Regulatory Capital Charges for Too-Connected-to-Fail Institutions; A Practical Proposal
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KeywordsFinancial institutions; Systemic risk; Regulatory capital; too-connected-to-fail; incremental portfolio; CoRisk; network analysis; perimeter of regulation; probability; probability of default; probabilities; correlation; equation; General Financial Markets: Government Policy and Regulation; Financial Institutions and Services: Government Policy and Regulation; Netwrok Analysis; General Financial Markets;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-05-02 (All new papers)
- NEP-BAN-2010-05-02 (Banking)
- NEP-REG-2010-05-02 (Regulation)
- NEP-RMG-2010-05-02 (Risk Management)
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