Basel III capital surcharges for G-SIBs are far less effective in managing systemic risk in comparison to network-based, systemic risk-dependent financial transaction taxes (Q1655659): Difference between revisions

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scientific article

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English	Basel III capital surcharges for G-SIBs are far less effective in managing systemic risk in comparison to network-based, systemic risk-dependent financial transaction taxes	scientific article

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instance of

scholarly article

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title

Basel III capital surcharges for G-SIBs are far less effective in managing systemic risk in comparison to network-based, systemic risk-dependent financial transaction taxes (English)

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Journal of Economic Dynamics \& Control

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publication date

9 August 2018

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full work available at URL

http://pure.iiasa.ac.at/id/eprint/14429/1/Basel%20III%20capital%20surcharges%20.pdf

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zbMATH Keywords

Basel III

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systemic risk

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resilience

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agent-based modeling

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DebtRank

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banking regulation

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MaRDI profile type

MaRDI publication profile

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cites work

The dynamics of the leverage cycle

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Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk

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Overlapping portfolios, contagion, and financial stability

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Macroeconomics from the bottom-up

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Income distribution, credit and fiscal policies in an agent-based Keynesian model

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Schumpeter meeting Keynes: a policy-friendly model of endogenous growth and business cycles

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Systemic Risk in Financial Systems

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Financial regulations and bank credit to the real economy

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Tipping points in macroeconomic agent-based models

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To bail-out or to bail-in? Answers from an agent-based model

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The impact of Basel III on financial (in)stability: an agent-based credit network approach

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Incentivizing resilience in financial networks

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Elimination of systemic risk in financial networks by means of a systemic risk transaction tax

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Leveraged network-based financial accelerator

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Leverage causes fat tails and clustered volatility

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Identifiers

zbMATH Open document ID

1401.91183

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DOI

10.1016/j.jedc.2017.02.004

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:1655659

@@ Property / OpenAlex ID @@
+W2594822581
@@ Property / OpenAlex ID: W2594822581 / rank @@
+Normal rank
@@ Property / cites work @@
+The dynamics of the leverage cycle
@@ Property / cites work: The dynamics of the leverage cycle / rank @@
+Normal rank
@@ Property / cites work @@
+Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk
+Normal rank
@@ Property / cites work @@
+Overlapping portfolios, contagion, and financial stability
+Normal rank
@@ Property / cites work @@
+Macroeconomics from the bottom-up
@@ Property / cites work: Macroeconomics from the bottom-up / rank @@
+Normal rank
@@ Property / cites work @@
+Income distribution, credit and fiscal policies in an agent-based Keynesian model
+Normal rank
@@ Property / cites work @@
+Schumpeter meeting Keynes: a policy-friendly model of endogenous growth and business cycles
+Normal rank
@@ Property / cites work @@
+Systemic Risk in Financial Systems
@@ Property / cites work: Systemic Risk in Financial Systems / rank @@
+Normal rank
@@ Property / cites work @@
+Financial regulations and bank credit to the real economy
+Normal rank
@@ Property / cites work @@
+Tipping points in macroeconomic agent-based models
+Normal rank
@@ Property / cites work @@
+To bail-out or to bail-in? Answers from an agent-based model
+Normal rank
@@ Property / cites work @@
+The impact of Basel III on financial (in)stability: an agent-based credit network approach
+Normal rank
@@ Property / cites work @@
+Incentivizing resilience in financial networks
@@ Property / cites work: Incentivizing resilience in financial networks / rank @@
+Normal rank
@@ Property / cites work @@
+Elimination of systemic risk in financial networks by means of a systemic risk transaction tax
+Normal rank
@@ Property / cites work @@
+Leveraged network-based financial accelerator
@@ Property / cites work: Leveraged network-based financial accelerator / rank @@
+Normal rank
@@ Property / cites work @@
+Leverage causes fat tails and clustered volatility
+Normal rank