Bank Failures: The Limitations of Risk Modeling

Patrick Honohan

Chapter 8 in The First Credit Market Turmoil of the 21st Century:Implications for Public Policy, 2009, pp 103-123 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:Introduction and SummaryFour Failure CategoriesCase A: “Diversified survivor” — UBSCase B: “Ruined gambler” — Sachsen LandesbankCase C: “Too opaque to survive in the market” — Northern RockCase D: “Overleveraged mortgage lender” — The GSEsConclusionReferences

Keywords: Financial Crises; Systemic Risk; Credit Market Turmoil; International Financial Markets (search for similar items in EconPapers)
Date: 2009
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Working Paper: Bank Failures: The Limitations of Risk Modelling (2008)
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