The changing nature of financial intermediation and the financial crisis of 2007-09
By Tobias Adrian, Hyun Song Shin. 2010
321 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/94a17b23a39866b987fecc5814558cb61a8bfb45
Citations in the corpus
- Complexity, concentration and contagion (2011, unknown): “9See Figure 10 in Adrian and Shin (2010b).”
- THE MACROECONOMICS OF SHADOW BANKING (2018, unknown): “We believe that it is therefore better to refer to a system involving different financial institutions and financial activities [Adrian and Shin (2010), Gorton and Metrick (2010), Adrian and Ashcraft (2016)].”
- Banks and the False Dichotomy in the Comparative Political Economy of Finance (2013, unknown): “62 see adrian and shin 2010.”
- Bank Loan Loss Provisions Research: A Review (2017, unknown): “After the 2008 financial crisis, bank regulators require banks to take pro-active or forward-looking measures towards provisioning which includes keeping sufficient/high provisions even when expected credit risk is apparently low, amongst other measures, so that banks can have enough loan loss reser”
- Rollover Risk, Network Structure and Systemic Financial Crises (2012, unknown): “8 As Adrian and Shin (2010) emphasize, banks typically expandtheir balance sheets rapidly when macroeconomic conditions are benign.”
- Strategic Complementarity, Fragility, and Regulation (2014, unknown): “2 In June 2007, wholesale funds represented about 26% of liabilities in Northern Rock (Shin 2009); before the crisis, short-term financing represented a high percentage of Lehman Brothers’ total liabilities (Adrian and Shin 2010).”
- What Happened: Financial Factors in the Great Recession (2018, unknown): “In either case, the external finance premium adds to the cost of capital.(2)”
- Shadow Banking Regulation (2012, unknown): “While Adrian and Fleming (2005) point out that the net funding of dealers in the repo market tends to be small, Adrian and Shin (2010a) argue that the overall balance sheet size of financial intermediaries can be viewed as an indicator of market liquidity.”