Understanding Systemic Risk in Global Financial Markets (Record no. 110271)
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| fixed length control field | 05407nam a2200217 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20180412092218.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 180103b xxu||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781119348504 |
| 040 ## - CATALOGING SOURCE | |
| Transcribing agency | |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.0415 |
| Item number | GOT |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Gottesman, Aron |
| 9 (RLIN) | 24207 |
| 245 ## - TITLE STATEMENT | |
| Title | Understanding Systemic Risk in Global Financial Markets |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Name of publisher, distributor, etc. | John and Wiley Sons, Inc. |
| Date of publication, distribution, etc. | 2017 |
| Place of publication, distribution, etc. | New Jersey |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 252p |
| 440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE | |
| Title | Wiley Finance Series |
| Number of part/section of a work | 1935 |
| 9 (RLIN) | 24208 |
| 500 ## - GENERAL NOTE | |
| General note | Preface xiii<br/>Acknowledgments xvii<br/>About the Authors xviii<br/><br/>CHAPTER 1<br/>Introduction to Systemic Risk<br/>What Is Systemic Risk?<br/>Systemic Risk Driver<br/>Why Systemic Risk Must Be Understood, Monitored, and Manage<br/><br/>CHAPTER 2<br/>How We Got Here: A History of Financial Crises<br/>Common Drivers of Historical Crises<br/>Bursting of Asset Bubbles<br/>Banking Crises<br/>Sovereign Debt Crisis<br/>International Contagion<br/><br/>CHAPTER 3<br/>The Credit Crisis of 2007–2009<br/>Planting the Seeds of a Bubble: The Early 2000s<br/>Wall Street’s Role<br/>The U.S. Government Takeover of the GSEs<br/>The Tipping Point: Lehman Brothers’ Failure<br/>Aftermath of the Credit Crisis<br/>Cost of Government Bailouts<br/><br/>CHAPTER 4<br/>Systemic Risk, Economic and Behavioral Theories: What Can We Learn?<br/>Minsky Three-Part Model<br/>Debt Deflation Cycle<br/>Benign Neglect<br/>Behavioral Theories<br/>Risk Aversion Bias<br/>Asset Prices<br/>Homogeneous Expectations versus Heterogeneity<br/>Anchoring Heuristic<br/>Excessive Optimism<br/>Familiarity Bias<br/>Fallacy of Composition<br/>Fight or Flight<br/><br/>CHAPTER 5<br/>Systemic Risk Data<br/>Key Data Attributes<br/>Key Policy Changes to Address Data Gaps<br/>Data Sources<br/>Data Collection Challenges and Remaining Gaps<br/>Move Toward Standardization: Legal Entity Identifier Initiative<br/><br/>CHAPTER 6<br/>Macroprudential versus Microprudential Oversight<br/>A Comparison of Macroprudential versus Microprudential<br/>Microprudential Policies<br/>Macroprudential Policies<br/>A Historical Perspective on Macroprudential Tools<br/>Choice of Macroprudential Policy Tools<br/><br/>CHAPTER 7<br/>Introduction to the U.S. Regulatory Regime<br/>Who Are the Regulators?<br/>U.S. Regulatory Approaches<br/>Comparison of U.S. versus International Financial Regulatory Regimes<br/>Introduction to the Dodd-Frank Act<br/><br/>CHAPTER 8<br/>Introduction to International Regulatory Regimes<br/>The Financial Stability Board<br/>The Basel Accords<br/>The European Systemic Risk Board<br/>Principles for Financial Market Infrastructures<br/><br/>CHAPTER 9<br/>Systemically Important Entities<br/>Introduction to Systemically Important Entities<br/>Classification of Entities as Systemically Important by the FSOC<br/>Bank SIFIs<br/>Nonbank SIFIs<br/>SIFMUs<br/>Globally Systemically Important Banks<br/>Total Loss-Absorbing Capacity (TLAC) Requirements<br/>Broad Impact of Financial Stability Requirements<br/><br/>CHAPTER 10<br/>The Volcker Rule<br/>Introduction to the Volcker Rule<br/>The Volcker Rule: Details<br/>Prohibition of Proprietary Trading<br/>Prohibition of Ownership or Sponsorship of Hedge Funds and Private Equity Funds<br/>The Volcker Rule and Systemically Risky Nonbank Financial Companies<br/>Activities That Are Permitted Despite the Volcker Rule<br/>Implementation of the Volcker Rule<br/>Volcker Rule: Criticism<br/><br/>CHAPTER 11<br/>Counterparty Credit Risk<br/>Overview of Derivative Securities<br/>Counterparty Exposure<br/>How Counterparty Credit Risk Is Managed<br/>Collateral<br/>Netting<br/>Central Counterparties<br/>Counterparty Credit Risk and Systemic Risk<br/><br/>CHAPTER 12<br/>The Dodd-Frank Act and Counterparty Credit Risk<br/>Measuring Counterparty Exposure in the OTC Derivatives Market<br/>Overview of Historical Data<br/>The Evolution of the U.S. Regulatory Approach toward OTC Derivatives<br/>Key Provisions of Title VII of the Dodd-Frank Act<br/>Mandatory Clearing<br/>Execution Platforms and Data Repositories<br/>Registration Requirements<br/>The Push-Out Rule<br/>The End User Exemption<br/>Criticism of Title VII of the Dodd-Frank Act<br/><br/>CHAPTER 13<br/>The Basel Accords<br/>What Are the Basel Accords?<br/>The Approach of the Basel Accords<br/>Basel I<br/>Basel II<br/>Pillar 1: Minimum Capital Requirements<br/>Pillar 2: Supervisory Review<br/>Pillar 3: Market Discipline<br/>Basel II.5<br/>Basel III<br/>The Continuing Evolution of the Basel Accords<br/><br/>CHAPTER 14<br/>Lender of Last Resort<br/>Lender of Last Resort Concept<br/>Henry Thornton, Walter Bagehot and Alternative Views<br/>The Fed’s Role in the Great Depression<br/>The Credit Crisis of 2007–2009<br/><br/>CHAPTER 15<br/>Interconnectedness Risk<br/>A Case Study of Interconnectedness<br/>Interconnectedness Categories<br/>The Depository Trust & Clearing Corporation<br/>Post-Crisis Regulatory View of Interconnectedness<br/>Basel Committee on Banking Supervision<br/>Office of Financial Research<br/>CPMI IOSCO Principles<br/>An Approach to Analyzing Interconnectedness Risk<br/>The Depository Trust & Clearing Corporation<br/><br/>CHAPTER 16<br/>Conclusion: Looking Ahead<br/>It’s Not a Question of If, but When, Where, and How<br/>A Summary of Global Surveys<br/>Sources of Systemic Risk<br/>Preparing for the Next Crisis<br/>Appendix: Systemic Risk Models<br/>Structural versus Reduced-Form Credit Models<br/>Contingent Claims and Default Models<br/>Merton versus Garch<br/>Studies in Support of Merton<br/>Macroeconomic Measures<br/>Probability Distribution Measures<br/>Illiquidity Measures<br/>Counterparty Risk Measures<br/>Behavioral Models<br/>Solutions to the Knowledge Check Questions<br/>Index |
| 600 ## - SUBJECT ADDED ENTRY--PERSONAL NAME | |
| Personal name | Financial risk management - Financial crises. |
| 9 (RLIN) | 24209 |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Leibrock, Michael |
| 9 (RLIN) | 24210 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Book |
| Call number prefix | 332.0415 |
| Call number suffix | GOT |
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