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

References: Chapter 6

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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.

 


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