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What is systemic risk?
 
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What is systemic risk? Contributors: Jean-Pierre Zigrand, Jon Danielsson
Financial Economics - What is Systemic Risk?
 
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​Systemic risk became a key concept during the Global Financial Crisis (GFC). Systemic risk is the possibility that an event at the micro level of an individual bank / insurance company for example could then trigger instability or collapse an entire industry or economy. - - - - - - - - - MORE ABOUT TUTOR2U ECONOMICS: Visit tutor2u Economics for thousands of free study notes, videos, quizzes and more: https://www.tutor2u.net/economics A Level Economics Revision Flashcards: https://www.tutor2u.net/economics/store/selections/alevel-economics-revision-flashcards A Level Economics Example Top Grade Essays: https://www.tutor2u.net/economics/store/selections/exemplar-essays-for-a-level-economics
Views: 3208 tutor2u
Professor Ester Faia on Financial Regulation and Systemic Risk
 
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Professor Ester Faia discusses her research on the banking sector, specifically focusing on the diffusion of risk in response to financial shocks and different prudential policy regimes. Professor Faiai visited CERGE-EI (blog.cerge-ei.cz) in February 2013 to discuss her working paper. During her visit, Professor Faia sat down for this brief interview with PhD student Dejan Kovac.
Views: 1480 CERGE-EI
Systemic Risk: Finance, Earthquakes, and Other Disasters | Giuliano Castellano | TEDxWarwickSalon
 
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Giuliano's riveting talk on financial catastrophes tackles the issue of managing risk in financial institutions Giuliano Castellano is an Assistant Professor of Law at Warwick Law School whose primary teaching and research interests lie in financial regulation, catastrophic risk financing and management, comparative law and finance, and law reforms. Giuliano holds a Law Degree from Bocconi University (Milan), a PhD in Law (University of Turin), and a PhD in Economics and Social Sciences (Ecole Polytechnique, Paris-Saclay). He is a Research Associate at the Ecole Polytechnique (i3-CRG, CNRS, Paris-Saclay). Since 2011, he has served as a Legal Expert for the Italian delegation at the United Nations Commission on International Trade Law (UNCITRAL) This talk was given at a TEDx event using the TED conference format but independently organized by a local community. Learn more at http://ted.com/tedx
Views: 8823 TEDx Talks
Session 1: Systemic Risk, Financial Stability, and DFA Resolution Plan
 
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This video from the Enhancing Prudential Standards in Financial Regulations conference consists of a panel discussion with Moderator Julapa Jagtiani of the Federal Reserve Bank of Philadelphia and panelists Alireza Tahbaz-Salehi of Columbia University, Paul Kupiec of American Enterprise Institute, Arthur Murton of the Federal Deposit Insurance Corporation, Richard Herring of the Wharton School of the University of Pennsylvania, and Sandra Lawson of Goldman Sachs.
Views: 557 Philadelphia Fed
G20 & Global Systemic Risk : how to differentiate Insurance vs Banking challenges? with Zhili Cao
 
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In the aftermath of the great financial crisis, both researchers and regulators have put the systemic risk regulation on top of their agenda. A systemic capital surcharge (as well as other macro-prudential policy tools) has been imposed on global systemically important banks (G-SIBs). Currently, G20 and the Financial Stability Board propose to impose a similar systemic capital surcharge for the 9 global systemically important insurers (G-SIIs) they identified in 2013. In this talk, we will review how the systemic risk importance can be differentiated between banking and insurance sector, and explain the current process ongoing at G20/FSB levels on this systemic capital surcharge in insurance sector, as well as open questions remaining to be answered, at the overall financial industry level.   Zhili Cao is a former research economist at financial stability department within Banque de France and holds a Ph.D from TSE under the supervision of Jean-Charles Rochet on the topic of systemic risk measures, banking supervision and financial stability. He currently works in the research and investment strategy team at AXA IM on various topics such as term structure modelling and market volatility.
Do Hedge Fund Managers Manage Systemic Risk? Financial Experts on Market Regulations (2008)
 
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Hedge funds within the US are subject to regulatory, reporting and record keeping requirements.[132] Many hedge funds also fall under the jurisdiction of the Commodity Futures Trading Commission and are subject to rules and provisions of the 1922 Commodity Exchange Act which prohibits fraud and manipulation.[133] The Securities Act of 1933 required companies to file a registration statement with the SEC to comply with its private placement rules before offering their securities to the public.[134] The Securities Exchange Act of 1934 required a fund with more than 499 investors to register with the SEC. The Investment Advisers Act of 1940 contained anti-fraud provisions that regulated hedge fund managers and advisers, created limits for the number and types of investors, and prohibited public offerings. The Act also exempted hedge funds from mandatory registration with the US Securities and Exchange Commission (SEC) when selling to accredited investors with a minimum of US$5 million in investment assets. Companies and institutional investors with at least US$25 million in investment assets also qualified.[140] In December 2004, the SEC began requiring hedge fund advisers, managing more than US$25 million and with more than 14 investors, to register with the SEC under the Investment Advisers Act.[141] The SEC stated that it was adopting a "risk-based approach" to monitoring hedge funds as part of its evolving regulatory regimen for the burgeoning industry.[142] The new rule was controversial, with two commissioners dissenting,[143] and was later challenged in court by a hedge fund manager. In June 2006, the U.S. Court of Appeals for the District of Columbia overturned the rule and sent it back to the agency to be reviewed.[144] In response to the court decision, in 2007 the SEC adopted Rule 206(4)-8, which unlike the earlier challenged rule, "does not impose additional filing, reporting or disclosure obligations" but does potentially increase "the risk of enforcement action" for negligent or fraudulent activity.[145] Hedge fund managers with at least US$100 million in assets under management are required to file publicly quarterly reports disclosing ownership of registered equity securities and are subject to public disclosure if they own more than 5% of the class of any registered equity security. Registered advisers must report their business practices and disciplinary history to the SEC and to their investors. They are required to have written compliance policies, a chief compliance officer and their records and practices may be examined by the SEC. The U.S.'s Dodd-Frank Wall Street Reform Act was passed in July 2010 and requires SEC registration of advisers who represented funds with more than US$150 million in assets, and funds with more than 15 US clients, and investors managing US$25 million. Registered managers must file information regarding their assets under management and trading positions. Previously, advisers with fewer than 15 clients were exempt, although many hedge fund advisers voluntarily registered with the SEC to satisfy institutional investors. Under Dodd-Frank, hedge fund managers with less than US$100 million in assets under management became subject to state regulation. This increased the number of hedge funds under state supervision. Overseas funds with more than 15 US clients and investors who managed more than US$25 million were also required to register with the SEC. The Act requires hedge funds to provide information about their trades and portfolios to regulators including the newly created Financial Stability Oversight Council. Under the "Volcker Rule," regulators are also required to implement regulations for banks, their affiliates, and holding companies to limit their relationships with hedge funds and to prohibit these organizations from proprietary trading, and to limit their investment in, and sponsorship of, hedge funds. Hedge funds posted disappointing returns in 2008, but the average hedge fund return of -18.65% (the HFRI Fund Weighted Composite Index return) was far better than the returns generated by most assets other than cash or cash equivalents. The S&P 500 total return was -37.00% in 2008, and that was one of the best performing equity indices in the world. Several equity markets lost more than half their value. Most foreign and domestic corporate debt indices also suffered in 2008, posting losses significantly worse than the average hedge fund. Mutual funds also performed much worse than hedge funds in 2008. According to Lipper, the average US domestic equity mutual fund decreased 37.6% in 2008. The average international equity mutual fund declined 45.8%. The average sector mutual fund dropped 39.7%. http://en.wikipedia.org/wiki/Hedge_fund
Views: 1173 The Film Archives
Regulating The Regulator: Ensuring The FSOC Designation Process Captures True Systemic Risk
 
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Five years after the Financial Stability Oversight Council (FSOC) issued its first report, the American Action Forum will host an event to examine the council of regulators and its designation process. Specifically, the event will focus on factors the FSOC considers in designating banks and non-bank financial institutions, how to determine the systemic risk posed by these companies, and how the process can and should be improved. Keynote Remarks Representative Blaine Luetkemeyer, Chairman, House Financial Services Subcommittee on Housing and Insurance Representative French Hill Panel Dr. Scott Harrington, Professor, The Wharton School, University of Pennsylvania Dr. Martin Baily, Senior Fellow – Economic Studies, Brookings Dr. Mark Calabria, Director of Financial Regulation Studies, Cato Victoria Finkle, Freelance Banking Reporter (Moderator)
Financial Regulation in the UK
 
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​This revision video looks at the tripartite system of financial regulation in the UK
Views: 6949 tutor2u
Systemic Risk: Inevitable or Preventable?
 
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Moderator Scarlet Fu, Anchor, Bloomberg Speakers Dimitri Demekas, Assistant Director, Monetary and Capital Markets Department, International Monetary Fund Fiona Frick, CEO, Unigestion Michael Piwowar, Commissioner, U.S. Securities and Exchange Commission Paul Sheard, Executive Vice President and Chief Economist, S&P Global John C. Williams, President and CEO, Federal Reserve Bank of San Francisco The near-collapse of the financial system in 2008 drove governments and central banks to launch unprecedented cooperative policies and regulations to prevent a greater catastrophe. Eight years later, it's clear the world economy avoided another depression. But with global growth weakening again and fresh upheaval in stock, bond and commodity markets, policymakers face a deepening debate over the effectiveness of their actions -- and what they should do next. As the financial system faces new strains, major central banks are undertaking contradictory policies, with the Federal Reserve tightening credit while many of its peers ease further -- even fostering negative nominal interest rates in Europe and Japan. The turn of events raises more questions about financial system risks and how to contain them. Which policies have been the most effective, with the least collateral damage? What role, if any, do central banks and finance ministries have in managing asset prices? Can systemic risks truly be reduced or eliminated, or merely shifted, thereby masking underlying problems? Our panel of experts will offer their views of recent history and the complex moment we find ourselves in.
Views: 949 MilkenInstitute
Systemic Risk Posed by Investment Funds and Financial Regulation / Institut Louis Bachelier
 
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Chairman: Michel CROUHY, Head of Research & Development, Natixis. Guest speaker: David LAWTON, Director of Markets Policy & International, UK Financial Conduct Authority. S
Financial Economics: Update on UK Financial Regulation in 2018
 
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In this video we look at examples of how the regulators in the UK have attempted to reduce the risks of financial instability causing economic damage. This includes requiring the banks to hold larger capital reserves and also subjecting commercial banks to stringent stress tests to see if they can cope with really bad economic events both in the UK and overseas.​ - - - - - - - - - MORE ABOUT TUTOR2U ECONOMICS: Visit tutor2u Economics for thousands of free study notes, videos, quizzes and more: https://www.tutor2u.net/economics A Level Economics Revision Flashcards: https://www.tutor2u.net/economics/store/selections/alevel-economics-revision-flashcards A Level Economics Example Top Grade Essays: https://www.tutor2u.net/economics/store/selections/exemplar-essays-for-a-level-economics
Views: 1564 tutor2u
Unintended Consequences of the New Financial Regulations
 
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Speaker(s): Dr Jon Danielsson, Professor Charles Goodhart, Matt King Chair: Professor Christopher Polk Recorded on 11 March 2013 in Old Theatre, Old Building. The first public event of the ESRC Systemic Risk Centre at LSE will debate whether the post crisis reforms of financial regulations will be effective in protecting us from financial excesses, or may perversely destabilise the financial system. The panel of experts will debate the topic and take questions from the audience. Jon Danielsson is the director of the Systemic Risk Centre at LSE. His research interests include financial stability, systemic risk, extreme market movements, market liquidity and financial crisis. He has published his research extensively in both academic journals and the mainstream media, and has presented his work at a number of universities and institutions. Charles Goodhart is emeritus professor of Banking and Finance with the Financial Markets Group at LSE, having previously, 1987-2005, been its deputy director. Until his retirement in 2002, he had been the Norman Sosnow Professor of Banking and Finance at LSE since 1985. Before then, he had worked at the Bank of England for seventeen years as a monetary adviser, becoming a chief adviser in 1980. In 1997 he was appointed one of the outside independent members of the Bank of England's new Monetary Policy Committee until May 2000. Earlier he had taught at Cambridge and LSE. Besides numerous articles, he has written a couple of books on monetary history; a graduate monetary textbook, Money, Information and Uncertainty (2nd Ed. 1989); two collections of papers on monetary policy, Monetary Theory and Practice (1984) and The Central Bank and The Financial System (1995); and a number of books and articles on Financial Stability, on which subject he was adviser to the Governor of the Bank of England, 2002-2004, and numerous other studies relating to financial markets and to monetary policy and history. His latest books include The Basel Committee on Banking Supervision: A History of the Early Years, 1974-1997, (2011), and The Regulatory Response to the Financial Crisis, (2009). Matt King is managing director and global head of Credit Products Strategy at Citi. His team is responsible for forming views and advising clients on the full spectrum of credit, across high grade, high yield, leveraged loan, structured, emerging and municipal bond markets. While the majority of clients are investors, he also deals frequently with issuers and regulators on everything from market direction to valuation to risk management. Matt King is a frequent speaker at industry conferences and has published extensively on credit markets over the past two decades. Some of his most widely referenced pieces include Are the brokers broken? (published two weeks before Lehman's bankruptcy), Buy the bubbles, sell the bath, and How much debt is too much debt? Prior to joining Citi in 2003, Mr King was head of European Credit Strategy at JPMorgan. He is British, and a graduate of Emmanuel College, Cambridge, where he read Social & Political Sciences.
Gearty Grilling: Jon Danielsson on Financial Regulation
 
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Dr Jon Danielsson, Reader in Finance and Director of the Systemic Risk Centre, discusses financial risk and regulation.
Types of risks in banking | Risk Management in Banking sector | Types of risks in banking sector
 
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In this video we have discussed Types of risks in banking sector and Risk Management in Banking sector which is very important for IBPS PO,IBPS Clerk,SBI Clerk,SBI PO,Syndicate Bank PO,Canara Bank PO and various other banking examinations. In this video we have categorically described risks in banking sector such as credit risk, market risk, operational risk etc. The major risks in banking business or ‘banking risks’, explained in this video with proper time stamp are : 1. Credit or Default Risk 03:50 2. Market Risk 11:50 3. Operational Risk 15:04 4. Liquidity Risk 18:37 5. Business Risk 20:23 6. Reputational Risk 21:51 7. Systemic Risk 23:41 8. Moral Hazard 24:51 9. Final discussion 27:02
Views: 27064 BANKING SUTRA
The Deregulation Bill Poses Even Greater Systemic Risk
 
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RTD News keeps you up to date on what's happening around the globe. Thanks for watching this important update, "The Deregulation Bill Poses Even Greater Systemic Risk". Download instantly a copy of the new eBook, "5 Reasons To Hold Precious Metals Before the Next Recession", to find out how to protect yourself before the next market crash. http://bit.ly/5ReasonsEbook *** RTD Silver Giveaway *** Enter to win a FREE SD Bullion 10 oz. Silver Bar for RTD Monetary Awareness month. https://www.rethinkingthedollar.com/silver Subscribe and share the RTD news updates so others can hear and learn... Here is today's articles mentioned in this news update: 1. Is Dodd-Frank Crippling Banks or Saving Them? http://fortune.com/2017/08/04/dodd-frank-choice-act/ 2. The number of US banks that are “too big to fail” just shrank https://qz.com/1286289/dodd-frank-act-explained-the-number-of-too-big-to-fail-banks-just-shrank/ 3. Congress approves plan to roll back post-financial-crisis rules for banks https://www.washingtonpost.com/business/economy/divided-house-passes-major-bank-deregulation-bill-sends-to-trump/2018/05/22/6f3bb562-5dd2-11e8-a4a4-c070ef53f315_story.html?noredirect=on&utm_term=.800c955a85ef 4. The surprise winners of the bank regulation roll-back http://money.cnn.com/2018/05/23/investing/congress-bank-deregulation-bill-winners/index.html 5. How much U.S. currency is in circulation? https://www.federalreserve.gov/faqs/currency_12773.htm 6. America’s 15 largest banks https://www.bankrate.com/banking/americas-top-10-biggest-banks/#slide=1 7. How Many U.S. Dollar Bills Are There in Circulation? http://www.visualcapitalist.com/many-u-s-dollar-bills-circulation/ 8. Big Banks and Derivatives: Why Another Financial Crisis Is Inevitable https://www.forbes.com/sites/stevedenning/2013/01/08/five-years-after-the-financial-meltdown-the-water-is-still-full-of-big-sharks/#332035673a41 Connect with Rethinking the Dollar on Steemit, Facebook & Twitter for more articles here: Steemit - https://steemit.com/@rtd Twitter - https://twitter.com/RethinkinDollar Facebook - https://www.facebook.com/rtdworldnews Support the Rethinking the Dollar channel: Send a one time donation here: http://www.rethinkingthedollar.com/donate/ Subscribe to become a monthly sponsor here: https://www.patreon.com/rtd Purchase a 10oz. Proclaim Liberty Silver Bar from SDBullion at dealer cost & support the RTD YouTube channel: https://sdbullion.com/rtd *********** RTD UNIVERSITY *********** A new monetary paradigm starts by visiting the RTD University website. Choose from over 30+ hours of monetary and financial interviews from experts that will help you think beyond the pending dollar demise - http://bit.ly/RTD_University DISCLAIMER: The financial and political opinions expressed in this interview are those of the guest and not necessarily of "Rethinking the Dollar". Opinions expressed in this video should not be relied on for making investment decisions and do not constitute personalized investment advice. The information shared is for the sole purpose of education.
Joanna Gray - Legal and Regulatory Responses To Systemic Risk
 
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Interview at the Global Governance Programme Executive Training: "the Macroeconomic and the Financial Landscape in the Aftermath of the 2007 Crisis: New Challenges and Perspectives".The conference took place at the European University Institute, Florence, Italy, 6-9 June 2011
Systemic Risk and Stability in Financial Networks
 
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Webinar session by Alireza Tahbaz-Salehi, Columbia University. Abstract Since the global financial crisis of 2008, the view that the architecture of the financial system plays a central role in shaping systemic risk has become conventional wisdom. The intertwined nature of the financial markets has not only been proffered as an explanation for the spread of risk throughout the system (see, e.g., Plosser 2009 and Yellen 2013), but also motivated many of the policy actions both during and in the aftermath of the crisis.1 Such views have even been incorporated into the new regulatory frameworks developed since. Yet, the exact role played by the financial system’s architecture in creating systemic risk remains, at best, imperfectly understood.
Views: 352 CEMLA
Financial Regulation: Back to the Future?
 
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Systemic Risk Centre and Law and Financial Markets Project public lecture Date: Tuesday 10 January 2017 Time: 6.30-8.00pm Venue: Sheikh Zayed Theatre, New Academic Building, LSE Speaker: Timothy G. Massad (Chairman of the Commodity Futures Trading Commission) Chair: Dr Eva Micheler (SRC, Department of Law) The global financial crisis caused massive unemployment, destroyed trillions in wealth, and triggered an international effort to strengthen the regulation of financial markets and institutions. Will the Brexit referendum and the 2016 U.S. election bring fundamental changes to that path? Mr. Massad has been on the front lines of the U.S. effort to combat the crisis and reform the international financial regulatory system, currently as Chairman of the U.S. Commodity Futures Trading Commission and formerly as Assistant Secretary for Financial Stability at the U.S. Treasury. As head of the U.S. government agency responsible for regulating the nearly $450 trillion futures and swaps markets, much of which is global in nature, Chairman Massad will bring his unique perspective to the future of the financial market regulatory framework agreed to by the G20 Leaders. Twitter Hashtag for this event: #LSEMassad
Systemic Risk and the Asset Management Industry: Framing the Systemic Risk Issue
 
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http://www.brookings.edu/events/2013/12/16-systemic-risk-asset-management-industry Do asset managers contribute in any substantial way to the overall risk of a financial crisis? Are any asset managers systemically important financial institutions (SIFIs)? The Dodd-Frank Act requires the Financial Stability Oversight Council (FSOC) to decide which non-bank financial institutions are SIFIs. On December 16, the Economic Studies Program at Brookings discussed the recently released Office of Financial Research (OFR) background report on the asset managers to help FSOC think about the issue.
Views: 2379 Brookings Institution
BCLS 2010 - Systematic Risk, Systematic Regulation - Full Length
 
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Systematic Risk, Systematic Regulation: Banking Post-Financial Crisis Blouin Creative Leadership Summit September 23, 2010 Featuring Matthew Bishop, US Business Editor and New York Bureau Chief, The Economist Dr. Charles Calomiris, Henry Kaufman Professor of Financial Institutions, Columbia University Graduate School of Business Joseph Wambia, CEO and Chief Investment Officer, WambiaCapital Dr, Paul Wilmott, Founder, Wilmott.com Josh Wolfe, Co-Founder and Managing Partner, Lux Capital Learn more: http://www.creativeleadershipsummit.org The global financial crisis was caused not only by insufficient financial regulation, but through misconceptions of the very models and instruments used to manage risk and price assets. What new models of risk need to be taken on by banks post financial crisis? How can banks continue to take risk and therefore maximize both shareholder and client value without causing systematic risk for the financial sector as a whole? Is regulation or innovation the answer? Learn more: http://www.creativeleadershipsummit.org
Views: 3174 BCLSummit
Systemic Risk: October 2, 2007
 
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Systemic Risk: Examining Regulators' Ability to React to Threats in the Financial System
Views: 258 BarneyFrankFSC
Examining Systemic Risk
 
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In September of 2008, Americans witnessed a domino effect involving the biggest financial institutions of our country. When Lehman Brothers declared bankruptcy and Merill Lynch was put under Bank of America's wing, Americans began to learn the interconnectedness of the banking system. For an industry that specializes in managing risk, how could bad decisions by a few banks jeopardize the entire system? The risk that disturbances in one part of the system will spread to other parts and affect the entire system is known as systemic risk. Though the banking system has many sources of risk, systemic risk is difficult to manage due to the lack of transparency between banks. A bank will make a decision based on what is most beneficial for the company and may not take into account how that choice will impact the rest of the system. If that bank's decision causes it to become insolvent, the decision's effect will spread to other banks as a consequence of the claims they have on each other. In the past few months Americans have seen a banking epidemic spread to Wall Street and Main Street, posing a high cost to our economy. Policy makers are seeking ways to regulate this systemic risk in hopes of preventing another downward spiral. To help better understand the aspects and consequences of systemic risk, the Mercatus Center hosts a lecture by Margaret Polski, an Affiliate Fellow at the Center for the Study of Neuroeconomics at George Mason University. Dr. Polski explores the sources of risk in modern banking and critically examine the proposal to create a "Systemic Risk Regulator". Help us caption & translate this video! http://amara.org/v/CNG1/
Views: 275 Mercatus Center
What Financial Regulators Can Learn from Network Theory
 
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When regulators seek to identify systemically important financial institutions (SIFIs), they tend to focus on an institution's size and connectedness. But this approach mises an important dimension of systemic risk, according to Imre Kondor, Stefano Battiston, Giorgio Fagiolo, and Alan Kirman. This team of economists and physicists emphasizes that systemic risk is a complex and collective problem, not something that can be read off the balance sheet of individual units. They take into account all kinds of indirect influences -- managers in business schools and quants at trading desks comprise a social network whose members consume more of less the same information -- to investigate how strong correlations can arise between seemingly unrelated institutions at dispersed areas of a network. Strongly correlated clusters of institutions, they say, are what regulators need to watch out for.
Views: 2479 New Economic Thinking
Robert F. Engle: Systemic Risk with Endogenous Cycles
 
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When financial institutions are undercapitalized they are not only vulnerable to external shocks, but they may inadvertently generate such shocks. When financial institutions act to improve their capital structure, they may induce exactly the financial crisis that regulation seeks to prevent. The economics of systemic risk cycles will be discussed along with empirical evidence. The cycles can be observed in both the downward and upward direction. From this point of view we can develop a measure of the distance to crisis as a way to assess how close an economy is to a financial crisis. Organised by the faculty of business and Economics, Lausanne, EPFL and the Bernoulli center with the support of the student association Uthink, Conférencier(s)/animateur(s): Robert F. Engle NYU Stern School of Business. With the participation of Jean-Philippe Bonardi, Dean of the faculty of business and Economics June 1st, 2017, university of Lausanne
Shelby's Statement on Systemic Risk Regulation
 
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Senate Banking Committee Hearing on Establishing a Framework for Systemic Risk Regulation
Franklin Allen - Systemic Risk (full lecture) - IRMC 2014
 
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A lecture of Franklin Allen of the University of Pennsylvania about the origins of systemic risk and countering systemic risk through banking regulation and other means during plenary session at the International Risk Managament Conference 2014 that took place on June 23-24, 2014 at the Warsaw School of Economics (SGH).
The Fed Explains Bank Supervision and Regulation
 
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Healthy banks and healthy economies go hand in hand. The latest in the Atlanta Fed’s animated video series explains how the Federal Reserve ensures banks are doing business safely and providing fair and equitable services to their communities.
Views: 21434 AtlantaFed
FINANCIAL REGULATION
 
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Dr Jon Danielsson, Reader in Finance and Director of the Systemic Risk Centre, discusses financial risk and regulation. Crises trigger the adaptation processes. Crises are motherof reforms. Christoph Ohler tours us through the Financial crisis (2007- 2009) and debt crisis (2010 . This is a recording of the recent tutor2u Economics CPD webinar on A Level Economics: Financial Markets: Financial Regulation CONNECT WITH TUTOR2U . Gerald Epstein: Powerful lobbying by finance sector keeps turning regulations into Swiss cheese; there is an alternative if people fight for it.
Careers in Financial Services Risk and Regulation - Caroline
 
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Hear from Caroline , Senior Manager who works in our Financial Services Risk and Regulation team. After recently taking some time out for maternity leave, she talks about how she's able to work flexibly in the team and belong to PwC's parent network.
Views: 746 PwC UK Careers
The Law, Finance and the Abyss
 
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Speakers: Professor Julia Black, Dr Jon Danielsson, Professor Charles Goodhart, Professor Katharina Pistor Chair: Dr Eva Micheler Recorded on 12 March 2015 in Old Theatre, Old Building. In financial markets law and finance are intrinsically connected. When markets collapse, however, legal rules are pushed into the background and other forces take over. Julia Black is a Professor of Law and Pro-Director for Research at LSE. Jon Danielsson (@JonDanielsson) is Director of the Systemic Risk Centre. Charles Goodhart is Emeritus Professor of Banking and Finance at LSE. Katharina Pistor is the Michael I Sovern Professor of Law at Columbia Law School. LSE Law (@lselaw) is an integral part of the School's mission, plays a major role in policy debates & in the education of lawyers and law teachers from around the world. The Systemic Risk Centre (@LSE_SRC) investigates the risks that may trigger the next financial crisis and develops practical tools to help policy-makers and private institutions become better prepared. The Law and Financial Markets Project is based in the LSE's Law Department and explores the interactions of law, regulation, financial markets and financial institutions, principally within the EU and the UK.
OTC derivatives: Reducing systemic risk
 
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Learn more at PwC.com - http://pwc.to/1s2zDco PwC's Rich Paulson discusses the impact of derivatives regulation for banks.
Views: 1327 PwC US
Conference on Systemic Risk and Data Issues: Regulatory Panel pt 1
 
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The Regulatory Panel consisted of Richard Berner of the Office of Financial Research (OFR), Andrei Kirilenko from the Commodities and Futures Commission (CFTC), Craig Lewis of the Securities and Exchange Commission (SEC), and Art Murton from the Federal Deposit Insurance Corporation (FDIC). The panel was moderated by Charles Taylor of the Office of the Comptroller of the Currency (OCC).
Views: 256 SmithBusinessSchool
Stress Testing and Systemic Stability
 
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Co-organised by the Systemic Risk Centre, Financial Markets Group, and Centre for Economic Policy Research, the "Stress Testing and Macro-prudential Regulation: A Trans-Atlantic Assessment" conference held on 29th-30th October 2015 brought together more than 100 academics, policy makers, senior policy economists, and banking sector specialists to discuss the development of stress testing as a tool for macro-prudential supervision and regulation. Further details: http://www.systemicrisk.ac.uk/events/stress-testing-and-macro-prudential-regulation-trans-atlantic-assessment Til Schuermann, Partner, Oliver Wyman, gave an interview on his views on stress testing after the conference.
Mason Says Resolution Authority May Lessen Systemic Risk: Video
 
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July 13 (Bloomberg) -- Jeb Mason, a managing director at the Cypress Group, discusses the outlook for the U.S. financial overhaul bill and the potential impact of the legislation on systemic risk. The Senate plans to pass the financial-regulation bill on July 15 as Democrats secured the 60 votes needed to enact the biggest rewrite of Wall Street rules since the Great Depression. Mason speaks with Margaret Brennan on Bloomberg Television's "InBusiness." (Source: Bloomberg)
Views: 55 Bloomberg
Systemic Risk: Insights From Networks
 
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Panel 2: Systemic Risk Daron Acemoglu - Professor of Economics, MIT
Views: 3026 afajof
The role of stress testing in supervision and macroprudential policy
 
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Co-organised by the Systemic Risk Centre, Financial Markets Group, and Centre for Economic Policy Research, the "Stress Testing and Macro-prudential Regulation: A Trans-Atlantic Assessment" conference held on 29th-30th October 2015 brought together more than 100 academics, policy makers, senior policy economists, and banking sector specialists to discuss the development of stress testing as a tool for macro-prudential supervision and regulation. Further details: http://www.systemicrisk.ac.uk/events/stress-testing-and-macro-prudential-regulation-trans-atlantic-assessment Vítor Constâncio, Vice-President of the European Central Bank, gave an interview on his views on stress testing after the conference.
SPS Spotlight - FinTech and Financial Regulation
 
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Columbia University School of Professional Studies presents A Panel Discussion with Professor Sharyn O’Halloran, Thomas Deely, and Guests A key issue for regulators and the financial service industry is mitigating systemic large-scale counterparty risk. Currently, individual financial institutions and regulators conduct systemic risk exposure analysis using proprietary models and data protocols absent any agreed upon baseline, best practices or public scrutiny. Without industry standards, shared benchmarks, or means to validate results, the impact of alternative policy interventions on the overall risk in the financial system remains uncertain. This initiative showcases new open source analytical tools that develop highly granular trade and cross-asset class risk simulation and aggregate at the counterparty level. Bringing large-scale open source risk models to the public domain will enable a standard-based approach that facilitates research and greater understanding of the impact that policy levers have on the financial system. Questions? Please contact: [email protected] Sponsors: Quaternion Risk Management tullett prebon information Columbia School of Professional Studies Columbia Business School Columbia University Data Science Institute Columbia Law school Columbia School of International and Public Affairs Moderator: Ben McLannahan US Banking Editor Financial Times Panelists: Emanuel Derman Director of the MS Program in Financial Engineering Professor of Professional Practice Industrial Engineering and Operations Research, Columbia University Paul Glasserman, PhD Jack R. Anderson Professor of Business Decision, Risk, and Operations Research Director Program for Financial Studies Columbia Business School Brian Ruane CEO of Broker-Dealer Services & Head of Banks Broker-Dealer and Investment Advisors Market and Alternative Asset Manager Segments Bank New York Mellon Mayur Thakur Managing Director of Compliance Analytics Goldman Sachs Sharyn O’Halloran, PhD George Blumenthal Professor of International and Public Affairs Chief Academic Officer Columbia University School of Professional Studies https://www.facebook.com/ColumbiaSPS/ https://twitter.com/Columbia_SPS https://www.linkedin.com/company/columbia-university-school-of-professional-studies Questions? Please contact: [email protected] Tuesday, November 15, 2016 | 7:30 PM New York City at the Columbia Club, James Madison Room .
Views: 1112 Columbia SPS
Systemic risk and the global banking system
 
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Professor Robert Engle discusses systemic risk in the global banking system with Finsia CEO Russell Thomas. Finsia has collaborated with the Institute of Global Finance, PwC and New York University to develop the global systemic risk index. More at finsia.com/systemic-risk-index
Views: 1732 Finsia
Alan Grayson and Industry Representatives on Insurance and Systemic Risk
 
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Rep. Alan Grayson asks a variety of industry representatives on 6/16/09 about systemic risk as it pertains to the insurance industry. This is a lead-up to the unveiling of the administration proposals on financial regulation. The witnesses were: The Honorable Peter Skinner, Member, European Parliament The Honorable Michael T. McRaith, Director, Illinois Department of Insurance on behalf of the National Association of Insurance Commissioners Ms. Teresa Bryce, President, Radian Guaranty Inc. on behalf of the Mortgage Insurance Companies of America Mr. Sean McCarthy, Chief Operating Officer, Financial Security Assurance, Inc. Mr. Kenneth F. Spence, Executive Vice President and General Counsel, Travelers Mr. Franklin Nutter, President, Reinsurance Association of America Mr. Patrick S. Baird, Chief Executive Officer, AEGON USA, LLC on behalf of the American Council of Life Insurers Mr. John T. Hill, President and Chief Operating Officer, Magna Carta Companies on behalf of the National Association of Mutual Insurance Companies
Views: 2999 Alan Grayson