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Managing Systemic Exposure
A risk management framework for SIFIs and their markets
Discipline: Credit
First published:
ISBN: 9781782720102
Gain an understanding of specific issues that will make or break a systemic bank over the next few years. This book will guide you in the setting of risk sensitive limits and pricing across your SIFI exposures and the specific economic capital implications of doing business on the wholesale markets will be quantified.
Systemically important financial institutions (SIFIs) have become the focus of legislation and regulatory reform due to issues concerning their consolidated supervision and regulation following the recent financial crisis. Until the crisis, exposures to systemic entities had been assumed to be largely risk free and wholesale financial markets thrived on large volumes of bilateral activity among the main institutions. This system broke down back in 2007-08 and these institutions have become more reluctant to deal with each other.
