Relevant bibliographies by topics / Regulation of systemic financial risk

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Regulation of systemic financial risk'

Author: Grafiati
Published: 28 May 2022
Last updated: 31 July 2025

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Journal articles on the topic "Regulation of systemic financial risk"

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Andriosopoulos, Kostas, and Raphael Douady. "Financial regulation and systemic risk." Journal of Banking & Finance 50 (January 2015): 381–82. http://dx.doi.org/10.1016/j.jbankfin.2014.08.025.

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Goodhart, C. A. E. "Financial Regulation, Credit Risk and Financial Stability." National Institute Economic Review 192 (April 2005): 118–27. http://dx.doi.org/10.1177/002795010519200111.

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In contrast to recent successful developments in macro monetary policies, the modelling, measurement and management of systemic financial stability has remained problematical. Indeed, the focus of most effort has been on improving individual, rather than systemic, bank risk management; the Basel II objective has been to bring regulatory bank capital into line with the (sophisticated) banks‘ assessment of their own economic capital. Even at the individual bank level there are concerns over (i) appropriate diversification allowances, (ii) differing objectives of banks and regulators, (iii) the n
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Masciandaro, Donato, and Francesco Passarelli. "Financial systemic risk: Taxation or regulation?" Journal of Banking & Finance 37, no. 2 (2013): 587–96. http://dx.doi.org/10.1016/j.jbankfin.2012.09.020.

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KHASHANAH, KHALDOUN. "FINANCIAL REGULATION, INNOVATION COMPLEXITY, AND SYSTEMIC RISK." Systems Research Forum 05, no. 01 (2011): 73–87. http://dx.doi.org/10.1142/s1793966611000254.

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Chen, Hesheng. "2008 Financial Crisis and Systemic Risk Regulation." Advances in Economics, Management and Political Sciences 34, no. 1 (2023): 19–26. http://dx.doi.org/10.54254/2754-1169/34/20231668.

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During the post-pandemic era, whether Covid-19 will cause a financial crisis is one of the key issues. Some research are done about the relationships between the Covid-19 crisis and the 2008 financial crisis, but there still exists much blank about mechanics and explanations in this field. This paper first focuses on the 2008 financial crisis, analyzing key factors attributing to such a serious financial crisis, giving suggestions in response to factors found, and then comparing the 2008 financial crisis to the Covid-19 crisis to give some warnings. In the course of analyzing key factors, this
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Gai, Prasanna, and Sujit Kapadia. "Networks and systemic risk in the financial system." Oxford Review of Economic Policy 35, no. 4 (2019): 586–613. http://dx.doi.org/10.1093/oxrep/grz023.

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Abstract The complex web of exposures and interlinkages across the financial system highlights the relevance of network analysis in understanding systemic risk and guiding the design of financial regulation. This paper discusses how network models—and those based on epidemiological approaches in particular—offer a compelling description of the structure of real-world financial systems and shed light on different contagion mechanisms seen during the global financial crisis. We also review how these insights may inform macroprudential risk assessment and policy in the areas of stress-testing the
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Conrad, Christian A. "Weaknesses of Financial Market Regulation." Applied Economics and Finance 5, no. 2 (2018): 32. http://dx.doi.org/10.11114/aef.v5i2.2914.

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In this paper we examine the extent newer developments affect the economic processes of the market and put financial markets at risk. We also analyze if the financial market regulations are sufficient to limit the systemic risk they cause. The biggest Shortcoming of the recent reforms to the stabilization of the financial system, such as Basel III and the American Dodd Frank Act, is that they increase the capital requirements rather than the causes of the increased risk. It would generally be better to forbid risky and complex financial products than to further increase regulation complexity a
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Conrad, Christian A. "Weaknesses of Financial Market Regulation." Applied Economics and Finance Vol. 5, No. 2; March 2018 (2018): 32–40. https://doi.org/10.11114/aef.v5i2.2914.

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In this paper we examine the extent newer developments affect the economic processes of the market and put financial markets at risk. We also analyze if the financial market regulations are sufficient to limit the systemic risk they cause. The biggest Shortcoming of the recent reforms to the stabilization of the financial system, such as Basel III and the American Dodd Frank Act, is that they increase the capital requirements rather than the causes of the increased risk. It would generally be better to forbid risky and complex financial products than to further increase regulation complexity a
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Jackson, Matthew O., and Agathe Pernoud. "Systemic Risk in Financial Networks: A Survey." Annual Review of Economics 13, no. 1 (2021): 171–202. http://dx.doi.org/10.1146/annurev-economics-083120-111540.

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We provide an overview of the relationship between financial networks and systemic risk. We present a taxonomy of different types of systemic risk, differentiating between direct externalities between financial organizations (e.g., defaults, correlated portfolios, fire sales), and perceptions and feedback effects (e.g., bank runs, credit freezes). We also discuss optimal regulation and bailouts, measurements of systemic risk and financial centrality, choices by banks regarding their portfolios and partnerships, and the changing nature of financial networks.
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Dong, Runze. "The Impact of Shadow Banking Risk on Systemic Financial Risk in China." Lecture Notes in Education Psychology and Public Media 88, no. 1 (2025): 31–36. https://doi.org/10.54254/2753-7048/2025.22257.

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After the subprime crisis, China's shadow banking industry has expanded rapidly, becoming an important financing channel outside the traditional banking system. However, because it is not subject to the conventional regulatory framework, shadow banking has increased systemic financial risks while raising financial leverage.Inadequate regulation of shadow banking could lead to systemic financial risks in the financial system and jeopardize economic stability. This paper discusses the advantages and disadvantages of shadow banking and its impact on monetary policy. Meanwhile, this paper further
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Dissertations / Theses on the topic "Regulation of systemic financial risk"

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Roukny, Tarik. "Financial Networks, Complexity and Systemic Risk." Doctoral thesis, Universite Libre de Bruxelles, 2016. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/223913.

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The recent financial crisis has brought to the fore the need to better understand systemic risk, that is, the risk of collapse of a large part of the financial system and its potential effects on the real economy. In this thesis, we argue that a proper assessment of systemic risk must include an analysis of the network of interdependencies that exists between the different financial institutions. In fact, today's level of financial interconnectedness between and among markets has proven to have ambiguous effects. On the one hand, a highly connected system allows to diversify risk at the micro
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Benoit, Sylvain. "Three Essays on Systemic Risk." Electronic Thesis or Diss., Orléans, 2014. http://www.theses.fr/2014ORLE0508.

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Le risque systémique a joué un rôle clé dans la propagation de la dernière crise financière mondiale.Un grand nombre de mesures de ce risque ont été développées pour évaluer la contribution d’une institutionfinancière au risque de l’ensemble du système. Toutefois, de nombreuses questions concernantles capacités de ces mesures à identifier les institutions financières d’importance systémique (SIFIs) ontété soulevées puisque le risque systémique possède de multiples facettes et certaines d’entre elles sontdifficiles identifier, telles que les similitudes entre institutions financières.L’objectif
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Benoit, Sylvain. "Three Essays on Systemic Risk." Thesis, Orléans, 2014. http://www.theses.fr/2014ORLE0508/document.

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Le risque systémique a joué un rôle clé dans la propagation de la dernière crise financière mondiale.Un grand nombre de mesures de ce risque ont été développées pour évaluer la contribution d’une institutionfinancière au risque de l’ensemble du système. Toutefois, de nombreuses questions concernantles capacités de ces mesures à identifier les institutions financières d’importance systémique (SIFIs) ontété soulevées puisque le risque systémique possède de multiples facettes et certaines d’entre elles sontdifficiles identifier, telles que les similitudes entre institutions financières.L’objectif
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Solana, Javier. "All that glitters is not gold : the re-use of securities collateral as a source of systemic risk." Thesis, University of Oxford, 2017. https://ora.ox.ac.uk/objects/uuid:4f5df3ab-ca74-425f-9e35-9a25cd8336b6.

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Since the 1980s, regulators in the U.S. and the U.K. have protected the collateral taker's right to re-use securities collateral in securities financing and OTC derivatives markets on the understanding that it would promote liquidity and credit growth, and reduce systemic risk. However, this rationale was incomplete: it failed to acknowledge the full implications of collateral re-use for systemic risk. In this dissertation, I aim to complete that understanding by illustrating how the re-use of securities collateral in those markets can aggravate systemic risk. In particular, I describe two eff
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Sasraku, Francis M. "Regulatory Structures and Bank –Level Risk Management in Ghanaian Banks." Thesis, University of Bradford, 2015. http://hdl.handle.net/10454/15021.

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This research examines the impact of certain bank-specific variables on bank stability in Ghana, in the context of the existing regulatory structures. The thesis examines this issue along two main themes. The first part of this study examines whether two of the commonly used measures of banking stability, the CAMELS and the Z-Score, provide similar or different results in assessing the stability of banks in Ghana. The results of this study show that the use of the CAMELS and the Z-score measures could lead to different outcomes in terms of bank stability in Ghana. This suggests that the tradit
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Gomes, Rafael A. R. Pereira. "Corporate market responsibility for orderly financial markets : systemic risk and regulation following Citigroup, sovereign funds, and the credit crunch." Thesis, University of Nottingham, 2011. http://eprints.nottingham.ac.uk/13969/.

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How are companies responsible for helping to ensure orderly financial markets? In economic theory, the question is redundant, because orderly markets result from normal business activity, with support from regulators. Within the last few years, however, several episodes have suggested differently. Citigroup investment bank was fined for destabilising bond markets, despite being absolved of criminal conduct. Sovereign wealth funds were compelled to sign a code-of-conduct, to safeguard "free and open markets", despite having brought economic benefits globally. The US and UK governments described
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Бєлова, Інна Валеріївна, Инна Валерьевна Белова та Inna Valeriivna Bielova. "Регулювання трансмісії системного фінансового ризику через ціновий, інвестиційний та сек`юритизаційний канали". Thesis, Консиліум, 2015. http://essuir.sumdu.edu.ua/handle/123456789/53482.

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Розглянуті ціновий, інвестиційний та сек`юритизаційний канали трансмісії системного фінансового ризику пов’язані між собою, що вимагає застосування до них схожих регуляторних ініціатив для звуження ширини каналу. Для регулювання системного фінансового ризику регулятори застосовують значний інструментарій, і використовувані ними інструменти можуть носити превентивний характер, а також бути заходами прямого впливу, що спрямовані на оперативний результат.<br>Considered pricing, investment and securitization transmission channels of systemic financial risk are related, requiring the application
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Pinto, Gustavo Mathias Alves. "Regulação sistêmica e prudencial no setor bancário brasileiro." Universidade de São Paulo, 2011. http://www.teses.usp.br/teses/disponiveis/2/2133/tde-03092012-145854/.

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O objeto do presente trabalho é o diagnóstico do arcabouço regulatório pátrio destinado à prevenção de crises bancárias, quais sejam a regulação sistêmica e a regulação prudencial, e como as transformações ocorridas no sistema financeiro na segunda metade do século XX o afetam. A partir desse estudo, o trabalho pretende demonstrar que, embora a regulação sistêmica e a regulação prudencial no País tenham incorporado avanços notáveis nas últimas décadas, ainda há falhas significativas a serem corrigidas e desafios a serem enfrentados. Se por um lado o atual arcabouço regulatório é marcado por ex
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Haddad, Christian. "L’impact du droit et de la regulation sur les institutions financieres : trois essais." Thesis, Lille 2, 2017. http://www.theses.fr/2017LIL20026/document.

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Quels sont les effets du droit et de la régulation sur les institutions financières? Cette thèse propose d’apporter des réponses à cette question tout au long de trois chapitres. Le premier chapitre étudie l’impact du droit des entreprises en difficulté sur la prise de risque des banques. Les principaux résultats montrent qu’une meilleure protection des créanciers augmente le risque systémique des banques. Ces résultats sont observés dans les pays développés où les banques sont davantage engagées dans les instruments complexes, elles sont plus grandes et plus interconnectées que celles dans le
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Gentil, Junior Carlos Alberto. "Regulação financeira e risco sistêmico: uma análise sob a ótica das teorias das falhas de mercado e de Keynes/Minsky." Pontifícia Universidade Católica de São Paulo, 2017. https://tede2.pucsp.br/handle/handle/19974.

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Submitted by Filipe dos Santos (fsantos@pucsp.br) on 2017-04-11T12:02:13Z No. of bitstreams: 1 Carlos Alberto Gentil Junior.pdf: 672614 bytes, checksum: 08d8dba09d1898f41f86031858a326d7 (MD5)<br>Made available in DSpace on 2017-04-11T12:02:13Z (GMT). No. of bitstreams: 1 Carlos Alberto Gentil Junior.pdf: 672614 bytes, checksum: 08d8dba09d1898f41f86031858a326d7 (MD5) Previous issue date: 2017-03-13<br>The international financial market deregulation and liberalization from the 1980s onwards has allowed change in the rules about the financial regulation and, consequently, increasing the dev
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Books on the topic "Regulation of systemic financial risk"

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Summer, Martin. Banking regulation and systemic risk. Oesterreichische Nationalbank, 2002.

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Wladimir, Kraus, ed. Engineering the financial crisis: Systemic risk and the failure of regulation. University of Pennsylvania Press, 2011.

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Alexander, Kern. Global governance of financial systems: The legal and economic regulation of systemic risk. Oxford University Press, 2004.

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United States. Congress. House. Committee on Financial Services. Perspectives on regulation of systemic risk in the financial services industry: Hearing before the Committee on Financial Services, U.S. House of Representatives, One Hundred Eleventh Congress, first session, March 17, 2009. U.S. G.P.O., 2009.

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Karminsky, Alexander, and Mikhail Stolbov, eds. Systemic Financial Risk. Springer Nature Switzerland, 2024. http://dx.doi.org/10.1007/978-3-031-54809-3.

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Allen, Franklin. Financial connections and systemic risk. National Bureau of Economic Research, 2010.

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1951-, Evanoff Douglas Darrell, Hoelscher David S, Kaufman George G, and Federal Reserve Bank of Chicago., eds. Globalization and systemic risk. World Scientific, 2009.

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Hurd, T. R. Contagion! Systemic Risk in Financial Networks. Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-33930-6.

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Fund, International Monetary. Systemic financial risk in payment systems. International Monetary Fund, 1990.

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Goldby, Miriam, and Andromachi Georgosouli. Systemic risk and the future of insurance regulation. Informa Law from Routledge, 2016.

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Book chapters on the topic "Regulation of systemic financial risk"

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Kane, Edward J. "Redefining and Containing Systemic Risk." In Financial Market Regulation. Springer New York, 2010. http://dx.doi.org/10.1007/978-1-4419-6637-7_8.

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Pennesi, Francesco. "Financial Regulation and Systemic Risk." In Equivalence in Financial Services. Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-99269-9_2.

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Pertseva, Svetlana, and Anna Vityazeva. "Green Finance: Trends, Risks and Regulation." In Systemic Financial Risk. Springer Nature Switzerland, 2024. http://dx.doi.org/10.1007/978-3-031-54809-3_2.

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Cooley, Thomas F., Thomas Philippon, Viral V. Acharya, Lasse H. Pedersen, Thomas Philippon, and Matthew Richardson. "Regulating Systemic Risk." In Restoring Financial Stability. John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781118258163.ch13.

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Miroshnichenko, Olga, and Maria Vyshkovskaia. "The Impact of Macroeconomic Factors on Capital Adequacy of the Russian Banking Sector in the Context of Countercyclical Banking Regulation." In Systemic Financial Risk. Springer Nature Switzerland, 2024. http://dx.doi.org/10.1007/978-3-031-54809-3_8.

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Bradley, Caroline. "Changing Perceptions of Systemic Risk in Financial Regulation." In After the Financial Crisis. Palgrave Macmillan UK, 2016. http://dx.doi.org/10.1057/978-1-137-50956-7_3.

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Zhou, Hui. "Study on Chinese Systemic Risk Prevention." In China’s Monetary Policy Regulation and Financial Risk Prevention. Springer Berlin Heidelberg, 2014. http://dx.doi.org/10.1007/978-3-662-44093-3_7.

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Chorafas, Dimitris N. "Systemic Risk, Bank Supervision and Follow-the-Sun Overdraft." In New Regulation of the Financial Industry. Palgrave Macmillan UK, 2000. http://dx.doi.org/10.1057/9780333977439_3.

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King, Michael R., and Philipp Maier. "Would Greater Regulation of Hedge Funds Reduce Systemic Risk?" In Lessons from the Financial Crisis. John Wiley & Sons, Inc., 2011. http://dx.doi.org/10.1002/9781118266588.ch77.

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Kanda, Hideki. "Systemic Risk and International Financial Markets." In Regulating International Financial Markets: Issues and Policies. Springer Netherlands, 1992. http://dx.doi.org/10.1007/978-94-011-3880-2_21.

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Conference papers on the topic "Regulation of systemic financial risk"

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Guo, Xingwen. "Research on Systemic Financial Risk Early Warning Based on Integrated Classification Algorithm." In 2024 IEEE 2nd International Conference on Electrical, Automation and Computer Engineering (ICEACE). IEEE, 2024. https://doi.org/10.1109/iceace63551.2024.10898790.

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Utu, Ilie, Nicolae Daniel Fita, Marius Daniel Marcu, Florin Muresan-Grecu, and Adrian Mihai Schiopu. "OCCUPATIONAL RISK ASSESSMENT IN 400/220/110/20 KV PORTILE DE FIER POWER SUBSTATION FROM ROMANIA." In 24th SGEM International Multidisciplinary Scientific GeoConference 2024. STEF92 Technology, 2024. https://doi.org/10.5593/sgem2024/5.1/s21.72.

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Regardless of its type and size, any organization is faced with risks that can affect the achievement of its objectives in terms of activities, strategic initiatives, operations, processes and projects, with different consequences on strategic, operational, financial results and image and reputation. All activities of an organization involve risks, and risk management is the process of substantiating the decision, by taking into account the effects of uncertainty on the materialization of objectives and determining the necessary measures and actions. The process involves the use of logical and
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Uslu, Kamil, and Mustafa Batuhan Tufaner. "Effects of the Theory of Regulation on Financial Crisis." In International Conference on Eurasian Economies. Eurasian Economists Association, 2015. http://dx.doi.org/10.36880/c06.01369.

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The role of the financial sector in the financial crisis occurring in the world economy and market failures throughout history, has brought the debate over financial regulation. Systemic risk cases, which plays a major role in the occurrence of the financial crisis, to ensure efficiency and stability of financial markets has revealed the need for regulations. The aim of this study is to evaluate how the impact of the financial crisis on the regulation theory. Financial crisis, leading to market failures, moral hazard problems and rent-seeking activities, economic and social structure has creat
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Lashkhi, Mariam. "The Shadow Banking in Georgia." In V National Scientific Conference. Grigol Robakidze University, 2023. http://dx.doi.org/10.55896/978-9941-8-5764-5/2023-19-35.

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Shadow banking is an important component of many financial systems. Due to their role in transferring risks to the financial system, institutions operating within the shadow banking system require increased attention, as demonstrated by the recent global crisis. This paper aims to investigate the size and trend of the shadow banking sector in the context of financial stability in Georgia. For this purpose, an analysis of the financial sector of Georgia was conducted to study the activities of shadow banks and the potential risks related to their activities. The study uses FSB and ESRB methodol
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Alvehag, Karin, and Lennart Soder. "Financial risk assessment for distribution system operators regulated by quality regulation." In 2010 IEEE 11th International Conference on Probabilistic Methods Applied to Power Systems (PMAPS). IEEE, 2010. http://dx.doi.org/10.1109/pmaps.2010.5528969.

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Dermengi, Daniela. "Regulation of the banking sector – between the needs of the market and the risks of over-regulation." In The 3rd International Scientific Conference "Development through Research and Innovation". Academy of Economic Studies of Moldova, 2023. http://dx.doi.org/10.53486/dri2022.20.

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The crises of the 21st century have imposed to rethink the international regulatory and supervisory framework of the banking sector, in order to strengthen the banking risk management and restore trust in the banking system. Basel III came as a response to the global financial crisis of 2008. The compliance to the new international prudential regulatory standards it is considered necessary and beneficial. This ensures the international coherence of regulations, aspect that is so necessary in the age of globalization. Likewise, by complying with the minimum prudential requirements, the temptati
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Kumar, Shaleni, Mohd-Akmal Sidek, Augustine Agi, et al. "Decommissioning of Offshore Oil and Gas Facilities: A Comparative Study Between Malaysia Practices and International Standards." In SPE Nigeria Annual International Conference and Exhibition. SPE, 2021. http://dx.doi.org/10.2118/207178-ms.

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Abstract Regulations for decommissioning are bound by international and domestic regulations. There are numerous decommissioning concepts to choose from, such as complete or partial removal, structure severance options which leave behind shell mounds and drill cuttings. However, in several international regulations there appears to be little clarity and/or opposing ideologies. Malaysia and Thailand have accessible resources for decommissioning legislation or guidelines in South East Asia. Nevertheless, they are differences in the regulations of these countries regarding the legal framework, th
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Akduğan, Umut, and Yasemin Koldere Akın. "Volatility Modelling in Parametric Value at Risk Calculation: An Application on Pension Funds in Turkey." In International Conference on Eurasian Economies. Eurasian Economists Association, 2013. http://dx.doi.org/10.36880/c04.00713.

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Risk management has strategic importance with deepness and globalization of financial markets. Financial markets are faced with systematic or non-systematic risk factors. Risk management has a great importance for banks, as well as other financial institutions and investors.In this context, "Value at Risk (VaR)" is recommended as one of the methods to measure market risk by international organizations and Turkish Banking Regulation and Supervision Agency (BRSA). The parametric method (Variance-Covariance Method), one of the methods used in VaR calculation, used in pension funds which have reac
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Pugacheva, Olga. "Use of artificial intelligence in business and society: threats and regulation." In Economic Security in the Context of Systemic Transformations, 3rd Edition. Academy of Economic Studies of Moldova, 2024. http://dx.doi.org/10.53486/escst2023.29.

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The paper considers issues related to the relevance of research into the safe use of artificial intelligence, identifying vulnerabilities and potential threats to the use of neural networks in business, as well as ethical aspects of the use of neural networks in order to prevent possible abuse of this technology in society. Current data characterizing the development of the global market of artificial intelligence, related to reflecting the attraction of investments in this sphere, and various indicators reflecting the forecasts of its development are studied. The indicators characterizing the
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Pruteanu, Mariana. "Budgetary And Fiscal Relationships As A Specific Field Of Government Activity." In 27th International Scientific Conference “Competitiveness and Innovation in the Knowledge Economy”. Academy of Economic Studies of Moldova, 2024. http://dx.doi.org/10.53486/cike2023.58.

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The article aims to research the characteristics of the formation and development of budgetary and fiscal relationships as a specific field of government activity that has a significant impact on the national system of economic and financial security and on the process of sustainable development of state. The authors reflect the category of budgetary and fiscal relations as an institution with elements of public administration and regulation; the historical context of the emergence and development of budgetary and fiscal relations in the state; the characteristics of the absolute, differential
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Reports on the topic "Regulation of systemic financial risk"

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Buch, Claudia M., and Linda S. Goldberg. International Banking and Nonbank Financial Intermediation: Global Liquidity, Regulation, and Implications. Federal Reserve Bank of New York, 2024. http://dx.doi.org/10.59576/sr.1091.

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Global liquidity flows are largely channeled through banks and nonbank financial institutions. The common drivers of global liquidity flows include monetary policy in advanced economies and risk conditions. At the same time, the sensitivities of liquidity flows to changes in these drivers differ across institutions and have been evolving over time. Microprudential regulation of banks plays a role, influencing leverage and capitalization, changing sensitivities to shocks, and also driving risk migration from banks to nonbank financial institutions. Risk sensitivities and flightiness of global l
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Acharya, Viral V., Nicola Cetorelli, and Bruce Tuckman. Where Do Banks End and NBFIs Begin? Federal Reserve Bank of New York, 2024. http://dx.doi.org/10.59576/sr.1119.

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In recent years, assets of nonbank financial intermediaries (NBFIs) have grown significantly relative to those of banks. These two sectors are commonly viewed either as operating in parallel, performing different activities, or as substitutes, performing substantially similar activities, with banks inside and NBFIs outside the perimeter of banking regulation. We argue instead that NBFI and bank businesses and risks are so interwoven that they are better described as having transformed over time, rather than as having migrated from banks to NBFIs. These transformations are at least in part a re
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3

Garber, Peter M. Transition to a Functional Financial Safety Net in Latin America. Inter-American Development Bank, 1996. http://dx.doi.org/10.18235/0011593.

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The basic worldwide financial safety net architecture provides for a system of similar institutions: a lender of last resort, deposit insurance, and prudential regulation. In countries whose banking systems suffer seriously from negative capital positions and overbanking, such as in some Latin American markets, the safety nets and the detailed mechanisms of their operation may not be functional in reducing excessive risk taking. They offer banks strong incentives to double their bets for survival. Thus, banks' negative capital positions have been eliminated with capital injection, liquidation,
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4

Allen, Franklin, Ana Babus, and Elena Carletti. Financial Connections and Systemic Risk. National Bureau of Economic Research, 2010. http://dx.doi.org/10.3386/w16177.

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5

Brunnermeier, Markus, and Martin Oehmke. Bubbles, Financial Crises, and Systemic Risk. National Bureau of Economic Research, 2012. http://dx.doi.org/10.3386/w18398.

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Acemoglu, Daron, Asuman Ozdaglar, and Alireza Tahbaz-Salehi. Systemic Risk and Stability in Financial Networks. National Bureau of Economic Research, 2013. http://dx.doi.org/10.3386/w18727.

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7

De Nicolò, Gianni, and Luciana Juvenal. Financial Integration, Globalization, Growth and Systemic Real Risk. Federal Reserve Bank of St. Louis, 2010. http://dx.doi.org/10.20955/wp.2010.012.

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8

Del Valle, Marielle, Liliana Rojas-Suárez, and Arturo Galindo. Macroprudential Regulations in Andean Countries. Inter-American Development Bank, 2013. http://dx.doi.org/10.18235/0008426.

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The importance of having in place a financial regulatory framework that includes macro-prudential regulations was fully recognized during the recent global financial crisis. A central lesson from that episode was that relying on regulations that solely assessed the risks that financial institutions were taking on their individual balance sheets (a micro-prudential approach) was inadequate to preserve financial system stability. This policy brief deals with advances in the Andean countries regarding the implementation of macro-prudential financial regulations; that is, regulations that take int
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Laverde, Mariana, Esteban Gómez-González, and Miguel Ángel Morales-Mosquera. Measuring systemic risk in the Colombian financial system : a systemic contingent claims approach. Banco de la República, 2011. http://dx.doi.org/10.32468/tef.60.

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10

Aoki, Kosuke, Enric Martorell, and Kalin Nikolov. Monetary policy, bank leverage and systemic risk-taking. Banco de España, 2025. https://doi.org/10.53479/39442.

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We examine the interplay between monetary policy, bank risk-taking, and financial stability in a quantitative macroeconomic model with endogenous risk-taking by banks and systemic crises. Banks’ access to leverage depends on their charter value, which is itself affected by movements in the real interest rate. We find that permanent shifts in the long-term real interest rate have a significant impact on banks’ leverage and on their investments in systemically risky assets, while transitory movements have a more limited impact. We show that in the presence of systemic risk-taking, the systemic c
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