
- Thomas Lambert, 2016. "Lobbying on Regulatory Enforcement Actions: Evidence from Banking," Working Papers CEB 16-017, ULB -- Universite Libre de Bruxelles.
- Bert Loudis & Meraj Allahrakha, 2016. "Systemic Importance Data Shed Light on Global Banking Risks," Briefs 16-03, Office of Financial Research, US Department of the Treasury.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Jihad Dagher, 2018. "Regulatory Cycles: Revisiting the Political Economy of Financial Crises," IMF Working Papers 2018/008, International Monetary Fund.
- Christoph Moser & Axel Dreher, 2010.
"Do Markets Care about Central Bank Governor Changes? Evidence from Emerging Markets,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(8), pages 1589-1612, December.
- Christoph Moser & Axel Dreher, 2010. "Do Markets Care about Central Bank Governor Changes? Evidence from Emerging Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(8), pages 1589-1612, December.
- Christoph Moser & Axel Dreher, 2007. "Do Markets Care about Central Bank Governor Changes? Evidence from Emerging Markets," CESifo Working Paper Series 2177, CESifo.
- Dreher, Axel & Moser, Christoph, 2008. "Do Markets Care About Central Bank Governor Changes? Evidence from Emerging Markets," Proceedings of the German Development Economics Conference, Zurich 2008 29, Verein für Socialpolitik, Research Committee Development Economics.
- Christoph Moser & Axel Dreher, 2007. "Do Markets Care About Central Bank Governor Changes? Evidence from Emerging Markets," KOF Working papers 07-177, KOF Swiss Economic Institute, ETH Zurich.
- Klein, Michael, 1996. "Competition in network industries," Policy Research Working Paper Series 1591, The World Bank.
- Tölö, Eero, 2019. "Predicting systemic financial crises with recurrent neural networks," Bank of Finland Research Discussion Papers 14/2019, Bank of Finland.
- Rodrigo M. S. Moita & Claudio Paiva, 2013.
"Political Price Cycles in Regulated Industries: Theory and Evidence,"
American Economic Journal: Economic Policy, American Economic Association, vol. 5(1), pages 94-121, February.
- Moita, Rodrigo M. & Paiva, Claudio, 2006. "Political Price Cycles in Regulated Industries: Theory and Evidence," Insper Working Papers wpe_55, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Rodrigo Menon S. Moita & Claudio Paiva, 2006. "Political Price Cycles In Regulated Industries: Theory And Evidence," Anais do XXXIV Encontro Nacional de Economia [Proceedings of the 34th Brazilian Economics Meeting] 126, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
- MARINI, Marco, 1996.
"Property Rights and Market : Employee Privatization as a Cooperative Bargaining Process,"
LIDAM Discussion Papers CORE
1996023, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Marco, Marini, 1996. "Property Rights and Market: Employee Privatization as a Cooperative Bargaining Process," MPRA Paper 31870, University Library of Munich, Germany.
- Marini, M., 1996. "Property rights and market: employee privatization as a cooperative bargaining process," LIDAM Reprints CORE 1252, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Frankel, Jeffrey & Saravelos, George, 2012.
"Can leading indicators assess country vulnerability? Evidence from the 2008–09 global financial crisis,"
Journal of International Economics, Elsevier, vol. 87(2), pages 216-231.
- Saravelo, George & Frankel, Jeffrey A., 2011. "Can Leading Indicators Assess Country Vulnerability? Evidence from the 2008-09 Global Financial Crisis," Scholarly Articles 5027952, Harvard Kennedy School of Government.
- Frankel, Jeffrey A. & Saravelos, George, 2012. "Can Leading Indicators Assess Country Vulnerability? Evidence from the 2008-09 Global Financial Crisis," Scholarly Articles 9642637, Harvard Kennedy School of Government.
- Frankel, Jeffrey & Saravelos, George, 2011. "Can Leading Indicators Assess Country Vulnerability? Evidence from the 2008-09 Global Financial Crisis," Working Paper Series rwp11-024, Harvard University, John F. Kennedy School of Government.
- Sebnem Kalemli-Ozcan & Herman Kamil & Carolina Villegas-Sanchez, 2016.
"What Hinders Investment in the Aftermath of Financial Crises: Insolvent Firms or Illiquid Banks?,"
The Review of Economics and Statistics, MIT Press, vol. 98(4), pages 756-769, October.
- Sebnem Kalemli-Ozcan & Herman Kamil & Carolina Villegas-Sanchez, 2010. "What Hinders Investment in the Aftermath of Financial Crises: Insolvent Firms or Illiquid Banks?," NBER Working Papers 16528, National Bureau of Economic Research, Inc.
- Kalemli-Özcan, Sebnem & Kamil, Herman & Villegas-Sanchez, Carolina, 2011. "What Hinders Investment in the Aftermath of Financial Crises: Insolvent Firms or Illiquid Banks?," CEPR Discussion Papers 8543, C.E.P.R. Discussion Papers.
- Alessandra Canepa & Fawaz Khaled, 2018. "Housing, Housing Finance and Credit Risk," IJFS, MDPI, vol. 6(2), pages 1-23, May.
- Henrekson, Magnus & Johansson, Dan, 2010.
"Firm Growth, Institutions and Structural Transformation,"
Ratio Working Papers
150, The Ratio Institute.
- Henrekson, Magnus & Johansson, Dan, 2010. "Firm Growth, Institutions and Structural Transformation," Working Paper Series 820, Research Institute of Industrial Economics.
- Harding, Don & Pagan, Adrian, 2011.
"An Econometric Analysis of Some Models for Constructed Binary Time Series,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 29(1), pages 86-95.
- Don Harding & Adrian Pagan, 2011. "An Econometric Analysis of Some Models for Constructed Binary Time Series," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(1), pages 86-95, January.
- Don Harding & Adrian Pagan, 2009. "An Econometric Analysis of Some Models for Constructed Binary Time Series," NCER Working Paper Series 39, National Centre for Econometric Research, revised 02 Jul 2009.
- Don Harding & Adrian Pagan, 2009. "An econometric analysis of some models for constructed binary time series," CAMA Working Papers 2009-08, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Simon P. Anderson & Régis Renault, 2011. "Price Discrimination," Chapters, in: André de Palma & Robin Lindsey & Emile Quinet & Roger Vickerman (ed.), A Handbook of Transport Economics, chapter 22, Edward Elgar Publishing.
- Yuzhou Jiang & Ramteen Sioshansi, 2023. "What Duality Theory Tells Us About Giving Market Operators the Authority to Dispatch Energy Storage," The Energy Journal, , vol. 44(3), pages 89-110, May.
- Gimet, Celine, 2007.
"Conditions necessary for the sustainability of an emerging area: The importance of banking and financial regional criteria,"
Journal of Multinational Financial Management, Elsevier, vol. 17(4), pages 317-335, October.
- Céline Gimet, 2007. "Conditions necessary for the sustainability of an emerging area: the importance of banking and financial regional criteria," Post-Print halshs-00356066, HAL.
- Dionne, G. & Doherty, N., 1991.
"Adverse Selection In Insurance Markets: A Selective Survey,"
Cahiers de recherche
9105, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Dionne, G. & Doherty, N., 1991. "Adverse Selection in Insurance Markets: a Selective Survey," Cahiers de recherche 9105, Universite de Montreal, Departement de sciences economiques.
- Wang, Wen-Yao & Hernandez-Verme, Paula, 2009.
"Multiple Reserve Requirements, Exchange Rates, Sudden Stops and Equilibrium Dynamics in a Small Open Economy,"
MPRA Paper
13802, University Library of Munich, Germany.
- Hernandez-Verme, Paula & Wang, Wen-Yao, 2009. "Multiple Reserve Requirements, Exchange Rates, Sudden Stops and Equilibrium Dynamics in a Small Open Economy," MPRA Paper 16748, University Library of Munich, Germany, revised 11 Aug 2009.
- Paula Hernandez-Verme & Wen-Yao Wang, 2009. "Multiple Reserve Requirements, Exchange Rates, Sudden Stops and Equilibrium Dynamics in a Small Open Economy," Department of Economics and Finance Working Papers EC200905, Universidad de Guanajuato, Department of Economics and Finance.
- Evrim Imer-Ertunga, 2011. "Global financing conditions and sovereign debt yields of emerging market countries," Applied Financial Economics, Taylor & Francis Journals, vol. 21(4), pages 207-215.
- Joshua Aizenman & Jaewoo Lee, 2007.
"International Reserves: Precautionary Versus Mercantilist Views, Theory and Evidence,"
Open Economies Review, Springer, vol. 18(2), pages 191-214, April.
- Joshua Aizenman & Jaewoo Lee, 2005. "International reserves: precautionary versus mercantilist views, theory and evidence," Proceedings, Federal Reserve Bank of San Francisco.
- Aizenman, Joshua & LEE, JAEWOO, 2005. "International Reserves: Precautionary versus Mercantilist Views, Theory and Evidence," Santa Cruz Center for International Economics, Working Paper Series qt44g3n2j8, Center for International Economics, UC Santa Cruz.
- Aizenman, Joshua & LEE, JAEWOO, 2005. "International Reserves: Precautionary versus Mercantilist Views, Theory and Evidence," Santa Cruz Department of Economics, Working Paper Series qt2tn4w8x6, Department of Economics, UC Santa Cruz.
- Aizenman, Joshua & LEE, JAEWOO, 2005. "International Reserves: Precautionary versus Mercantilist Views, Theory and Evidence," Santa Cruz Department of Economics, Working Paper Series qt44g3n2j8, Department of Economics, UC Santa Cruz.
- Joshua Aizenman & Jaewoo Lee, 2005. "International Reserves: Precautionary versus Mercantilist Views, Theory and Evidence," NBER Working Papers 11366, National Bureau of Economic Research, Inc.
- David Martimort & Flavio Menezes & Myrna Wooders & ELISABETTA IOSSA & DAVID MARTIMORT, 2015.
"The Simple Microeconomics of Public-Private Partnerships,"
Journal of Public Economic Theory, Association for Public Economic Theory, vol. 17(1), pages 4-48, February.
- Elisabetta Iossa & David Martimort, 2008. "The Simple Micro-Economics of Public-Private Partnerships," CEIS Research Paper 139, Tor Vergata University, CEIS, revised 15 Feb 2013.
- Elisabetta Iossa & David Martimort, 2008. "The Simple Micro-Economics of Public-Private Partnerships," The Centre for Market and Public Organisation 08/199, The Centre for Market and Public Organisation, University of Bristol, UK.
- Elisabetta Iossa & David Martimort, 2015. "The Simple Microeconomics of Public-Private Partnerships," Post-Print halshs-01109351, HAL.
- Elisabetta Iossa & David Martimort, 2015. "The Simple Microeconomics of Public-Private Partnerships," PSE-Ecole d'économie de Paris (Postprint) halshs-01109351, HAL.
- Geert Bekaert & Campbell R. Harvey, 2000.
"Capital Flows and the Behavior of Emerging Market Equity Returns,"
NBER Chapters, in: Capital Flows and the Emerging Economies: Theory, Evidence, and Controversies, pages 159-194,
National Bureau of Economic Research, Inc.
- Geert Bekaert & Campbell R. Harvey, 1998. "Capital Flows and the Behavior of Emerging Market Equity Returns," NBER Working Papers 6669, National Bureau of Economic Research, Inc.
More about this item
Keywords
Banking; Macroprudential regulation; Systemically Important Financial Institutions; Financial crises; Financial risk and risk management;All these keywords.
JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hal:journl:hal-02292305. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: CCSD (email available below). General contact details of provider: https://hal.archives-ouvertes.fr/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.