Banking regulation and systemic risk

DOI10.1023/A:1021299202181zbMATH Open1032.91638OpenAlexW1530184700MaRDI QIDQ1870487FDOQ1870487

Authors: Martin Summer 

Publication date: 14 May 2003

Published in: Open Economies Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1021299202181

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zbMATH Keywords

systemic riskfinancial stabilitybanking regulationbanking crises

Mathematics Subject Classification ID

Cited In (14)

• Diversification and systemic risk in the banking system
• Chaotic banking crises and regulations
• Bank Regulation, CEO Compensation, and Boards
• Network topology of the interbank market
• Financial regulation, non-compliance risks and control: a statistical approach
• Capital flows, financial intermediation and macroprudential policies
• Some lessons for regulation from recent bank crises
• A new methodology to derive a bank's maturity structure using accounting-based time series information
• Banks, relative performance, and sequential contagion
• Financial Regulation in a Quantitative Model of the Modern Banking System
• Bank capital regulation with random audits.
• Values-based and global systemically important banks: their stability and the impact of regulatory changes after the financial crisis on it
• Where the risks lie: a survey on systemic risk
• Guest editor's introduction

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