The Price of Being a Systemically Important Financial Institution (SIFI)
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Other versions of this item:
- Michel Dacorogna & Marc Busse, 2017. "The Price of Being a Systemically Important Financial Institution (SIFI)," International Review of Finance, International Review of Finance Ltd., vol. 17(4), pages 611-616, December.
References listed on IDEAS
- Richard Davies & Belinda Tracey, 2014. "Too Big to Be Efficient? The Impact of Implicit Subsidies on Estimates of Scale Economies for Banks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(s1), pages 219-253, February.
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- A. Mantovi, 2019. "Information insensitivity, collateral flows and the logic of financial stability," Economics Department Working Papers 2019-EP01, Department of Economics, Parma University (Italy).
More about this item
KeywordsSystemic Risk; Too Big to Fail; Risk Measure; Value-at-Risk and Tail Value-at- Risk; Option Price; Risk Neutral Distribution; Heavy tail; Pareto; Insurance;
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- E61 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Policy Objectives; Policy Designs and Consistency; Policy Coordination
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-BAN-2017-01-08 (Banking)
- NEP-CBA-2017-01-08 (Central Banking)
- NEP-MAC-2017-01-08 (Macroeconomics)
- NEP-RMG-2017-01-08 (Risk Management)
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