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Systemic Risk Management In The Thesis

Measuring risk is the first step. Beyond that, risk management systems must be implemented. These have not changed much lately -- they still focus on liquidity and portfolio diversification. Derivative instruments in particular run the risk of distorting the finances of banks because of their leverage. On the systemic level, then, finding ways to curtail the enthusiasm for these instruments is the best course of action. Whether this means an increase in direct agency intervention or whether it means a reversal of the too big too fail policy that encourages risk-taking behavior is subject for further study and consideration.

& Zhu, H. (2009). A framework for assessing the systemic risk of major financial institutions. Journal of Banking and Finance. Vol. 33, 11, 2036-2049.
Kaufman, G. (1996). Bank failures, systemic risk and bank regulation. Cato Journal. Vol. 16, 1. Retrieved December 4, 2009 from http://www.cato.org/pubs/journal/cj16n1-2.html

Hendricks, D., Kambhu, J. & Mosser, P. (2006). Systemic Risk and the Financial System. Federal Reserve Bank of New York. Retrieved December 4, 2009 from https://www.newyorkfed.org/registration/research/risk/background.pdf

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Huang, X; Zhou, H. & Zhu, H. (2009). A framework for assessing the systemic risk of major financial institutions. Journal of Banking and Finance. Vol. 33, 11, 2036-2049.

Kaufman, G. (1996). Bank failures, systemic risk and bank regulation. Cato Journal. Vol. 16, 1. Retrieved December 4, 2009 from http://www.cato.org/pubs/journal/cj16n1-2.html

Hendricks, D., Kambhu, J. & Mosser, P. (2006). Systemic Risk and the Financial System. Federal Reserve Bank of New York. Retrieved December 4, 2009 from https://www.newyorkfed.org/registration/research/risk/background.pdf
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