Regulating Systemic Risk

By V. Acharya, L. Pedersen, Thomas Philippon, Matthew Richardson. 2009

142 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/e32dac8e702352622dac92eb22ce14ebb7131896

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

1. Seraf'in Mart'inez-Jaramillo
2. Sebastian Poledna
3. Fabio Caccioli
4. Stefan Thurner 4

In Finance

1. Sebastian Poledna
2. Stefan Thurner 4
3. Seraf'in Mart'inez-Jaramillo
4. Fabio Caccioli

Citations in the corpus

• Elimination of systemic risk in financial networks by means of a systemic risk transaction tax (2014, methodology): “Several authors have recently advocated for a taxation of SR (Cooley et al. 2009, Adrian and Brunnermeier 2011, Acharya et al. 2012, Markose et al. 2012, Acharya et al. 2013, Zlatić et al. 2014), while in the real world, regulation policies are being put in place instead due to the inherent…”
• Quantification of systemic risk from overlapping portfolios in the financial system (2018, background): “Since data on asset-liability networks is hard to obtain outside Central Banks and is not publicly available, there have been several attempts to quantify systemic importance of institutions without the explicit knowledge of the underlying networks (Cooley et al., 2009; Adrian and Brunnermeier, 2011”
• Fire‐Sale Spillovers and Systemic Risk (2015, unknown): “banking system has materially reduced its vulnerability to fire 1Acharya et al. (2009); Brunnermeier (2009); Caballero (2010); Duffie (2010); Shleifer and Vishny (2011); Hanson et al.”
• Has the U.S. Finance Industry Become Less Efficient? on the Theory and Measurement of Financial Intermediation (2015, unknown): “For the 6See for instance Adrian and Shin (2008), Reinhart and Rogoff (2009), Krishnamurthy (2009), Acharya et al. (2009), and Scharfstein and Sunderam (2011) for recent discussions of these issues. post-war period, the two measures display the same trends.”
• Macroprudential Policy - A Literature Review (2012, unknown): “A third approach measures systemic risk in terms of the cost of the financial sector being below a certain percentile of its distribution (Acharya et al., 2009).”