The application of macroprudential capital requirements in managing systemic risk
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Publication:1646471
DOI10.1155/2018/4012163zbMATH Open1390.91340OpenAlexW2784410737MaRDI QIDQ1646471FDOQ1646471
Authors: Chirongo Moses Keregero, Howard Fan, Qian-Qian Gao 
Publication date: 25 June 2018
Published in: Complexity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2018/4012163
Recommendations
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- Measures of systemic risk
Deterministic network models in operations research (90B10) Actuarial science and mathematical finance (91G99)
Cites Work
- Title not available (Why is that?)
- Systemic risk in financial systems
- Filling in the blanks: network structure and interbank contagion
- Contagion in financial networks
- Overlapping portfolios, contagion, and financial stability
- Emergence of a core-periphery structure in a simple dynamic model of the interbank market
Cited In (5)
- How do institutional settings condition the effect of macroprudential policies on bank systemic risk?
- The disturbing interaction between countercyclical capital requirements and systemic risk
- Salience, systemic risk and spectral risk measures as capital requirements
- A multi-agent methodology to assess the effectiveness of systemic risk-adjusted capital requirements
- Capital adequacy rules, catastrophic firm failure, and systemic risk
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