Regulating Wall Street: The Dodd-Frank Act and the New Architecture of Global Finance

By V. Acharya, Thomas F. Cooley, Matthew Richardson, Ingo Walter. 2010

170 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/7612070173671c54906cca898a62f6c63cd38ded

Citations in the corpus

• Where the Risks Lie: A Survey on Systemic Risk (2017, unknown): “Acharya et al. (2010b) claim that the shadow banking system was precisely used to organize such a “manufacturing of tail risk” in the run-up to the crisis.”
• A Pigovian Approach to Liquidity Regulation (2011, unknown): “A similar result emerges in Acharya et al (2010).”
• Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights (2014, unknown): “7 The profits are then reported in the 5 The Marginal Expected Shortfall (MES) of Acharya et al. (2010b), the CoVaR of Adrian and Brunnermeier (2010), and the marginal contribution to the Distress Insurance Premium (DIP) of Huang et al. (2009).”
• Modeling Dependence in High Dimensions With Factor Copulas (2015, unknown): “The recent financial crisis has highlighted the need for the management and measurement of systemic risk; see Acharya et al. (2010) for discussion. Brownlees and Engle (2011) proposed a measure of systemic risk they call “marginal expected shortfall,” or MES.”
• The Use and Effectiveness of Macroprudential Policies: New Evidence (2015, unknown): “…house prices develpments, but one can also study the impact of other measures. or example, what are the effects of macroprudential policies on he likelihood of financial crisis or on other measures of sysemic risks (such as those proposed by Acharya et al. (2010) and obias and Brunnermeier (2008))?”
• The (impossible) repo trinity: the political economy of repo markets (2016, unknown): “The FSB could have asked countries to reverse the legal protection afforded to certain types of collateral or restricted the assets that can be used as collateral (Acharya and Oncu, 2010).”