Risk management post financial crisis : a period of monetary easing / / edited by Jonathan A. Batten, Niklas F. Wagner

• Pubblicazione: Bingley, England : , : Emerald, , 2014; ©2014
• Edizione: First edition.
• Descrizione fisica: 1 online resource (455 p.)
• Disciplina: 339.53
• Soggetto topico: Quantitative easing (Monetary policy); Financial risk management; Global Financial Crisis, 2008-2009
• Soggetto genere / forma: Electronic books.
• Persona (resp. second.): BattenJonathan A.; WagnerNiklas F.
• Note generali: Description based upon print version of record.
• Nota di bibliografia: Includes bibliographical references.
• Nota di contenuto: Cover; Risk Management Post Financial Crisis: A Period of Monetary Easing; Copyright page; Contents; List of Contributors; Part I: A Perspective on the Financial Crisis and Global Risk Management; Introduction to Risk Management Post Financial Crisis: A Period of Monetary Easing; Part I: A Perspective on the Financial Crisis and Global Risk Management; Part II: Risk and Integration in a Post-Crisis Setting; Part III: Monetary Policy and Credit in a Post-Crisis Setting; Part IV: Country Studies on Monetary Policy, Credit and Financial Intermediaries; Part V: Country Studies on Markets and Risk ; Notes References; Complexity Analysis and Risk Management in Finance; Introduction; Complexity in Finance; Complex Financial Instruments; Complex Financial Processes; Complex Financial Systems; Complexity and Risk; Managing Complex Financial Instruments; Managing Complex Financial Processes; Managing Complex Financial Systems; Network Topology; Endogenous Risk; Conclusions; Notes; References; The Effects of Macroeconomic News Announcements during the Global Financial Crisis; Introduction; Data; Bond Data; Announcement Data; Methodology; Empirical Results; Conclusions; Notes; Acknowledgment ; References Part II: Risk and Integration in a Post-Crisis Setting; The Pro-Cyclical Impact of Basel III Regulatory Capital on Bank Capital Risk; Introduction; The Model; The Effect of the Accounting Gains or Losses on the Leverage Ratio; The Effect of the Accounting Gains or Losses on the Tier 1 Capital Ratio; The Pro-Cyclicality and Interest Rate Sensitivity of Basel III Regulatory Capital Ratios; The Pro-Cyclicality of the Leverage Ratio and the Tier 1 Capital Ratio; Sources of the Pro-Cyclicality; Interest Rate Sensitivity; Implications for Bank Capital Risk Management ; Pro-Cyclicality of Basel III Regulatory Capital Ratios and Bank Capital Risk Interest Rate Sensitivity of Basel III Regulatory Capital Ratios and Bank Capital Risk; Conclusions; Notes; Acknowledgment; References; Nonparametric Expectile Regression for Conditional Autoregressive Expected Shortfall Estimation; Introduction; Proposed ES Estimation Procedure; Empirical Properties of the Proposed Procedure; Simulated Data; Real Market Data; Conclusion; Notes; References; The Impact of External Shocks on Stock Prices in the East Asian Domestic Banking Sector; Introduction ; Banking Sector Reforms and Bank Balance Sheets Banking Sector Reforms after 1997; Foreign Assets and Liabilities of the Banking Sector; An Overview of Domestic Bank Stock Prices and Stock Market Indices; Regression Analysis; Data and Terms; Methodology; Regression Results; Results in the 2000's before the GFC; Results in the 1990's before the Asian Crisis; Results in the 2000's during the GFC; Conclusion; Notes; Acknowledgments; References; Measuring Financial Integration: Evidence from Ten Industries in a "US-Emerging World"; Introduction; Data Description and Summary Statistics ; Industry Equity Indices
• Sommario/riassunto: Risk Management Post Financial Crisis: A Period of Monetary Easing provides further insights into post-crisis developments in the global economic and financial environment including advances in measuring and reporting risk and liquidity. Contributions come from leading banks, international organisations and world-renowned universities.
• Titolo autorizzato: Risk management post financial crisis
• ISBN: 1-78441-026-8
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 9910463814303321
• Lo trovi qui: Univ. Federico II
• Serie: Contemporary studies in economic and financial analysis ; ; Volume 96.