Managing Systemic Exposure
Managing Systemic Exposure
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Gain an understanding of specific issues that will make or break a systemic bank over the next few years. This book will guide you in the setting of risk sensitive limits and pricing across your SIFI exposures and the specific economic capital implications of doing business on the wholesale markets will be quantified.
Systemically important financial institutions (SIFIs) have become the focus of legislation and regulatory reform due to issues concerning their consolidated supervision and regulation following the recent financial crisis. Until the crisis, exposures to systemic entities had been assumed to be largely risk free and wholesale financial markets thrived on large volumes of bilateral activity among the main institutions. This system broke down back in 2007-08 and these institutions have become more reluctant to deal with each other.
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Table of contents
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