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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...
Autores principales: | Loepfe, Lasse, Cabrales, Antonio, Sánchez, Angel |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Public Library of Science
2013
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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 |
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