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Systemic Risk: A Practitioner’s Guide to Measurement, Management and Analysis

References: Chapter 4

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This book provides readers with a wide-ranging guide to systemic risk in the financial system. References in Chapter 4 include:

 

A&L Goodbody (2013). In Focus: Summary of the Alternative Investment Fund Managers Directive - AIFMD. A&L Goodbody

A&L Goodbody (2014). In Focus: UCITS V. A&L Goodbody

ABI (2013). Funds held in Life and Pension products in 2012. Association of British Insurers

Bank of England (2014a). Procyclicality and structural trends in investment allocation by insurance companies and pension funds. Bank of England Procyclicality Working Group

Baranova, Y., Liu, Z. and Noss, J. (2016). The role of collateral in supporting liquidity. Bank of England Staff Working Paper, No 609

BCBS (2009). Consultative Document: Strengthening the resilience of the banking sector. Basel Committee on Banking Supervision

BCBS (2016b). Minimum capital requirements for market risk. Basel Committee on Banking Supervision

BCBS (2016d). Consultative Document: Standardised Measurement Approach for operational risk. Basel Committee on Banking Supervision

BCBS (2016e). Standards: Interest rate risk in the banking book. Basel Committee on Banking Supervision

Bongaerts, D. (2015). The economics of investor-paid credit rating agencies. DNB Research Seminar

Carbon Tracker Initiative (2014). Unburnable Carbon - Are the world's financial markets carrying a carbon bubble? Carbon Tracker Initiative

Carney, M. (2015). Breaking the Tragedy of the Horizon – climate change and financial stability. Speech given by Mark Carney, Governor of the Bank of England, Chairman of the Financial Stability Board, Lloyd’s of London, 29 September 2015

Cetorelli, N. (2015). Asset Managers and Systemic Risk. A Financial Intermediation Perspective. Banque de France-ACPR Conference: Financial Regulation - Stability versus uniformity: A focus on non-bank actors

DTCC (2015). Understanding Interconnectedness Risks. DTCC

Duffie, D. (2015). Failure Resolution of Central Counterparties. Banque de France-ACPR Conference: Financial Regulation - Stability versus uniformity: A focus on non-bank actors

ECB (2015). The impact of negative short-term rates on the money market fund industry. ECB Economic bulletin 5/2015

Economist (2016a). Fade to grey. The Economist, 24 September 2016

EIOPA (2016a). Consultation Paper on the methodology to derive the UFR and its implementation. EIOPA

EIOPA (2016b). A Common Framework for Risk Assessment and Transparency for IORPs. EIOPA

EPSC (2015). Further Risk Reduction in the Banking Union. European Political Strategy Centre

ESMA (2015). Trends Risks Vulnerabilities. European Securities and Markets Authority

ESRB (2014b). Securities financing transactions and the (re)use of collateral in Europe. European Systemic Risk Board, Occasional Paper 6

ESRB (2016a). EU Shadow Banking Monitor No 1 / July 2016. European Systemic Risk Board

ESRB (2016b). Assessing shadow banking - non-bank financial intermediation in Europe. European Systemic Risk Board, Occasional Paper 10

European Commission (2014). Memo on Reporting and transparency of securities financing transactions - frequently asked questions. European Commission

European Union (2013a). Capital Requirements Directive, i.e. Directive 2013/36/EU. European Union

European Union (2013b). Capital Requirements Regulation, i.e. Regulation (EU) No 575/2013. European Union

European Union (2014b). Solvency II Directive as recast in 2014 by Omnibus II Directive, i.e. Directive 2009/138/EC. European Union

European Union (2014c). Solvency II Directive Delegated Regulation, i.e. Commission delegated regulation (EU) 2015/35. European Union

European Union (2014d). Proposal for a Directive of the European Parliament and of the Council on the activities and supervision of institutions for occupational retirement provision (draft 17 September 2014). European Union

FCA (2014b). Markets in Financial Instruments Directive II Page. UK Financial Conduct Authority, viewed 18 September 2014

Ferguson, N. (2009). The Ascent of Money. Penguin Books, London, UK

Financial Times (2016a). Negative rates 'poison' German pension funds. Financial Times, 16 May 2016

Financial Times (2016b). Fears mount for pensions as gilt yields touch negative territory. Financial Times, 11 August 2016

Financial Times (2016c). US companies' cash pile hits $1.7 tn. Financial Times, 20 May 2016

Fisher, M. (2002). Special Repo Rates: An Introduction. Federal Reserve Bank of Atlanta Economic Review, Second Quarter 2002

French, A., Vital, M. and Minot, D. (2015). Insurance and Financial Stability. Bank of England Quarterly Bulleting 2015 Q3

FSB (2013). Strengthening Oversight and Regulation of Shadow Banking: An Overview of Policy Recommendations. Financial Stability Board

FSB (2014b). Regulatory framework for haircuts on non-centrally cleared securities financing transactions. Financial Stability Board

FSB (2016). Consultative Document: Proposed Policy Recommendations to Address Structural Vulnerabilities from Asset Management Activities. Financial Stability Board

Galbraith, J.K. (1955). The Great Crash 1929. Penguin Books, London, UK

Gibson, R.C. (2013). Asset Allocation: Balancing Financial Risk. McGraw Hill, New York, USA

Giraldi, C., Susinno, G., Berti, G., Brunello, J., Buttarazzi, S., Cenciarelli, G., Daroda, C. and Stamegna, G. (2000). Insurance optional. Risk Magazine, April 2000

Gray, A. (2016). US life insurers shaken by rock-bottom rates. Financial Times

Green European Foundation (2014). The Price of Doing Too Little Too Late: The impact of the carbon bubble on the EU financial system. Green European Foundation

Haldane, A.G. (2014). Halfway up the stairs. Bank of England

Hanouna, P., Novak, J., Riley, T. and Stahel, C. (2015). Liquidity and Flows of US Mutual Funds. SEC

Harrison, D. and Blake, D. (2015). The Greatest Good for the Greatest Number. The Pensions Institute, Cass Business School

House of Commons (2015). Greek debt crisis: background and developments in 2015. UK House of Commons Library

IAIS (2015). Higher Loss Absorbency capacity for Global Systemically Important Insurers: Public Consultation Document. International Association of Insurance Supervisors

IAIS (2015b). Global Systemically Important Insurers: Proposed Updated Assessment Methodology: Public Consultation Document. International Association of Insurance Supervisors

IMF (2009). Guidance to Assess the Systemic Importance of Financial Institutions, Markets and Instruments: Initial Considerations: Report to the G-20 Finance Ministers and Central Bank Governors. International Monetary Fund, Bank for International Settlements and Financial Stability Board

IMF (2015a). Global Financial Stability Report, April 2015, Chapter 3: The Asset Management Industry and Financial Stability. International Monetary Fund

Impavido, G., Al-Darwish, A., Hafeman, M., Kemp, M. and O'Malley, P. (2011). Possible Unintended Consequences of Basel III and Solvency II. IMF Working Paper No. 11/187

Insurance Europe (2014). Why insurers differ from banks. Insurance Europe

Jenkins, P. (2016). Banking can learn from insurance on systemic risk. Financial Times

Johnson, S. (2014). Money market investors consider private funds. Financial Times, 8 December 2014

Kemp, M.H.D. (2009). Market consistency: Model calibration in imperfect markets. John Wiley & Sons, Chichester, UK

Kemp, M.H.D. (2011a). Sponsor covenants in risk-based capital. Life & Pensions Risk

Lowenstein, R. (2001). When Genius Failed: the Rise and Fall of Long-Term Capital Management. Fourth Estate, London, UK

NOLGHA (2011). NOLGHA Testimony before the House Financial Services Committee on “Insurance Oversight and Regulatory Proposals”. National Organization of Life and Health Insurance Guaranty Associations

PPF (2014). The Purple Book: DB Pensions Universe Risk Profile 2014. UK Pension Protection Fund and UK Pensions Regulator

PRA (2015). The impact of climate change on the UK insurance sector. The Bank of England, Prudential Regulation Authority

Reinhart, C.M. and Rogoff, K.S. (2009). This Time is Different: Eight Centuries of Financial Folly. Princeton University Press, Princeton, New Jersey

S&P (2013a). What May Cause Insurance Companies To Fail - And How This Influences Our Criteria. Standard & Poor’s

Schoenmaker, D., van Tilburg, R. and Wijffels, H. (2015). What role for financial supervisors in addressing systemic environmental risks? DCF Policy Paper Series, No. 50

SEC (2016). Investment Company Liquidity Risk Management Programs. US Securities and Exchange Commission

Singh, M. and Aitken, J. (2010). The (sizeable) Role of Rehypothecation in the Shadow Banking System. International Monetary Fund

Timmer, Y. (2016). Cyclical Investment Behavior across Financial Institutions. Bundesbank Discussion Paper 08/2016

Tirole, J. (2015). Financial Regulation: A Focus on the Non-Bank Sector. Banque de France-ACPR Conference: Financial Regulation - Stability versus uniformity: A focus on non-bank actors

UNEP (2015). Aligning the Financial System with Sustainable Development: Pathways to Scale. United Nations Environment Programme

 

 

References in other chapters are available here.

 

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