9781507563496 - asset commonality and systemic risk among large banks in the united states di u.s. department of the treasury (3 risultati)
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Da: California Books, Miami, FL, U.S.A.California Books
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EUR 16,04
Spedizione gratuitaSpedito in U.S.A.Quantità: Più di 20 disponibili
Condizione: New. Print on Demand.
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Da: THE SAINT BOOKSTORE, Southport, Regno UnitoTHE SAINT BOOKSTORE
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EUR 18,47
EUR 13,65 spedizioneSpedito da Regno Unito a U.S.A.Quantità: Più di 20 disponibili
Paperback / softback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days.
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Da: CitiRetail, Stevenage, Regno UnitoCitiRetail
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EUR 21,02
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Paperback. Condizione: new. Paperback. In this book, we present a compellingly simple yet innovative approach to capturing the buildup of systemic risk associated with commonalities in bank's asset holdings. We draw on a growing strand of theoretical literature that studies the systemic externalities of banks' balance sheet asse…t side allocations. By applying data aggregation and clustering techniques to publically available balance sheet data, we uncover interesting patterns in the asset holdings of the major bank holding companies in the United States during the years 2001-2013. We augment our findings with theoretical analysis and insight. Based on our analysis, we construct a novel measure of systemic risk, ACRISK, where AC stands for asset commonality. This measure captures well the buildup of systemic risk that culminated in the global credit crisis, and provides empirical support to the asset commonality theoretical notions. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
