Systemically Important or “Too Big to Fail” Financial Institutions
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Figures, Tables, and Topics from this paper. Figures and Tables. Citations Publications citing this paper. De Haan , Bert Scholtens.
Moore , Chen Yu Zhou. Systemic risk and bank business models Maarten R. Hidden regular variation, copula models, and the limit behavior of conditional excess risk measures Bikramjit Das , Vicky Fasen-Hartmann. Eugene Stanley. References Publications referenced by this paper. The simple economics of bank fragility Casper G.
Too big to fail
Financial Contagion. As a starting point, I identify the fundamental paradox at the heart of the TBTF idea: TBTF is an entity-centric, micro-level metaphor for a complex of interrelated systemic, macro-level problems. While largely unacknowledged, this inherent tension between the micro and the macro, the entity and the system, critically shapes the design and implementation of the key post regulatory reforms in the financial sector.
Operationalizing these insights, the article suggests potential ways of rebalancing and expanding the TBTF policy toolkit to encompass a wider range of measures targeting the relevant systemic dynamics in a more direct and assertive manner. Admittedly, implementing such novel, deliberately structural measures would require a qualitative shift in the way we think and talk about the financial system and its dysfunctions—not an easy precondition to meet in practice.
How to fix the regulation of 'too big to fail' banks | HEC Paris
Yet, as I argue in the article, this deep attitudinal shift is the necessary first step toward finally achieving the lofty—and persistently elusive—goal of eliminating the TBTF phenomenon in finance. Saule T. View the discussion thread. Skip to main content.
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