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Inhaltsangabe
1. Introduction
2. Systemic risk and the financial system
2.1 Reasons for adopting broader definitions of systemic risk
2.2 Reasons for narrowing the definition
2.3 Interconnectedness and domino effects
2.4 Hidden vulnerabilities and tsunamis
2.5 Systemic risk and political risk
2.6 Systemic risk and societal change
2.7 Financial stability
2.8 Procyclicality
2.9 Macroprudential policy
2.10 Key takeaways
3. Overall features of the financial system
3.1 What predisposes the financial system to suffer from systemic risk?
3.2 Financial sector regulation
3.3 Regulatory capital and economic capital
3.4 Accounting
3.5 Tranching
3.6 Rational and irrational behaviours
3.7 Key takeaways
4. Individual elements of the financial system
4.1 Banks
4.2 Insurers
4.3 Pension funds
4.4 Investment funds
4.5 Asset managers
4.6 Shadow banks
4.7 Securities financing
4.8 Central counterparties and other market infrastructure elements
4.9 Governments / sovereigns
4.10 Sovereign wealth funds and other long-term unconstrained investors
4.11 Credit rating agencies etc.
4.12 The physical ecosphere
4.13 Non-financial firms and the rest of the real economy
4.14 Key takeaways
5. Measuring systemic risk
5.1 Conceptual components
5.2 Risk analytics proposed by academics
5.3 The cloning property
5.4 Risk analytics used by policymakers
5.5 Data and IT system requirements
5.6 Key takeaways
6. Designing and implementing macroprudential policy
6.1 The history of macroprudential policy making
6.2 Longer-term implications of increased focus on macroprudential policy
6.3 Differentiating between macroprudential, microprudential and monetary policy
6.4 Banking sector macroprudential policies
6.5 Identifying systemically important firms
6.6 Central clearing
6.7 Key takeaways
7. Network effects and societal shift
7.1 Cyber risk
7.2 Entrepreneurialism versus conservatism
7.3 Interconnectivity and knowledge sharing
7.4 Can advances in IT 'solve' systemic risk?
7.5 Interpreting the concept of 'fairness'
7.6 Key takeaways
8. Responding to systemic risk
8.1 Broad regulatory trends
8.2 Managing the interaction with regulators and supervisors
8.3 Data management activities
8.4 Risk modelling
8.5 Risk management and governance
8.6 Systemic risk officers
8.7 Responding to changes in market structure 8.8 Key takeaways
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