TAXING SYSTEMIC RISK
2013; World Scientific; Linguagem: Inglês
10.1142/9789814417501_0004
ISSN2010-1082
AutoresViral V. Acharya, Lasse Heje Pedersen, Thomas Philippon, Matthew Richardson,
Tópico(s)Risk Management in Financial Firms
ResumoWorld Scientific Series in FinanceManaging and Measuring Risk, pp. 99-122 (2013) No AccessTAXING SYSTEMIC RISKViral V. Acharya, Lasse Pedersen, Thomas Philippon, and Matthew RichardsonViral V. AcharyaNew York University, USA, Lasse PedersenNew York University, USA, Thomas PhilipponNew York University, USA, and Matthew RichardsonNew York University, USAThe authors are grateful to Anjolein Schmeits for helpful comments and suggestions. We benefited from discussions in the "Taxing Too-Big-to-Fail Institutions" Working Group for the NYU Stern e-book Real Time Solutions for Financial Reform, which also included Thomas Cooley and Ingo Walter.https://doi.org/10.1142/9789814417501_0004Cited by:14 PreviousNext AboutSectionsPDF/EPUB ToolsAdd to favoritesDownload CitationsTrack CitationsRecommend to Library ShareShare onFacebookTwitterLinked InRedditEmail Abstract: The following sections are included: Systemic Risk and the Financial Crisis of 2007 to 2009 Regulating Systemic Risk Obstacle 1: Measuring Systemic Risk Obstacle 2: Implementing the Tax on Systemic Risk Obstacle 3: Is Moral Hazard Solved? The Dodd-Frank Wall Street Reform and Consumer Protection Act of 2010 Measuring Systemic Risk Reducing Systemic Risk Mitigating Moral Hazard A Tax on Systemic Risk Summary References This chapter was originally published under the same title in "Regulating Wall Street", Acharya, VV, M Richardson, TF Coley and J Walter (eds.), Wiley. FiguresReferencesRelatedDetailsCited By 14Fiscal Deficits, Bank Credit Risk, and Loan-Loss ProvisionsFelipe Bastos Gurgel Silva30 June 2020 | Journal of Financial and Quantitative Analysis, Vol. 56, No. 5Estimation of tail risk based on extreme expectilesAbdelaati Daouia, Stéphane Girard and Gilles Stupfler10 October 2017 | Journal of the Royal Statistical Society: Series B (Statistical Methodology), Vol. 80, No. 2The Effect of Fiscal Policy on Banks' Financial ReportingFelipe Bastos G. Silva1 Jan 2018 | SSRN Electronic Journal, Vol. 69Forecasting Tail RisksGianni De Nicolò and Marcella Lucchetta17 March 2016 | Journal of Applied Econometrics, Vol. 32, No. 1Banks' size, scope and systemic risk: What role for conflicts of interest?Olivier De Jonghe, Maaike Diepstraten and Glenn Schepens1 Dec 2015 | Journal of Banking & Finance, Vol. 61Bank risk within and across equilibriaItai Agur1 Nov 2014 | Journal of Banking & Finance, Vol. 48Measuring aggregate risk: Can we robustly identify asset-price boom–bust cycles?Vladimir Borgy, Laurent Clerc and Jean-Paul Renne1 Sep 2014 | Journal of Banking & Finance, Vol. 46Measurement of Systemic Risk in the Financial SystemNaval Bharti Verma1 Jan 2014 | SSRN Electronic Journal, Vol. 21Srisk : (Performance Analysis of the Systemic Risk Measures with Different Data Frequencies)Jaeho Yun1 Jan 2014 | SSRN Electronic Journal, Vol. 20Systemic risk contributions: A credit portfolio approachNatalia Puzanova and Klaus Düllmann1 Apr 2013 | Journal of Banking & Finance, Vol. 37, No. 4Measuring Systemic Risk in the Korean Banking Sector via Dynamic Conditional Correlation ModelsJaeho Yun and Hyejung Moon1 Jan 2013 | SSRN Electronic Journal, Vol. 58Which are the SIFIs? A Component Expected Shortfall (CES) Approach to Systemic RiskElena Dumitrescu and Denisa Georgiana Banulescu1 Jan 2012 | SSRN Electronic Journal, Vol. 9How Useful is The Marginal Expected Shortfall for the Measurement of Systemic Exposure: A Practical AssessmentJulien Idier, Gildas Lamé and Jean-Stéphane Mésonnier1 Jan 2011 | SSRN Electronic Journal, Vol. 60How Useful is the Marginal Expected Shortfall for the Measurement of Systemic Exposure? A Practical AssessmentJulien Idier, Gildas Lamé and Jean-Stéphane Mésonnier1 Jan 2011 | SSRN Electronic Journal, Vol. 60 Managing and Measuring RiskMetrics History PDF download
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