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dc.contributor.authorBenoit, Sylvain
dc.contributor.authorColliard, Jean-Edouard
dc.contributor.authorHurlin, Christophe
dc.contributor.authorPérignon, Christophe
dc.date.accessioned2017-03-09T10:05:10Z
dc.date.available2017-03-09T10:05:10Z
dc.date.issued2017
dc.identifier.issn1572-3097
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/16304
dc.language.isoenen
dc.subjectBanking
dc.subjectMacroprudential Regulation
dc.subjectSystemically Important Financial Institutions
dc.subjectFinancial Crises
dc.subjectToo-Big-To-Fail
dc.subjectG01
dc.subjectG32
dc.subject.ddc332en
dc.subject.classificationjelG.G3.G32en
dc.subject.classificationjelG.G0.G01en
dc.titleWhere the Risks Lie: A Survey on Systemic Risk
dc.typeArticle accepté pour publication ou publié
dc.contributor.editoruniversityotherHEC
dc.contributor.editoruniversityotherUniversité d'Orléans
dc.description.abstractenWe review the extensive literature on systemic risk and connect it to the current regulatory debate. While we take stock of the achievements of this rapidly growing field, we identify a gap between two main approaches. The first one studies different sources of systemic risk in isolation, uses confidential data, and inspires targeted but complex regulatory tools. The second approach uses market data to produce global measures which are not directly connected to any particular theory, but could support a more efficient regulation. Bridging this gap will require encompassing theoretical models and improved data disclosure.
dc.relation.isversionofjnlnameReview of Finance
dc.relation.isversionofjnlvol21
dc.relation.isversionofjnlissue1
dc.relation.isversionofjnldate2017
dc.relation.isversionofjnlpages109-152
dc.relation.isversionofdoi10.1093/rof/rfw026
dc.identifier.urlsitehttps://papers.ssrn.com/sol3/papers.cfm?abstract_id=2577961
dc.relation.isversionofjnlpublisherKluwer Academic Publishers
dc.subject.ddclabelEconomie financièreen
dc.relation.forthcomingnonen
dc.relation.forthcomingprintnonen
dc.description.ssrncandidatenon
dc.description.halcandidateoui
dc.description.readershiprecherche
dc.description.audienceInternational
dc.relation.Isversionofjnlpeerreviewedoui
dc.date.updated2017-04-19T14:07:26Z
hal.person.labIds433520*
hal.person.labIds1738*
hal.person.labIds199945*
hal.person.labIds1738*
hal.identifierhal-01498631*


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