This paper shows that it is an "inconvenient truth" that the largest losses by banks are not firm specific.
Latest review identifies two ‘medium-level systemic risks’ to eurozone
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Institutions designated as O-Siis will be expected to produce resolution plans
This paper identifies links between time series data of stock returns for the purpose of understanding the structure of the market and for identifying early-warning signals of forthcoming market str...
This paper systematically reviews the theoretical literature on interbank networks.
Directive will herd insurers into 'safe' investments that turn out to be risky, says writer and academic
New boss at consultant, John Claisse, to focus on liquid alts research
Industry and regulators clash during discussion of tightened commodity rules
Providers fear new data requirements may herald future enforcement actions and regulation
A scaling methodology to include external data in operational risk calculation is introduced
Supervisors are “miles” from being able to monitor shadow banking risks, says financial stability head.
Regulators may never be able to fully monitor risks created by shadow banking
ABSTRACT In this paper, we study the evolution over time of the correlation structure of equity returns by means of a filtered-network approach and use this to investigate persistency and recurrences...
Insurer faces uphill battle to reverse FSOC decision
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.