Understanding systemic risk in global financial markets

An accessible and detailed overview of the risks posed by financial institutions Understanding Systemic Risk in Global Financial Markets offers an accessible yet detailed overview of the risks to financial stability posed by financial institutions designated as systemically important. The types of f...

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Bibliographic Details
Main Authors: Gottesman, Aron, Leibrock, Michael (Author)
Format: eBook
Language:English
Published: Hoboken, New Jersey Wiley 2017
Series:Wiley finance
Subjects:
Online Access:
Collection: O'Reilly - Collection details see MPG.ReNa
Table of Contents:
  • Includes bibliographical references and index
  • Introduction to systemic risk
  • How we got here: a history of financial crises
  • The credit crisis of 2007-2009
  • Systemic risk, economic and behavioral theories: what can we learn?
  • Systemic risk data
  • Macroprudential versus microprudential oversight
  • Introduction to the U.S. regulatory regime
  • Introduction to international regulatory regimes
  • Systemically important entities
  • The Volcker rule
  • Counterparty credit risk
  • The Dodd-Frank Act and counterparty credit risk
  • The Basel Accords
  • Lender of last resort
  • Interconnectedness risk
  • Conclusion: looking ahead
  • Appendix: systemic risk models