No Access
MEASURING SYSTEMIC RISK
This chapter was originally published under the same title in “Regulating Wall Street”, Acharya, VV, M Richardson, TF Coley and J Walter (eds.), Wiley.
https://doi.org/10.1142/9789814417501_0003Cited by:6 (Source: Crossref)
Abstract:
The following sections are included:
Overview
The Dodd-Frank Wall Street Reform and Consumer Protection Act
Evaluation of the Dodd-Frank ACT
Market-Based Measures of Systemic Risk
Interconnectedness
Stress Tests
Transparency
NYU Stern Systemic Risk Rankings
Systemic Risk Methodology
Systemic Risk Analysis of the Financial Crisis of 2007 to 2009
Appendix A
UK Banks
European Banks
Japanese Banks
Insurers
Appendix B
Appendix C: Marginal Expected Shortfall (MES) and Supervisory Stress Test (SCAP)
References
