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Towards a Proper Assignment of Systemic Risk: The Combined Roles of Network Topology and Shock Characteristics

The 2007-2008 financial crisis solidified the consensus among policymakers that a macro-prudential approach to regulation and supervision should be adopted. The currently preferred policy option is the regulation of capital requirements, with the main focus on combating procyclicality and on identif...

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Detalles Bibliográficos
Autores principales: Loepfe, Lasse, Cabrales, Antonio, Sánchez, Angel
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2013
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3798718/
https://www.ncbi.nlm.nih.gov/pubmed/24147017
http://dx.doi.org/10.1371/journal.pone.0077526