Format:
Online-Ressource (XII, 442 p)
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graph. Darst.
Edition:
1. ed.
ISBN:
9781784410261
Series Statement:
Contemporary studies in economic and financial analysis v. 96
Content:
Risk Management Post Financial Crisis: A Period of Monetary Easing provides further insights into post-crisis developments in the global economic and financial environment including advances in measuring and reporting risk and liquidity. Contributions come from leading banks, international organisations and world-renowned universities
Note:
Description based upon print version of record
,
Enth. 20 Beitr
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Cover; Risk Management Post Financial Crisis: A Period of Monetary Easing; Copyright page; Contents; List of Contributors; Part I: A Perspective on the Financial Crisis and Global Risk Management; Introduction to Risk Management Post Financial Crisis: A Period of Monetary Easing; Part I: A Perspective on the Financial Crisis and Global Risk Management; Part II: Risk and Integration in a Post-Crisis Setting; Part III: Monetary Policy and Credit in a Post-Crisis Setting; Part IV: Country Studies on Monetary Policy, Credit and Financial Intermediaries; Part V: Country Studies on Markets and Risk
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NotesReferences; Complexity Analysis and Risk Management in Finance; Introduction; Complexity in Finance; Complex Financial Instruments; Complex Financial Processes; Complex Financial Systems; Complexity and Risk; Managing Complex Financial Instruments; Managing Complex Financial Processes; Managing Complex Financial Systems; Network Topology; Endogenous Risk; Conclusions; Notes; References; The Effects of Macroeconomic News Announcements during the Global Financial Crisis; Introduction; Data; Bond Data; Announcement Data; Methodology; Empirical Results; Conclusions; Notes; Acknowledgment
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ReferencesPart II: Risk and Integration in a Post-Crisis Setting; The Pro-Cyclical Impact of Basel III Regulatory Capital on Bank Capital Risk; Introduction; The Model; The Effect of the Accounting Gains or Losses on the Leverage Ratio; The Effect of the Accounting Gains or Losses on the Tier 1 Capital Ratio; The Pro-Cyclicality and Interest Rate Sensitivity of Basel III Regulatory Capital Ratios; The Pro-Cyclicality of the Leverage Ratio and the Tier 1 Capital Ratio; Sources of the Pro-Cyclicality; Interest Rate Sensitivity; Implications for Bank Capital Risk Management
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Pro-Cyclicality of Basel III Regulatory Capital Ratios and Bank Capital RiskInterest Rate Sensitivity of Basel III Regulatory Capital Ratios and Bank Capital Risk; Conclusions; Notes; Acknowledgment; References; Nonparametric Expectile Regression for Conditional Autoregressive Expected Shortfall Estimation; Introduction; Proposed ES Estimation Procedure; Empirical Properties of the Proposed Procedure; Simulated Data; Real Market Data; Conclusion; Notes; References; The Impact of External Shocks on Stock Prices in the East Asian Domestic Banking Sector; Introduction
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Banking Sector Reforms and Bank Balance SheetsBanking Sector Reforms after 1997; Foreign Assets and Liabilities of the Banking Sector; An Overview of Domestic Bank Stock Prices and Stock Market Indices; Regression Analysis; Data and Terms; Methodology; Regression Results; Results in the 2000s before the GFC; Results in the 1990s before the Asian Crisis; Results in the 2000s during the GFC; Conclusion; Notes; Acknowledgments; References; Measuring Financial Integration: Evidence from Ten Industries in a "US-Emerging World"; Introduction; Data Description and Summary Statistics
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Industry Equity Indices
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Systemvoraussetzungen: Acrobat Reader.
Additional Edition:
ISBN 9781784410278
Additional Edition:
Druckausg. Risk manangement post financial crisis Bingley [u.a.] : Emerald, 2014 ISBN 9781784410278
Language:
English
Keywords:
Electronic books
DOI:
10.1108/S1569-3759201496
URL:
Volltext
(lizenzpflichtig)
Author information:
Wagner, Niklas F. 1969-
