Nothing Special   »   [go: up one dir, main page]
create a website
A proposal for the resolution of systemically important assets and liabilities: The case of the repo market. (2012). Acharya, Viral ; Oncu, Sabri T.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:8927.

Full description at Econpapers || Download paper

Cited: 3

Citations received by this document

Cites: 36

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Drivers of Shadow Banking System: A Panel Empirical Approach for Developed Countries. (2023). Zhelyazkova, Virginia ; Goldman, Sarah.
    In: Economic Studies journal.
    RePEc:bas:econst:y:2023:i:8:p:95-122.

    Full description at Econpapers || Download paper

  2. What is Shadow Banking?. (2014). Claessens, Stijn ; Ratnovski, Lev.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2014/025.

    Full description at Econpapers || Download paper

  3. Implications of the Dodd-Frank Act. (2012). Richardson, Matthew ; Acharya, Viral V..
    In: Annual Review of Financial Economics.
    RePEc:anr:refeco:v:4:y:2012:p:1-38.

    Full description at Econpapers || Download paper

References

References cited by this document

    References contributed by pro164-17125

  1. Acharya, V. V. and A. Krishnamurthy, 2010, “Why Bankers Must Bear the Risk of ‘Too Safe to Fail’ Assets,” Financial Times, March 17.
    Paper not yet in RePEc: Add citation now
  2. Acharya, V. V. and M. Richardson (editors), 2009, Restoring Financial Stability: How to Repair a Failed System, New York University Stern School of Business and John Wiley & Sons.
    Paper not yet in RePEc: Add citation now
  3. Acharya, V. V. and T. S. Öncü, 2010, “The Repurchase Agreement (Repo) Market,” Chapter 11 in Viral V. Acharya, Thomas F. Cooley, Matthew Richardson and Ingo Walter (editors), Regulating Wall Street, The Dodd-Frank Act and the New Architecture of Global Finance, New York University Stern School of Business and John Wiley & Sons.
    Paper not yet in RePEc: Add citation now
  4. Acharya, V. V., B. Adler and M. Richardson, 2011, “A Proposal to Resolve the Distress of Large and Complex Financial Institutions,” New York University, Stern School of Business Working Paper.
    Paper not yet in RePEc: Add citation now
  5. Acharya, V. V., B. Adler, M. Richardson and N. Roubini, 2010, “Resolution Authority,” Chapter 8 in Viral V. Acharya, Thomas F. Cooley, Matthew Richardson and Ingo Walter (editors), 34 Regulating Wall Street, The Dodd-Frank Act and the New Architecture of Global Finance, New York University Stern School of Business and John Wiley & Sons.
    Paper not yet in RePEc: Add citation now
  6. Acharya, V. V., T. F. Cooley, M. Richardson and I. Walter (editors), 2011, Dodd-Frank: One Year On, VoxEu.org eBook.
    Paper not yet in RePEc: Add citation now
  7. Acharya, V. V., Thomas F. Cooley, Matthew Richardson and Ingo Walter (editors), 2010, Regulating Wall Street, The Dodd-Frank Act and the New Architecture of Global Finance, New York University Stern School of Business and John Wiley & Sons.
    Paper not yet in RePEc: Add citation now

  8. Acharya, Viral V., L. H. Pedersen, T. Philippon and Matthew Richardson, 2010, “Measuring Systemic Risk”, New York University, Stern School of Business Working Paper.

  9. Basel Committee on Banking Supervision, 2010, “BCBS-CGFS Working Group on Systemic Liquidity Risk.”
    Paper not yet in RePEc: Add citation now

  10. Calomiris, C. W., and E. N. White., 1994, The Origins of Federal Deposit Insurance, in The Regulated Economy, C. Goldin and G. D. Libecop (editors), University of Chicago Press, Chicago.

  11. Cohan, W. D., 2009, House of Cards: A Tale of Hubris and Wretched Excess on Wall Street. New York: Knopf Doubleday.
    Paper not yet in RePEc: Add citation now

  12. Copeland, A., A. Martin and M. W. Walker, 2010, “The Tri-Party Repo Market Before the 2010 Reforms,” Federal Reserve Bank of New York Working Paper.

  13. Edwards, F. and E. Morrison, 2004, “Derivatives and the Bankruptcy Code: Why the Special Treatment?” Columbia Law and Economics Research Paper No. 258.
    Paper not yet in RePEc: Add citation now
  14. Faubus, B., 2010, “Narrowing the Bankruptcy Safe Harbor for Derivatives to Combat Systemic Risk,” Duke Law Journal, Vol. 59, pp. 802-842.
    Paper not yet in RePEc: Add citation now
  15. FDIC, 2011, “The Meeting of the Systemic Resolution Advisory Committee of the Federal Deposit Insurance Corporation Held in the Board Room, Federal Deposit In surance Corporation Building”, June 21.
    Paper not yet in RePEc: Add citation now
  16. Fleming, M. and K. D. Garbade, 2003, “The Repurchase Agreement Refined: GCF Repos ,” FRBNY Current Issues in Economics and Finance, Vol. 9, No. 6, pp. 1-7.
    Paper not yet in RePEc: Add citation now
  17. FRBNY White Paper, 2010, “Tri-Party Repo Infrastructure Reform,” May 17.
    Paper not yet in RePEc: Add citation now
  18. Garbade, K.D., 2006, “The Evolution of Repo Contracting Conventions in the 1980s,” FRBNY Economic Policy Review, May, pp. 27-42.
    Paper not yet in RePEc: Add citation now
  19. Gorton, G. and A. Metrick, 2009a, “Securitized Banking and Run on the Repo,” Yale ICF Working Paper No. 09-14.
    Paper not yet in RePEc: Add citation now
  20. Gorton, G. and A. Metrick, 2009b, “Haircuts,” Yale ICF Working Paper No. 09-15.
    Paper not yet in RePEc: Add citation now

  21. Gorton, G. and A. Metrick, 2010, “Regulating the Shadow Banking System”, Yale University Working Paper.

  22. Gorton, G., 2009, “Slapped in the Face by the Invisible Hand: Banking and the Panic of 2007,” The Federal Reserve Bank of Atlanta’s 2009 Financial Markets Conference: Financial Innovation and Crisis, May 11-13.
    Paper not yet in RePEc: Add citation now
  23. Graeber, D., Debt, The first 5,000 Years, Melville House, Brooklyn, New York.
    Paper not yet in RePEc: Add citation now
  24. Jackson, T. H., 2009, “Chapter 11F: A Proposal for the Use of Bankruptcy to Resolve Financial Institutions,” in Kenneth E. Scott, George P. Shultz and John B. Taylor (editors) Ending Government Bailouts as We Know Them, Hoover Press.
    Paper not yet in RePEc: Add citation now
  25. Kaufman, G. G. and K. E. Scott, 2003,“What Is Systemic Risk, and Do Bank Regulators Retard or Contribute to It?” The Independent Review, Vol. 7, No. 3,pp. 371-391.
    Paper not yet in RePEc: Add citation now

  26. Kaufman, G. G., 2004, “Depositor Liquidity and Loss-Sharing in Bank Failure Resolutions,” Contemporary Economic Policy, Vol. 22, No. 2,pp. 237-249.

  27. Miller, H., 2009, “Too Big to Fail: The Role of Bankruptcy and Antitrust Law in Financial Regulation Reform,” Testimony before the Subcommittee on Commercial and Administrative Law of the House of Representatives Committee on the Judiciary, October 22.
    Paper not yet in RePEc: Add citation now
  28. Olson, J. S., 1988, Saving Capitalism, Princeton University Press, Princeton, NJ.
    Paper not yet in RePEc: Add citation now
  29. Perotti, E., 2010, “Systemic Liquidity Risk and Bankruptcy Exceptions,” Center for Economic Policy Research, Policy Insight No. 52, October.
    Paper not yet in RePEc: Add citation now

  30. Reinhart, C. M. and K. S. Rogoff, 2009, This Time is Different, Eight Centuries of Financial Folly, Princeton University Press, Princeton.

  31. Roe, M. J., 2009, “End bankruptcy priority for derivatives, repos and swaps”, Financial Times, December 16.
    Paper not yet in RePEc: Add citation now
  32. Roe, M. J., 2010, “Bankruptcy's Financial Crisis Accelerator: The Derivatives Players' Priorities in Chapter 11,” Harvard Public Law Working Paper No. 10-17.
    Paper not yet in RePEc: Add citation now
  33. Tuckman, B., 2010, “Amending Safe Harbors to Reduce Systemic Risk in OTC Derivative Markets,” CFS Policy paper.
    Paper not yet in RePEc: Add citation now
  34. Tuckman, B., 2012, “Flash: Tri-Party Repo Infrastructure Reform,” CFS Policy paper.
    Paper not yet in RePEc: Add citation now
  35. Upham, C. and E. Lamke, 1934, Closed and Distressed Banks, Brookings Institution, Washington D.C.
    Paper not yet in RePEc: Add citation now
  36. Willis, H. P. and J. M. Chapman, 1934, The Banking Situation, Columbia University Press, New York.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Risk and Financial Management Article Systemic Risk Indicators Based on Nonlinear PolyModel. (2019). Ye, Xingxing ; Douady, Raphael.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:hal-02488592.

    Full description at Econpapers || Download paper

  2. Anticipating the Financial Crisis: Evidence from Insider Trading in Banks. (2016). Peydro, Jose-Luis ; Marin, Jose ; Akin, Ozlem .
    In: Working Papers.
    RePEc:bge:wpaper:906.

    Full description at Econpapers || Download paper

  3. Systemic risk measures and macroprudential stress tests. An assessment over the 2014 EBA exercise. (2015). Pederzoli, Chiara ; Torricelli, Costanza.
    In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance).
    RePEc:mod:wcefin:15207.

    Full description at Econpapers || Download paper

  4. Tail risk and systemic risk of US and Eurozone financial institutions in the wake of the global financial crisis. (2015). Straetmans, Stefan ; Chaudhry, Sajid M.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:58:y:2015:i:c:p:191-223.

    Full description at Econpapers || Download paper

  5. Has the financial system become safer after the crisis? The changing nature of financial institution risk. (2015). Dong, Gang Nathan ; Calluzzo, Paul .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:53:y:2015:i:c:p:233-248.

    Full description at Econpapers || Download paper

  6. Calculating systemic risk capital: A factor model approach. (2015). Pasiouras, Fotios ; Avramidis, Panagiotis.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:16:y:2015:i:c:p:138-150.

    Full description at Econpapers || Download paper

  7. Bank capital and systemic stability. (2014). Demirguc-Kunt, Asli ; Anginer, Deniz.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:6948.

    Full description at Econpapers || Download paper

  8. Originators, traders, neutrals, and traditioners – various banking business models across the globe. Does the business model matter for financial stability?. (2014). Hryckiewicz, Aneta.
    In: MPRA Paper.
    RePEc:pra:mprapa:55118.

    Full description at Econpapers || Download paper

  9. A Macroeconomic Framework for Quantifying Systemic Risk. (2014). He, Zhiguo ; Krishnamurthy, Arvind.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19885.

    Full description at Econpapers || Download paper

  10. The Impact of Systemic Risk on the Diversification Benefits of a Risk Portfolio. (2014). Dacorogna, Michel ; Kratz, Marie ; Busse, Marc.
    In: Risks.
    RePEc:gam:jrisks:v:2:y:2014:i:3:p:260-276:d:37965.

    Full description at Econpapers || Download paper

  11. Falling short of expectations? Stress-testing the European banking system. (2014). Steffen, Sascha ; Acharya, Viral V..
    In: CEPS Papers.
    RePEc:eps:cepswp:8803.

    Full description at Econpapers || Download paper

  12. The dynamics of spillover effects during the European sovereign debt turmoil. (2014). Beyer, Andreas ; Alter, Adrian.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:42:y:2014:i:c:p:134-153.

    Full description at Econpapers || Download paper

  13. What factors drive systemic risk during international financial crises?. (2014). Bostandzic, Denefa ; Weiß, Gregor N. F., ; Neumann, Sascha .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:41:y:2014:i:c:p:78-96.

    Full description at Econpapers || Download paper

  14. Systemic risk and bank consolidation: International evidence. (2014). Bostandzic, Denefa ; Weiß, Gregor N. F., ; Neumann, Sascha .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:40:y:2014:i:c:p:165-181.

    Full description at Econpapers || Download paper

  15. Measuring and testing for the systemically important financial institutions. (2014). Castro Iragorri, Carlos ; Ferrari, Stijn .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:25:y:2014:i:c:p:1-14.

    Full description at Econpapers || Download paper

  16. On the network topology of variance decompositions: Measuring the connectedness of financial firms. (2014). Yilmaz, Kamil ; Diebold, Francis ; Ylmaz, Kamil .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:182:y:2014:i:1:p:119-134.

    Full description at Econpapers || Download paper

  17. An empirical study of the Mexican banking system’s network and its implications for systemic risk. (2014). Bravo-Benitez, Bernardo ; Martinez-Jaramillo, Serafin ; Solorzano-Margain, Juan Pablo ; Alexandrova-Kabadjova, Biliana .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:40:y:2014:i:c:p:242-265.

    Full description at Econpapers || Download paper

  18. Financialization in Commodity Markets: Disentangling the Crisis from the Style Effect. (2013). Gluck, Thorsten ; Adams, Zeno.
    In: Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
    RePEc:zbw:vfsc13:79949.

    Full description at Econpapers || Download paper

  19. Taxes, banks and financial stability. (2013). Gropp, Reint.
    In: SAFE White Paper Series.
    RePEc:zbw:safewh:6.

    Full description at Econpapers || Download paper

  20. Capital and Contagion in Financial Networks. (2013). Infante, Luigi ; di Iasio, Giovanni ; Pierobon, Federico ; Battiston, Stefano.
    In: MPRA Paper.
    RePEc:pra:mprapa:52141.

    Full description at Econpapers || Download paper

  21. Identifying, ranking and tracking systemically important financial institutions (SIFIs), from a global, EU and Eurozone perspective. (2013). Masciantonio, Sergio.
    In: MPRA Paper.
    RePEc:pra:mprapa:46788.

    Full description at Econpapers || Download paper

  22. The Taxation of Bilateral Trade with Endogenous Information. (2013). Morath, Florian ; Dang, Tri Vi .
    In: Working Papers.
    RePEc:mpi:wpaper:tax-mpg-rps-2013-07.

    Full description at Econpapers || Download paper

  23. Forecasting systemic impact in financial networks. (2013). Schienle, Melanie ; Schaumburg, Julia ; Hautsch, Nikolaus.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2013-008.

    Full description at Econpapers || Download paper

  24. The systemic risk of European banks during the financial and sovereign debt crises. (2013). Zhou, Hao ; Correa, Ricardo ; Huang, Xin ; Black, Lamont .
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1083.

    Full description at Econpapers || Download paper

  25. How do leverage ratios affect bank share performance during financial crises: The Japanese experience of the late 1990s. (2013). Chen, Sichong .
    In: Journal of the Japanese and International Economies.
    RePEc:eee:jjieco:v:30:y:2013:i:c:p:1-18.

    Full description at Econpapers || Download paper

  26. Macro-prudential policies to mitigate financial system vulnerabilities. (2013). Mihet, Roxana ; Claessens, Stijn ; Ghosh, Swati R..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:39:y:2013:i:c:p:153-185.

    Full description at Econpapers || Download paper

  27. Systemic risk measurement: Multivariate GARCH estimation of CoVaR. (2013). Girardi, Giulio ; Ergun, Tolga A..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:8:p:3169-3180.

    Full description at Econpapers || Download paper

  28. Is bank default risk systematic?. (2013). Marques-Ibanez, David ; Fiordelisi, Franco ; Marques-Ibaez, David .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:6:p:2000-2010.

    Full description at Econpapers || Download paper

  29. Systemic risk measures: The simpler the better?. (2013). Rodriguez-Moreno, Maria ; Pea, Juan Ignacio.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:6:p:1817-1831.

    Full description at Econpapers || Download paper

  30. The Risk Map: A new tool for validating risk models. (2013). Hurlin, Christophe ; Perignon, Christophe ; Colletaz, Gilbert.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:10:p:3843-3854.

    Full description at Econpapers || Download paper

  31. Systemic risk tradeoffs and option prices. (2013). Madan, Dilip B. ; Schoutens, Wim.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:52:y:2013:i:2:p:222-230.

    Full description at Econpapers || Download paper

  32. Good for one, bad for all: Determinants of individual versus systemic risk. (2013). López-Espinosa, Germán ; Rubia, Antonio ; Anton, Miguel ; Valderrama, Laura ; Lopez-Espinosa, German.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:9:y:2013:i:3:p:287-299.

    Full description at Econpapers || Download paper

  33. Contagion in the interbank market and its determinants. (2013). Memmel, Christoph ; Sachs, Angelika .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:9:y:2013:i:1:p:46-54.

    Full description at Econpapers || Download paper

  34. From the credit crisis to the sovereign debt crisis: Determinants of share price performance of global banks. (2013). Hoque, Hafiz.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:30:y:2013:i:c:p:334-350.

    Full description at Econpapers || Download paper

  35. Securitization and systemic risk: An empirical investigation on Italian banks over the financial crisis. (2013). Gallo, Angela ; Battaglia, Francesca .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:30:y:2013:i:c:p:274-286.

    Full description at Econpapers || Download paper

  36. Multivariate dependence of implied volatilities from equity options as measure of systemic risk. (2013). Jobst, Andreas.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:28:y:2013:i:c:p:112-129.

    Full description at Econpapers || Download paper

  37. Sequential estimation of shape parameters in multivariate dynamic models. (2013). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:177:y:2013:i:2:p:233-249.

    Full description at Econpapers || Download paper

  38. Testing for the Systemically Important Financial Institutions: a Conditional Approach. (2013). Tokpavi, Sessi.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2013-27.

    Full description at Econpapers || Download paper

  39. Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries.. (2013). Roussellet, Guillaume ; Benassy-Quere, Agnès.
    In: Working papers.
    RePEc:bfr:banfra:428.

    Full description at Econpapers || Download paper

  40. VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles. (2012). Manganelli, Simone ; Kim, Tae-Hwan ; White, Habert .
    In: Working papers.
    RePEc:yon:wpaper:2012rwp-45.

    Full description at Econpapers || Download paper

  41. Systemic risk analysis and option-based theory and information. (2012). Saldias, Martin.
    In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
    RePEc:ptu:bdpart:r201203.

    Full description at Econpapers || Download paper

  42. Financial Risk Measurement for Financial Risk Management. (2012). Diebold, Francis ; Christoffersen, Peter ; Bollerslev, Tim ; Andersen, Torben.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18084.

    Full description at Econpapers || Download paper

  43. Are Banks Passive Liquidity Backstops? Deposit Rates and Flows during the 2007-2009 Crisis. (2012). Mora, Nada ; Acharya, Viral.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17838.

    Full description at Econpapers || Download paper

  44. Macroprudential capital requirements and systemic risk. (2012). Lehar, Alfred ; Souissi, Moez ; Gauthier, Celine .
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:21:y:2012:i:4:p:594-618.

    Full description at Econpapers || Download paper

  45. A proposal for the resolution of systemically important assets and liabilities: The case of the repo market. (2012). Acharya, Viral ; Oncu, Sabri T.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8927.

    Full description at Econpapers || Download paper

  46. Systemic Risks and Macroprudential Bank Regulation: A Critical Appraisal. (2011). VanHoose, David.
    In: NFI Policy Briefs.
    RePEc:nfi:nfipbs:2011-pb-04.

    Full description at Econpapers || Download paper

  47. The Taxation and Regulation of Banks. (2011). Keen, Michael.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/206.

    Full description at Econpapers || Download paper

  48. Are banks passive liquidity backstops? deposit rates and flows during the 2007-2009 crisis. (2011). Mora, Nada ; Acharya, Viral.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp11-06.

    Full description at Econpapers || Download paper

  49. Are Banks Passive Liquidity Backstops? Deposit Rates and Flows during the 2007-2009 Crisis. (2011). Mora, Nada ; Acharya, Viral.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8706.

    Full description at Econpapers || Download paper

  50. A Pigovian Approach to Liquidity Regulation. (2011). Suarez, Javier ; Perotti, Enrico.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8271.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-11-29 00:20:07 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.