- absorption ratio
- accounting standards
- adjustable-rate mortgages (ARMs)
- American International Group (AIG)
- arbitrage
- efficient markets and
- regulatory
- Argentina
- Asia
- asset-backed securities (ABS)
- asset bubbles
- banking crises and
- causes of
- Credit Crisis and
- credit supply and
- definition of
- examples of
- financial crises and
- monitoring for
- assets, risk-weighted
- asset valuation
- approaches to
- for banks
- for derivatives
- in Great Depression
- human behavior and
- Australia
- Austria
- auto companies
- bailouts of
- Great Depression and
- Bagehot, Walter
- bailouts
- of auto companies
- of banks
- of Bear Stearns
- Credit Crisis and
- Dodd-Frank Act and
- of government-sponsored entities
- moral hazard and
- systemic events and
- Bank for International Settlements (BIS)
- bank holding companies
- Banking Act of 1933 (Glass-Steagall Act)
- banking crises
- definition of
- equity prices and
- frequency of
- GDP growth and
- government default and
- in Great Depression
- predicting
- systemic events and
- banking entity, definition of
- banking stability index (BSI)
- Bank of America
- Bank of England
- bankruptcy
- closeout netting and
- of Lehman Brothers
- precipitating factors in
- probability of
- banks
- bailouts of
- capital requirements for
- data collection on
- failures of
- foreign
- international
- reserve requirements for
- risk sources for
- runs on
- systemically important
- Volcker Rule and
- See also central banks; commercial banks; Globally Systemically Important Banks; investment banks
- Barclays
- Baring, Francis
- Basel Accords
- Basel I
- Basel II
- Basel II.5
- Basel III
- evolution of
- objectives of
- Basel Committee on Banking Supervision
- Basel Accords established by
- as FSB member
- identification of G-SIBs by
- on interconnectedness
- as international financial institution
- objective of
- Bear Stearns
- behavioral factors
- financial crises and
- investing and
- in systemic risk modeling
- benign neglect theory
- Bernanke, Ben
- Black-Scholes-Merton Option Pricing Model (BSOP Model)
- Bolivia
- borrowers
- as credit risks
- monitoring behavior of
- protections for
- types of
- Brazil
- broker-dealers, regulation of
- BSMD (multivariate density) function
- BSOP Model. See Black-Scholes-Merton Option Pricing Model
- bubbles
- credit supply and
- dot-com
- speculation and
- in stock markets
- See also asset bubbles; real estate bubbles
- Bush, George W.
- Callan, Erin
- call options
- Canada
- capital
- for commercial banks
- tiers of
- capital adequacy ratio
- Capital Asset Pricing Model (CAPM)
- capital conservation buffer
- capital flow
- Credit Crisis and
- international
- capital productivity
- capital requirements
- caps
- Case-Shiller Housing Price Index
- CBOE Skew Index (SKEW)
- CBOE/S&P 500 Implied Correlation Index
- CBOE Volatility Index (VIX)
- central banks
- credit risk and
- credit supply and
- financial crises and
- interest rates and
- as lenders of last resort
- regulation of
- central counterparties
- central counterparty clearinghouses (CCPs)
- central securities depositories (CSDs)
- Chicago Fed National Financial Conditions Index
- Chicago Mercantile Exchange (CME)
- Chile
- China
- Citigroup
- Citigroup Economic Surprise Indices
- clearinghouse certificates
- Clearing House Interbank Payments System (CHIPS)
- Clearing House Payments Company
- Clinton, Bill
- closeout netting
- CLS Bank International
- collateral
- for lenders of last resort
- in managing counterparty credit risk
- in measuring counterparty credit risk
- collateralization, regulation of
- collateralized credit valuation adjustment (CCVA)
- collateralized debt obligations (CDOs)
- Columbia
- commercial banks
- assets of
- vs. investment banks
- Committee on Payment and Settlement Systems
- Committee on Payments and Market Infrastructures (CPMI)
- Committee on the Global Financial System
- Commodities Exchange Act of 1936
- Commodities Futures Modernization Act of 2000
- Commodities Futures Trading Commission (CFTC)
- commodities risk
- commodity prices, data collected on
- Community Reinvestment Act
- Comptroller of the Currency
- conditional value at risk (CoVaR)
- conflicts of interest
- financial stability and
- under Volcker Rule
- Consumer Financial Protection Bureau (CFPB)
- consumer protection
- contagion risk
- counterparty risk and
- in Credit Crisis
- international
- need to analyze
- systemically important entities and
- See also interconnectedness
- contingent claims analysis (CCA)
- contract markets
- contracts
- derivatives
- regulation of
- corporate governance, regulation of
- Costa Rica
- countercyclical buffer
- counterparty credit risk
- management of
- measuring for OTC derivatives
- sources of
- systemic risk and
- Credit Crisis of 2007
- bailouts and
- Basel Accords and
- causes of
- counterparty credit risk and
- equity volatility in
- Federal Reserve and
- financial data gaps and
- GSEs and
- impact of
- interconnectedness and
- investment banks and
- investor behavior and
- macroprudential oversight and
- magnitude of
- nonregulated institutions and
- Ponzi borrowing and
- regulatory responses to
- risk aversion and
- systemically important entities and
- as systemic event
- credit default swaps (CDS)
- at AIG
- CDOs and
- counterparty credit risk and
- data repositories on
- definition of
- as speculation
- in systemic risk modeling
- credit rating agencies
- credit risk
- assessing
- for banks
- exposure to
- foreign
- management of
- See also counterparty credit risk
- credit supply
- in economic booms
- excessive
- financial crises and
- GSEs and
- U.S. residential mortgages and
- credit unions, regulation of
- cross-currency swaps
- currency
- debasement of
- foreign exchange value of
- gold standard and
- cybersecurity
- data repositories
- debt
- non-government accumulation of
- shrinking levels of
- default
- counterparty risk and
- government
- probability of (PD)
- default intensity model (DIM)
- Defense Production Act
- deflation
- Depository Trust & Clearing Corporation (DTCC)
- Depository Trust Company (DTC)
- depression (economic), causes of
- derivatives
- data collection on
- definition of
- OTC (See over-the-counter [OTC] derivatives)
- regulation of
- transactions with
- types of
- valuation of
- devaluation
- distress dependence matrix (DDM)
- distressed insurance premium (DIP)
- Dodd-Frank Wall Street Reform and Consumer Protection Act
- data repositories and
- impetus for
- objectives of
- OTC derivatives regulation and
- systemically important entities and
- system risk identification and
- See also Volcker Rule
- Dominican Republic
- dot-com bubble
- Dow Jones Industrial Average
- Dutch Tulip Mania
- economy
- booms in
- gold standard and
- impact of systemic risk on
- post-crisis downturns in
- spillover events and
- stress buildup in
- Ecuador
- Efficient Market Hypothesis (EMH)
- El Salvador
- Emergency Economic Stabilization Act
- emerging market countries
- government default and
- stock markets in
- employment
- Credit Crisis and
- Great Depression and
- risk-monitoring data collected on
- systemic events and
- England
- equity position risk
- equity prices
- post– Credit Crisis
- risk-monitoring data collected on
- euphoria
- Europe/European Union
- Credit Crisis and
- Dutch Tulip Mania and
- financial crises in
- financial regulation in
- government defaults in
- identifying financial vulnerabilities in
- recession in
- European Banking Authority (EBA)
- European Central Bank (ECB)
- European Insurance and Occupational Pensions Authority (EIOPA)
- European Securities and Market Authority (ESMA)
- European Systemic Risk Board (ESRB)
- European System of Financial Supervision (ESFS)
- exchange rates
- international financial crises and
- market risk and
- exchange-traded derivatives
- exchange-traded funds (ETFs)
- executive compensation, regulation of
- exposure restrictions
- fair value accounting
- fallacy of composition
- familiarity bias
- Fannie Mae. See Federal National Mortgage Association
- FAS
- Federal Deposit Insurance Corporation (FDIC)
- creation of
- Credit Crisis and
- Dodd-Frank Act and
- FSOC and
- function of
- nonregulated financial institutions and
- in systemic risk modeling
- Volcker Rule and
- Federal Financial Institutions Examinations Council (FFIEC)
- Federal Home Loan Mortgage Corporation (Freddie Mac)
- Federal Housing Administration (FHA)
- Federal Housing Finance Administration (FHFA)
- Federal Insurance Office
- Federal National Mortgage Association (Fannie Mae)
- Federal Reserve
- Bear Stearns and
- Credit Crisis and
- Dodd-Frank Act and
- equity margin requirements and
- financial data collection and
- FSOC and
- gold standard and
- Great Depression and
- G-SIBs and
- as lender of last resort
- as regulatory agency
- stress testing by
- systemically important entity oversight by
- Volcker Rule and
- fight-or-flight response
- Financial Action Task Force
- financial crises
- behavioral factors in
- data gaps and
- drivers of
- examples of
- frequency of
- government defaults and
- impact of
- international spread of
- macroprudential oversight and
- predicting
- resolution of
- See also banking crises; Credit Crisis of 2007; systemic events
- Financial Crisis Inquiry Commission (FCIC)
- financial data
- closing gaps in
- indicators
- quality of
- repositories for
- sources of
- standardization of
- financial decision making
- interconnectedness and
- psycho-physical factors in
- financial institutions
- bailouts of
- Credit Crisis and
- creditworthiness of
- data collection from
- de-capitalization of
- failure of
- global
- interconnectedness of
- liquidation of
- mainstream access to
- non-bank
- nonregulated
- regulation of (See regulations)
- risk management by
- See also Systemically Important Financial Institutions; specific types
- financial instruments, definition of
- financial market infrastructures (FMIs)
- financial market utilities (FMUs). See also Systemically Important Financial Market Utilities
- Financial Services Modernization Act of 1999 (Gramm-Leach-Bliley Act)
- financial stability
- Dodd-Frank Act and
- lenders of last resort and
- monitoring of
- requirements for
- sources of risk to
- Volcker Rule and
- Financial Stability Board (FSB)
- central counterparty clearinghouses and
- on data gaps
- impetus for
- as international financial institution
- member institutions of
- objective of
- systemically important entities and
- Financial Stability Forum
- Financial Stability Oversight Council (FSOC)
- data collection for
- establishment of
- function of
- impetus for
- insurance industry and
- Office of Financial Research and
- risk management standards and
- systemically important entities and
- Volcker Rule and
- financial systems
- entities included in
- key standards for
- financial turbulence model
- Finland
- Fisher, Irving
- Fixed Income Clearing Corporation (FICC)
- floors
- foreign credit risk
- foreign exchange crisis
- forward/futures contracts
- France
- Freddie Mac. See Federal Home Loan Mortgage Corporation
- futures contracts. See forward/futures contracts
- G19
- Gadinis, Stavros
- GARCH model
- General Electric Capital Corporation
- geopolitical events
- George, Eddie
- Germany
- Ginnie Mae. See Government National Mortgage Association
- Glass-Steagall Act. See Banking Act of 1933
- Global Financial Stress Index (GFSI)
- globalization
- financial crises and
- of financial institutions
- Globally Systemically Important Banks (G-SIBs)
- Goldman Sachs
- gold standard
- Goodfriend, Marvin
- Goodhart, Charles
- government default
- frequency of
- as systemic event driver
- government intervention
- assessing need for
- financial panic and
- See also bailouts
- Government National Mortgage Association (Ginnie Mae)
- government-sponsored enterprises (GSEs)
- bailouts of
- Credit Crisis and
- function of
- regulation of
- securitization and
- Gramm-Leach-Bliley Act. See Financial Services Modernization Act of 1999
- Great Depression
- bailouts and
- bank failures and
- factors in
- Federal Reserve and
- gold standard and
- government default and
- GSEs created during
- magnitude of
- stock margin requirements and
- Great Recession. See Credit Crisis of 2007
- Greece
- Greenspan, Alan
- Gregory, Joe
- gross credit exposure, for OTC derivatives
- gross domestic product (GDP)
- banking crises and
- Credit Crisis and
- global
- government default and
- in Great Depression
- in macroeconomic systemic risk modeling
- Taylor Rule and
- gross market value, for OTC derivatives
- Group of Thirty
- groupthink
- Guatemala
- hedge borrowers
- hedge funds
- heterogeneous vs. homogeneous expectations
- homeownership
- Honduras
- Hong Kong
- housing prices
- Hungary
- ICE Clear Credit
- illiquidity-based systemic risk modeling
- India
- indicators, financial cycle
- Indonesia
- inflation
- gold standard and
- government default and
- interest rates and
- international financial crises and
- risk-monitoring data collected on
- insolvency, definition of
- insurance companies
- in financial system
- regulation of
- systemic risk in
- interbank market failure
- interconnectedness
- categories of
- counterparty risk and
- impact of
- increase in
- persistence of
- regulatory oversight and
- risk analysis for
- See also contagion
- interest rate risk
- interest rates
- ceilings on
- Credit Crisis and
- gold standard and
- inflation and
- money supply and
- on residential mortgages
- risk-monitoring data collected on
- interest rate swaps
- International Accounting Standards Board
- International Association of Deposit Insurers
- International Association of Insurance Supervisors
- international contagion
- International Monetary Fund (IMF)
- International Organization of Securities Commissions (IOSCO)
- investment banks
- Credit Crisis and
- in financial system
- Glass-Steagall Act and
- U.S.
- investors
- behavioral factors for
- protection of
- rational expectations of
- risk aversion of
- Isaac, William
- Italy
- Japan
- banking crisis in
- financial regulation in
- housing prices in
- real estate bubble in
- U.S. capital outflow to
- Joint Forum
- joint probability of default (JPoD)
- J.P. Morgan
- junk bonds
- Kansas City Financial Stress Index
- King, Robert
- Kobrak, Christopher
- labor productivity
- de Larosière, Jacques
- de Larosière report
- Latin America
- Legal Entity Identifier (LEI)
- Lehman Brothers
- lender of last resort
- definition of
- Federal Reserve as
- function of
- lenders
- monitoring behavior of
- regulation of
- leverage ratio, for banks
- Lincoln, Blanche
- Lincoln Amendment
- liquidation
- liquidity coverage ratio
- liquidity risk
- for banks
- management of
- loans, as bank assets
- Long-Term Capital Management
- loss aversion bias
- Mackintosh, Stuart P.M.
- macroeconomic indicators
- macroprudential risk
- monitoring of
- tools for addressing
- mahalanobis distance
- mandatory clearing requirement
- mania
- market crashes, causes of
- market liquidity
- market risk
- for banks
- management of
- mark-to-market accounting
- Martingale Property
- maximum likelihood method
- Mellon, Andrew
- Merkley, Jeff
- Merrill Lynch
- MetLife Inc.
- Mexico
- microprudential risk
- Minsky, Hyman
- Mississippi Bubble
- Modern Portfolio Theory
- money supply
- contraction in
- gold standard and
- increase in
- Moody's KMV
- Moody's rating service
- moral hazard
- government bailouts and
- lenders of last resort and
- regulation to address
- Volcker Rule and
- Morgan Stanley
- mortgage-backed securities
- residential
- mortgages
- bailouts and
- delinquency rates on
- GSEs and
- regulatory reform and
- MSCI World Index
- multivariate density (BSMD) function
- mutual funds
- National Credit Union Administration (NCUA)
- National Securities Clearing Corporation (NSCC)
- Netherlands
- net stable funding ratio
- netting
- bilateral
- to manage counterparty credit risk
- multilateral
- New York Stock Exchange (NYSE)
- Nicaragua
- Nomura Holdings
- Norway
- notional principal
- novation
- off-exchange futures
- Office of Financial Research (OFR)
- creation of
- data collection and
- on interconnectedness
- systemic risk assessment by
- Office of the Comptroller of the Currency (OCC)
- Office of Thrift Supervision (OTS)
- O'Neill, Paul
- operational risk
- for banks
- management of
- option contracts
- Option-iPoD model
- option pricing models
- Options Clearing Corporation (OCC)
- Organization for Economic Co-operation and Development (OECD)
- over-the-counter (OTC) derivatives
- as bilateral agreements
- counterparty risk and
- Credit Crisis and
- definition of
- G-SIBs and
- regulation of
- trading platforms for
- Panama
- panics
- Paraguay
- Paulson, Henry
- payment, clearing, and settlement services
- payment netting
- pension funds
- Peru
- Philippines
- Ponzi borrowers
- pooling
- Portugal
- President's Working Group on Financial Markets (PWG)
- prices
- debt-deflation cycle and
- of derivative securities
- human behavior and
- information available from
- Principles for Financial Market Infrastructures (PFMI)
- private equity funds
- probability distribution systemic risk modeling
- probability of cascade effects (PCE)
- probability of default (PD)
- joint
- productivity
- capital
- labor
- proprietary trading
- Prospect Theory
- Prudential Financial Inc.
- push-out rule
- put/call ratio
- put options
- Qatar
- rating agencies
- Rational Expectations Theory
- real estate bubbles
- banking crises and
- as financial crisis driver
- frequency of
- investor behavior and
- in U.S.
- recession
- causes of
- post– Credit Crisis
- Reconstruction Finance Corporation
- reduced-form systemic risk models
- Regulation Q
- regulations
- Credit Crisis and
- housing
- international
- micro-/macroprudential policies and
- on OTC derivatives
- post– Credit Crisis
- of systemically important entities
- for systemic risk mitigation
- in U.S.
- See also specific regulations
- regulators
- approaches of
- focuses of
- independence of
- international
- regulatory arbitrage
- regulatory reporting
- for banks
- data standardization and
- Volcker Rule and
- repurchase agreements (repo)
- reserve requirements
- residential mortgage-backed securities (RMBS)
- risk
- identification of
- sources of, for banks
- See also specific types
- risk analysis
- data used in
- interconnectedness and
- need for
- risk aversion
- risk management
- for financial market infrastructures
- micro-vs. macroprudential
- for SIFIs
- systemic risk analysis and
- risk-weighted assets
- Russia
- S&P 500 Index
- Saudi Arabia
- savings and loan crisis (U.S.)
- scenario analysis
- securities
- mortgage-backed
- price changes in
- ratings of
- regulation of
- Volcker Rule and
- See also specific types
- Securities and Exchange Commission (SEC)
- FAS 157 and
- financial data collection and
- FSOC and
- regulatory focus of
- Volcker Rule and
- securities brokers/dealers
- securities exchanges
- securities lending
- securitization
- Credit Crisis and
- function of
- regulation of
- shadow banking
- Sharpe-Lintner Capital Asset Pricing Model (CAPM)
- Simpson, Herbert
- Singapore
- Smith, Adam
- South Africa
- Southeast Asian financial crisis
- South Korea
- South Sea Company bubble
- sovereign default. See government default
- Spain
- speculation
- bailouts and
- bubbles and
- Credit Crisis and
- financial crises and
- Great Depression and
- speculative borrowers
- stable funding ratio
- standards
- for accounting
- for sound financial systems
- for systemically important entities
- underwriting
- St. Louis Fed Financial Stress Index
- stock margin requirements
- stock markets
- bubbles in
- closures of
- crash of 1929
- Credit Crisis and
- international financial crises and
- stress testing
- Structural GARCH model
- structural systemic risk models
- structured investment vehicles (SIVs)
- subordination
- subprime mortgage assets
- substitutability
- Supervisory Capital Assessment Program (SCAP)
- swap data repositories
- Swap Exemption of 1993
- swaps
- credit default
- regulation of
- transacting
- types of
- swaptions
- Sweden
- Switzerland
- synthetic CDOs
- systemically important entities
- classification of
- definition of
- failure of
- Systemically Important Financial Institutions (SIFIs)
- Systemically Important Financial Market Utilities (SIFMUs)
- systemic events
- definition of
- drivers of
- identifying
- impact of
- recent examples of
- See also banking crises; financial crises
- systemic expected shortfall (SES)
- systemic risk
- counterparty credit risk and
- Credit Crisis and
- definitions of
- Dodd-Frank Act and
- G-SIBs and
- importance of
- interconnectedness and
- management of
- micro-vs. macroprudential supervision of
- models for
- monitoring/measuring of
- sources of
- Systemic Risk Barometer Survey
- TARP. See Troubled Asset Relief Program
- Taylor Rule
- Thakor, Anjan
- Third Way
- Thomson, James
- Thornton, Henry
- Tier 1 capital
- Tier 2 capital
- Tier 3 capital
- “too big to fail”
- total loss-absorbing capacity (TLAC)
- trade execution platforms
- for OTC derivatives
- registration of
- trading account, definition of
- Trading with the Enemy Act
- tranching
- Troege, Michael
- Troubled Asset Relief Program (TARP)
- Turkey
- underwriting standards
- United Kingdom (U.K.)
- financial regulation in
- gold standard in
- stock market in
- systemic risk in
- United States
- bank failures in
- Credit Crisis and
- financial crises in
- financial regulation in
- gold standard in
- identifying financial vulnerabilities in
- real estate bubble in
- recession in
- stock market in
- systemic events in
- Uruguay
- U.S. Comprehensive Capital Analysis and Review (CCAR)
- U.S. Treasury
- U.S. Treasury Secretary
- U.S. Treasury securities
- Venezuela
- Volcker, Paul
- Volcker Rule
- Wall Street
- Credit Crisis and
- regulation of
- Wall Street Transparency and Accountability Act of 2010
- Whitehead, Charles
- wrong-way risk
- Zero Down Payment Initiative
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