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Variation in Systemic Risk at US Banks During 1974-2010 · Study

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PreprintVariation in Systemic Risk at US Banks During 1974-2010

Armen Hovakimian2012

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Preprintgreen2012

Variation in Systemic Risk at US Banks During 1974-2010

Armen Hovakimian · Edward J. Kane · Luc A. Laeven

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

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Banking stability, regulation, efficiency Financial Risk and Volatility Modeling Credit Risk and Financial Regulations

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References

2000Financial Contagion 2009Deciphering the Liquidity and Credit Crunch 2007–2008 2008Liquidity and leverage 2012Econometric measures of connectedness and systemic risk in the finance and insurance sectors 2017SRISK: A conditional capital shortfall measure of systemic risk 2012Securitization without risk transfer 2011Tails, Fears, and Risk Premia 2004Market discipline and deposit insurance

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2021CEO overconfidence, firm-specific factors, and systemic risk: evidence from China 2013International Evidence on Government Support and Risk Taking in the Banking Sector 2016Derivatives usage, securitization, and the crash sensitivity of bank stocks 2016Discretionary Loan Loss Provisions and Systemic Risk in the Banking Industry

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Details

Year2012

Typepreprint

Published2012-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations24

Files0 public / 0

ShelfBanking stability, regulation, efficiency

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doi10.2139/ssrn.2031798

openalex_workW4231300501

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