Systemic Risk: A Practitioner’s Guide to
Measurement, Management and Analysis
References: Chapter 6
[this page | pdf | back links]
This book
provides readers with a wide-ranging guide to systemic risk in the financial
system. References in Chapter 6 include:
Bank of
England (2014b). Financial Stability Report, June 2014. Bank of England
BCBS (2013). Global
systemically important banks: updated assessment methodology and the higher
loss absorbency requirement. Basel Committee on Banking Supervision
CPSS-IOSCO
(2012). Principles for financial market infrastructure. Bank for
International Settlements Committee on Payment and Settlement Systems and
Technical Committee of the International Organization of Securities Commissions
Cummins, J.D.
(2013). Systemic Risk and the U.S. Insurance Sector. Presentation to The
Brookings Institution Conference on regulating Non-Bank SIFIs
Cummins,
J.D. and Weiss, M.A. (2014). Systemic Risk and the U.S. Insurance Sector. Journal
of Risk and Insurance, Vol 81, pp. 489-528
Ekholm, K.
(2014). What should be the ambition level of macroprudential policy? Paper
presented to DNB High-Level Seminar “Making macroprudential policy work in
practice”
ESRB (2013). Recommendation
of the ESRB of 4 April 2013 on intermediate objectives and instruments of
macro-prudential policy (ESRB/2013/1). European Systemic Risk Board
ESRB (2014a).
Operationalising the countercyclical capital buffer: indicator selection,
threshold identification and calibration options. European Systemic Risk
Board, Occasional Paper 5
FSB (2014a). Consultative
Document: Assessment Methodologies for Identifying Non-Bank Non-Insurer Global
Systemically Important Financial Institutions: Proposed High-Level Framework
and Specific Methodologies. Financial Stability Board
Geneva
Association (2010). Systemic Risk in Insurance: An Analysis of Insurance
and Financial Stability. Geneva Association
Haldane, A.G.
(2014). Halfway up the stairs. Bank of England
Hellwig, M.
(2014). Systemic Risk and Macro-Prudential Policy. Paper for Nederlandse
Bank High-Level Seminar on “Making Macroprudential policy Work In Practice”,
June 10, 2014
IAIS (2013a). Global
Systemically Important Insurers: Initial Assessment Methodology. International
Association of Insurance Supervisors
IAIS (2013b).
Capital Requirements for Global Systemically Important Insurers (G-SIIs):
Proposal. International Association of Insurance Supervisors
IAIS (2014). Basic
Capital Requirements for Global Systemically Important Insurers. International
Association of Insurance Supervisors
Insurance
Europe (2014). Why insurers differ from banks. Insurance Europe
Knight, F. H.
(1921). Risk, Uncertainty and Profit. Cosimo Classics, New York, USA
Pirrong, C.
(2014). A bill of goods: central counterparties and systemic risk. Journal
of Financial Market Infrastructures 2(4), 55–85
Sourbes, C.
(2014). EU clearing timeline could drive banks out of the business. Risk,
September 2014
Towers
Watson (2013). The world’s 300 largest pension funds - year end 2012. Towers
Watson
References in other chapters are available here.
NAVIGATION LINKS
Contents | Prev | Next