Description

TITLE Managing Systemic Exposure : a Risk Management Framework for SIFIs and Their Markets / Federico Galizia.
PUBLISHER/YEAR London
Risk Books
2013
PHYSICAL DESCRIPTION 270 p.
ISBN 9781782720102
UDC NUMBER 336.71

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Location Address Count Shelf Status
Bibliotēka 01.2 1 On a shelf Available to order

Annotation


Introduction
Federico Galizia

1. SIFIs and the Financial Crisis
John T. Gerlach
Sacred Heart University

2. Remuneration at Large Financial Services Firms
Mark Carey
Federal Reserve Board

3. What Drives Banking Industry Ratings? An Empirical Analysis
Claudio Calì, Barbara Marchitto; Andrea Resti
European Investment Bank; Bocconi University

4. Leverage: A Research Agenda for SIFIs
Jorge A. Chan-Lau, André O. Santos, Liliana Schumacher,
Karim Youssef, Luisa Zanforlin; Federico Galizia
International Monetary Fund; European Investment Fund

5. Bank Off-balance-sheet Leverage: Some Lessons from the Financial Crisis
Nikolaos I. Papanikolaou
University of Luxembourg

6. Systemic Wrong-way Risk
Michael Pykhtin and Alexander Sokol
Federal Reserve Board and CompatibL

7. The OTC Derivatives Market: Risks and Regulations
Manmohan Singh
IMF

8. Balance Sheet Management for SIFIs
Andreas Bohn and Paolo Tonucci
Barclays

9. Managing Concentration Risk
Federico Galizia
European Investment Fund

10. Capital Adequacy Ratio: A Managerial Framework
J. M. Magnette
European Investment Bank

Appendix: G-SIB Regulatory and Supervisory Regime
Andrea Cremonino
UniCredit

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