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Systemic Risk in the Financial Sector: What Can We Learn from Option Markets?
(2014-12-14)
We propose a novel approach on how to estimate systemic risk and identify its key determinants. For US financial companies with publicly traded equity options, we extract option-implied value-at-risks and measure the ...
The Limits of Model-Based Regulation
(2014-11-30)
In this paper, we investigate how the introduction of complex, model-based capital regulation affected credit risk of financial institutions. Model-based regulation was meant to enhance the stability of the financial sector ...
Markit
Markit Ltd. was a British financial information and services company with over 4,000 employees, founded in 2003 as an independent source of credit derivative pricing. The company provides independent data, trade processing ...
SEC
The mission of the SEC is to protect investors, maintain fair, orderly, and efficient markets, and facilitate capital formation. The SEC strives to promote a market environment that is worthy of the public's trust.
FDIC
The Federal Deposit Insurance Corporation (FDIC) is an independent agency created by Congress to maintain stability and public confidence in the nation's financial system. To accomplish this mission, the FDIC insures ...
BoardEx Ltd
BoardEx is the most comprehensive, highly accurate, continuously growing business leadership database. Covering more than 1.9 million public, private, and non-profit global organizations and the 1.3+M individuals that lead ...
USTAN
Der USTAN-Datensatz enthält Jahresabschlüsse deutscher nichtfinanzieller Unternehmen, die der Bundesbank - zunächst im Kontext des Refinanzierungsgeschäfts und später der Bonitätsanalyse - zugehen. Die Ustan-Daten können ...
TARP
The Troubled Asset Relief Program (TARP) is a program of the United States government to purchase toxic assets and equity from financial institutions to strengthen its financial sector that was passed by Congress and signed ...
SNL
SNL Financial is the premier provider of breaking news, financial data and expert analysis on business sectors critical to the global economy: Banking, Insurance, Financial Services, Real Estate, Energy, Media & Communications ...
DealScan
WRDS-Thomson-Reuters' LPC DealScan, also known as Loan Pricing Corporation Deal Scan, is “the world pre-eminent source for extensive and reliable information on the global commercial loan market”. DealScan database contains ...