The Systemic Risk Implications of Originate and Distribute

Andrew Haldane

Chapter 17 in Globalization and Systemic Risk, 2009, pp 251-273 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:IntroductionIntegration and Systemic RiskSecuritization and Systemic RiskInnovation and Systemic RiskUsing past asset returnsUsing linear asset-pricing modelsIncentives and Systemic RiskFree-ridingLemonsCombining the frictionsTackling Tail RiskCalibrating tail riskDynamic stress-testingLiquidity policies and practicesReferences

Keywords: Globalization; Banking; Financial Markets; Systemic Risk; Financial Crisis; Contagion (search for similar items in EconPapers)
Date: 2009
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