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Systemic Risk Conferences

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Viewing: 1 - 37 of 37 papers

1.

Does Contingent Capital Induce Excessive Risk-Taking?

Journal of Financial Intermediation, Forthcoming
Number of pages: 55 Posted: 17 Nov 2010 Last Revised: 11 Feb 2015
Working Paper Series
Tobias Berg and Christoph Kaserer
Frankfurt School of Finance & Management and Technische Universität München (TUM)
Downloads 1,475
2.

Shadow Banking and Financial Stability: European Money Market Funds in the Global Financial Crisis

Journal of International Money and Finance, Vol. 32, 2013
Number of pages: 17 Posted: 02 Mar 2011 Last Revised: 11 Feb 2014
Accepted Paper Series
Elias Bengtsson
Sveriges Riksbank
Downloads 1,122
3.

Minsky’s Financial Instability Hypothesis and the Leverage Cycle

London School of Economics FMG Special Paper
Number of pages: 44 Posted: 02 Mar 2011 Last Revised: 06 Dec 2011
Working Paper Series
Sudipto Bhattacharya, Dimitrios P. Tsomocos, Charles Goodhart and Alexandros Vardoulakis
London School of Economics, University of Oxford - Said Business School and St. Edmund Hall, London School of Economics & Political Science (LSE) - Financial Markets Group and Board of Governors of the Federal Reserve System
Downloads 705
4.

Loan-to-Value Ratio as a Macroprudential Tool - Hong Kong's Experience and Cross-Country Evidence

Systemic Risk, Basel III, Financial Stability and Regulation 2011
Number of pages: 37 Posted: 25 Feb 2011
Working Paper Series
T. C. Wong, Tom Fong, Ka-Fai Li and Henry Choi
Hong Kong Monetary Authority - Research Department, Hong Kong Monetary Authority, Hong Kong Monetary Authority and Hong Kong Monetary Authority
Downloads 678
5.

Googling SIFIs

Systemic Risk: Liquidity Risk, Governance and Financial Stability, Forthcoming
Number of pages: 31 Posted: 25 Oct 2012 Last Revised: 24 Apr 2014
Accepted Paper Series
Mardi Dungey, Matteo Luciani and David Veredas
University of Cambridge - Cambridge Endowment for Research in Finance (CERF), Federal Reserve Board and Vlerick Business School
Downloads 665
6.

The Determinants of Bank Liquidity

Number of pages: 22 Posted: 04 Apr 2013
Working Paper Series
Gantiah Wuryandani
Bank Indonesia
Downloads 655
7.

Restraining Overconfident CEOs through Improved Governance: Evidence from the Sarbanes-Oxley Act

Review of Financial Studies, 2015, vol. 28, no. 10, pp. 2812-2858, UNSW Australian School of Business Research Paper No. 2013 BFIN 05
Number of pages: 65 Posted: 01 Apr 2013 Last Revised: 15 Sep 2016
Accepted Paper Series
Suman Banerjee, Mark Humphery-Jenner and Vikram K. Nanda
Stevens Institute of Technology, UNSW Business School and University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics
Downloads 626
8.

What Constrains Liquidity Provision? Evidence From Hedge Fund Trades

Systemic Risk: Liquidity Risk, Governance and Financial Stability, 2013, Swiss Finance Institute Research Paper No. 13-10
Number of pages: 42 Posted: 26 Mar 2013 Last Revised: 03 Jul 2015
Working Paper Series
Francesco A. Franzoni and Alberto Plazzi
USI Lugano and USI-Lugano

Multiple version iconThere are 2 versions of this paper

Downloads 447
9.

Asset Pricing with Downside Liquidity Risks

Management Science, Forthcoming
Number of pages: 46 Posted: 22 Dec 2012 Last Revised: 24 Dec 2015
Accepted Paper Series
Sean A. Anthonisz and Tālis J. Putniņš
The University of Sydney and University of Technology Sydney - UTS Business School
Downloads 419
10.

Measuring Systemic Risk and Financial Linkages in the Thai Banking System

Systemic Risk, Basel III, Financial Stability and Regulation 2011
Number of pages: 43 Posted: 01 Mar 2011
Working Paper Series
Rungporn Roengpitya and Phurichai Rungcharoenkitkul
Bank of Thailand and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 377
11.

Asymmetric Covar: An Application to International Banking

Systemic Risk, Basel III, Financial Stability and Regulation 2011
Number of pages: 35 Posted: 02 Mar 2011
Working Paper Series
Germán López-Espinosa, Antonio Moreno, Antonio Rubia Serrano and Laura Valderrama
University of Navarra, University of Navarra - Faculty of Economics and Business, University of Alicante, Department of Financial Economics and International Monetary Fund (IMF) - Western Hemisphere Department
Downloads 303
12.

Managerial Incentives, Market Power and Bank Risk-Taking

Finance and Corporate Governance Conference 2010 Paper, Systemic Risk, Basel III, Financial Stability and Regulation 2011
Number of pages: 30 Posted: 15 Jan 2010 Last Revised: 29 Jun 2011
Working Paper Series
Mamiza Haq, Barry Williams and Shams Pathan
University of Queensland - Finance, Department of Banking and Finance and The University of Queensland

Multiple version iconThere are 2 versions of this paper

Downloads 303
13.

A Network Model for Bank Lending Capacity

Systemic Risk, Basel III, Financial Stability and Regulation 2011
Number of pages: 17 Posted: 02 Mar 2011 Last Revised: 02 May 2011
Working Paper Series
Christian Schmaltz and Sebastian Pokutta
University of Aarhus and Georgia Institute of Technology
Downloads 294
14.

Xtreme Credit Risk Models: Implications for Bank Capital Buffers

Systemic Risk, Basel III, Financial Stability and Regulation 2011
Number of pages: 22 Posted: 01 Mar 2011
Working Paper Series
David E. Allen, Akhmad Kramadibrata, Robert J. Powell and Abhay Kumar-Singh
School of Mathematics and Statistics, The University of Sydney, Edith Cowan University - School of Accounting, Finance and Economics, Edith Cowan University - School of Accounting, Finance and Economics and Edith Cowan University
Downloads 242
15.

Financial Crises and Adequacy of Regulatory Responses

Systemic Risk, Basel III, Financial Stability and Regulation 2011
Number of pages: 25 Posted: 02 Mar 2011
Working Paper Series
Andreas Walter Mattig and Stefan Morkoetter
University of St. Gallen and University of St. Gallen - School of Finance
Downloads 218
16.

The Influence of Risk Governance on Risk Outcomes - International Evidence

Macquarie Applied Finance Centre Research Paper No. 37, November 2012, Systemic Risk: Liquidity Risk, Governance and Financial Stability
Number of pages: 53 Posted: 10 Dec 2012 Last Revised: 29 Mar 2013
Working Paper Series
Anna Lingel and Elizabeth A. Sheedy
Technical University Munich and Macquarie University Department of Applied Finance and Actuarial Studies
Downloads 196
17.

Pricing Parisian Options: The Extended Binomial Tree vs. Monte-Carlo Simulation

Number of pages: 16 Posted: 02 Apr 2013
Working Paper Series
Tao L. Wu
Illinois Institute of Technology
Downloads 188
18.

Incentives Through the Cycle: Microfounded Macroprudential Regulation

Systemic Risk, Basel III, Financial Stability and Regulation 2011
Number of pages: 18 Posted: 22 Jan 2011 Last Revised: 01 Mar 2013
Working Paper Series
Giovanni di Iasio and Mario Quagliariello
Bank of Italy and European Banking Authority
Downloads 158
19.

Independent Directors and Risk Taking: Evidence from Listed US Insurance Companies

Systemic Risk: Liquidity Risk, Governance and Financial Stability
Number of pages: 46 Posted: 03 Apr 2013 Last Revised: 28 Jun 2013
Working Paper Series
Jyotirmoy Podder, Michael T. Skully and Kym Brown
Torrens University Australia, Monash University - Department of Banking and Finance and Monash Business School, Monash University

Multiple version iconThere are 2 versions of this paper

Downloads 155
20.

Economic Costs and Benefits of Imposing Short-Horizon Value-at-Risk Type Regulation

Systemic Risk, Basel III, Financial Stability and Regulation 2011
Number of pages: 43 Posted: 03 Mar 2011
Working Paper Series
Zhen Shi and Bas J. M. Werker
University of Melbourne and Tilburg University - Center for Economic Research (CentER)

Multiple version iconThere are 2 versions of this paper

Downloads 134
21.

Sentiment in Financial News and the Application of Portfolio Management

Number of pages: 44 Posted: 02 Apr 2013
Working Paper Series
Ralph Lu, Yu-Chen Wei and Yen-Ju Hsu
Ming Chuan University - Department of Finance, National Kaohsiung First University of Science and Technology and National Taiwan University, Department of Finance, Students
Downloads 122
22.

Do Interbank Customer Relationships Exist? And How Did They Function Over the Crisis? Learning from Italy

Systemic Risk, Basel III, Financial Stability and Regulation 2011
Number of pages: 40 Posted: 28 Feb 2011 Last Revised: 03 Jun 2011
Working Paper Series
Massimiliano Affinito
Bank of Italy
Downloads 121
23.

Systematic Liquidity and the Funding Liquidity Hypothesis

Journal of Banking and Finance, Forthcoming, Systemic Risk: Liquidity Risk, Governance and Financial Stability
Number of pages: 57 Posted: 04 Apr 2013 Last Revised: 10 Oct 2014
Accepted Paper Series
Xiaolin Qian, Lewis Tam and Bohui Zhang
University of Macau, Faculty of Business Administration, University of Macau and University of New South Wales (UNSW) - School of Banking and Finance
Downloads 115
24.

Identifying Banking Crises Dates

Systemic Risk, Basel III, Financial Stability and Regulation, 2011
Number of pages: 31 Posted: 01 Mar 2011 Last Revised: 26 Oct 2011
Working Paper Series
Pearpilai Jutasompakorn, Sirimon Treepongkaruna and Robert D. Brooks
Monash University, University of Western Australia and Monash University
Downloads 103
25.

Bank Risk and National Governance in Asia

Systemic Risk: Liquidity Risk, Governance and Financial Stability Conference
Number of pages: 39 Posted: 27 Mar 2013 Last Revised: 11 Aug 2014
Working Paper Series
Barry Williams
Department of Banking and Finance
Downloads 101
26.

The Impact of Liquidity on Senior Credit Spreads During the Subprime Crisis

Systemic Risk: Liquidity Risk, Governance and Financial Stability
Number of pages: 65 Posted: 30 Mar 2013 Last Revised: 08 Jul 2013
Working Paper Series
Miriam Marra
University of Reading - ICMA Centre
Downloads 101
27.

Financial Deepening and Social Capital.

Number of pages: 36 Posted: 23 Aug 2011 Last Revised: 24 May 2013
Working Paper Series
Francesco Marchionne and Alberto Niccoli
Indiana University - Kelley School of Business - Department of Business Economics & Public Policy and Università Politecnica delle Marche and MoFiR
Downloads 99
28.

Policy in Adaptive Financial Markets — The Use of Systemic Risk Early Warning Tools

Systemic Risk: Liquidity Risk, Governance and Financial Stability
Number of pages: 72 Posted: 31 Mar 2013
Working Paper Series
Mikhail V. Oet, Stephen J. Ong and Dieter Gramlich
Case Western Reserve University - Weatherhead School of Management, Federal Reserve Banks - Federal Reserve Bank of Cleveland and Baden-Wuerttemberg Cooperative State University Mosbach (DHBW)

Multiple version iconThere are 2 versions of this paper

Downloads 90
29.

Stock Price Informativeness and Output Growth: Some Evidence from Emerging Economies

Systemic Risk: Liquidity Risk, Governance and Financial Stability
Number of pages: 25 Posted: 02 Apr 2013
Working Paper Series
Fang Chin Cheng, Ferdinand A. Gul and Bin Srinidhi
University of New South Wales, Deakin University - Department of Accounting and University of Texas at Arlington - Department of Accounting

Multiple version iconThere are 3 versions of this paper

Downloads 81
30.

Measuring Systemic Risk-Adjusted Liquidity (SRL) — A Model Approach

Systemic Risk: Liquidity Risk, Governance and Financial Stability
Number of pages: 52 Posted: 01 Apr 2013 Last Revised: 16 May 2014
Working Paper Series
Andreas (Andy) Jobst
World Bank Group

Multiple version iconThere are 2 versions of this paper

Downloads 69
31.

Re-examining the Futures Market Efficiency using a New Approach in the Presence of a Time-Varying Risk Premium

Number of pages: 46 Posted: 14 Mar 2013 Last Revised: 30 Oct 2014
Working Paper Series
Duminda Kuruppuarachchi, Hai Lin and I. M. Premachandra
University of Otago - Department of Accountancy and Finance, Victoria University of Wellington - School of Economics & Finance and University of Otago - Department of Accountancy and Finance
Downloads 59
33.

Macs and PCs: Observations of the Canadian, U.S., and Global Financial Systems

Systemic Risk, Basel III, Financial Stability and Regulation 2011
Number of pages: 27 Posted: 02 Mar 2011
Working Paper Series
Patricia A. McGraw
Ryerson University
Downloads 45
34.

The State-Contingent Link between Market Illiquidity and Economic Growth

Number of pages: 24 Posted: 17 Feb 2013
Working Paper Series
Alan Rai
Macquarie University, Faculty of Business and Economics
Downloads 37
35.

The ‘Celtic Case’: Guarantees, Transparency and Dual Debt Crises

Systemic Risk: Liquidity Risk, Governance and Financial Stability
Number of pages: 50 Posted: 01 Apr 2013
Working Paper Series
Philipp König, Kartik Anand and Frank Heinemann
Technische Universität Berlin (TU Berlin), Deutsche Bundesbank and Berlin Institute of Technology
Downloads 5
36.

Bank Opacity and Information Asymmetry around Quarterly Earnings Announcements

Posted: 30 Mar 2013 Last Revised: 28 Oct 2014
Working Paper Series
Tanvir Ansari
Queensland University of Technology - School of Economics and Finance
37.

Financial Crisis, Temporary Liquidity Guarantee Program, and the Impacts on the Fixed Income Markets

Systemic Risk: Liquidity Risk, Governance and Financial Stability
Posted: 01 Apr 2013
Working Paper Series
Brent W. Ambrose, Yiying Cheng and Tao-Hsien Dolly King
Pennsylvania State University, University of St Thomas and University of North Carolina (UNC) at Charlotte - Department of Finance
Submit a Paper Section 508 Text Only Pages

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