• Out-of-Stock

Financial Regulations and Procyclicality [extrait BMI 138]

Author :
€50.00
Tax included
Quantity
Add to wishlist
Out-of-Stock

Version numérique PDF

This paper is an attempt to understand whether or not it is relevant to talk about procyclicality in the financial markets and how it may or may not be regulated. The paper focus on the procyclicality aspect of financial regulations, including in particular those pertaining to credit, banks and insurance companies, and financial markets. The reader will find various examples of regulations and practices that could be financially procyclical, i.e. lead to more rapid increases in asset prices in periods of growth, and to faster decreases during downturns, or even lie at the origin of cycles.JEL Codes: C58; G18; G21; G32.Keywords: procyclicality; Regulation; Value-at-Risk; Clearing houses; Rating measures; Distress situations.

Auteurs :Auray Stéphane
Extrait de la revue BMI 138

BMI138-1123811
New

16 other products in the same category:

Bankers, Markets &...
  • Out-of-Stock
Availability: Out of stock

Sommaire

Articles

  • Could French and Eurozone Savers Invest More in Risky Assets?
  • Introducing Expected Returns into Risk Parity Portfolios: A New Framework for Asset Allocation
  • Robust Portfolio Protection: A Scenarios-based Approach

Focus On

  • Financial Regulations and Procyclicality
Bankers, Markets &...
  • Out-of-Stock
Availability: Out of stock

Sommaire

Articles

  • French Retail Financial Structured Products: A Typology and Assessment of Their Fair Pricing
  • Conflict of Interest between Investors and Financial Advisers
  • Reforming the Structures of the EU Banking Sector: Risks and Challenges
  • Managerial Myopia: Do Managers Privilege Short-term Decisions or Value Creation?
Bankers, Markets &...
  • Out-of-Stock
Availability: Out of stock

Sommaire

Articles

  • Ownership Concentration, Board Structure and Credit Risk: The Case of MENA Banks
  • Market Efficiency and Crises: Don’t Throw the Baby out with the Bathwater
  • Mass Customization in Life-Cycle Investing Strategies with Income Risk

Focus On

  • Currency Turmoil in an Unbalanced World Economy
Bankers, Markets &...
  • Out-of-Stock
Availability: Out of stock
Can Large Long-term Investors Capture Illiquidity Premiums?
  • Long-term Portfolio Allocation Based on Long-term Macro Forecasts
  • Projecting Pension Outcomes at Retirement – Towards an Industry Reporting Standard
  • Economic-financial Literacy and (Sustainable) Pension Reforms:
  • Cyclicality and Term Structure of Value-at-Risk within a Threshold Autoregression Setup

This website uses cookies to ensure you get the best experience on our website