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Measuring and Testing for the Systemically Important Financial Institutions · Study

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PreprintMeasuring and Testing for the Systemically Important Financial Institutions

Carlos Castro-Iragorri2012

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Preprintgreen2012

Measuring and Testing for the Systemically Important Financial Institutions

Carlos Castro-Iragorri · Stijn Ferrari

47 citations·0/0 files stored·SSRN Electronic Journal

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Banking stability, regulation, efficiency Financial Risk and Volatility Modeling Global Financial Regulation and Crises

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References

2010Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach 2010An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area 2010Financial Factors in Economic Fluctuations 2009Back to the basics in banking? A micro-analysis of banking system stability 2010Interbank Exposures: An Empirical Examination of Systemic Risk in the Belgian Banking System 2009Credit Frictions and Optimal Monetary Policy 2008The dynamics of trade and competition 2010The Pricing Behaviour of Firms in the Euro Area: New Survey Evidence

Cited by

2014The Single Supervisory Mechanism or 'SSM', Part One of the Banking Union 2013The BIS and the Latin American Debt Crisis of the 1980s 2013Funding Liquidity, Market Liquidity and TED Spread: A Two-Regime Model 2012On the Origins of the Triffin Dilemma: Empirical Business Cycle Analysis and Imperfect Competition Theory 2012Concording EU Trade and Production Data Over Time 2012

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Details

Year2012

Typepreprint

Published2012-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations47

Files0 public / 0

ShelfBanking stability, regulation, efficiency

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doi10.2139/ssrn.2160856

openalex_workW2016888366

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