Financial Regulation in a System Context
By Stephen Morris, Hyun Song Shin. 2009
192 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/b0e263f8986dae752e4907da36935a0a46f03dd1
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Ignazio Angeloni
- Ester Faia
- Hyun Song Shin
- Stephen Morris
- M. Duca
- Itay Goldstein
- P. Geraats
- George-Marios Angeletos
In Finance
- Ester Faia
- Ignazio Angeloni
- Hyun Song Shin
- M. Duca
- Stephen Morris
- L. Gambacorta
- Zhiguo He
- Tobias Adrian
Citations in the corpus
- Did Fair-Value Accounting Contribute to the Financial Crisis? (2010, unknown): “In this case, management could be inclined to sell relatively illiquid assets at a price below the fundamental value to preempt the anticipated sales of other market participants (Plantin, Sapra, and Shin, 2008).”
- Monetary policy and risk taking (2015, background): “Third, much of the recent literature has emphasized the weaknesses in the banking sector due to excessive leverage and recourse to short term funding as a key risk factor in the recent crisis; see, in addition to Gorton and Metrick [31], Morris and Shin [38] and Hanson et al.”
- Capital regulation and monetary policy with fragile banks (2013, methodology): “The relationship between the bank and its outside financiers (depositors and capitalists) is disciplined by two incentives: (1)Morris and Shin [49]; Borio [14]; Lorenzoni[45].”
- A Tale of Two Policies- Prudential Regulation and Monetary Policy with Fragile Banks (2009, background): “systemic stability; regulators are increasingly called to adopt a macro-prudential approach (Borio [8], Morris and Shin [ 27 ]).”
- Illiquidity Component of Credit Risk (2016, background): “G (zjxi) = Pr ( (xi) zjxi) (19) so that, G (zjxi) is the probability that the proportion of players with signal lower than xi is z or less, conditional on xi.”
- Where the Risks Lie: A Survey on Systemic Risk (2017, unknown): “Allen and Gale (2007) and Morris and Shin (2008) show that capital requirements that do not take into account the structure of interconnections among banks can actually increase risk.”