000851024 000__ 05054cam\a2200529Ii\4500 000851024 001__ 851024 000851024 005__ 20230306145010.0 000851024 006__ m\\\\\o\\d\\\\\\\\ 000851024 007__ cr\cn\nnnunnun 000851024 008__ 181006s2018\\\\gw\a\\\\ob\\\\000\0\eng\d 000851024 019__ $$a1055460871 000851024 020__ $$a9783658238117$$q(electronic book) 000851024 020__ $$a3658238119$$q(electronic book) 000851024 020__ $$z3658238100 000851024 020__ $$z9783658238100 000851024 035__ $$aSP(OCoLC)on1056067457 000851024 035__ $$aSP(OCoLC)1056067457$$z(OCoLC)1055460871 000851024 040__ $$aEBLCP$$beng$$erda$$cEBLCP$$dYDX$$dFIE$$dYDX 000851024 049__ $$aISEA 000851024 050_4 $$aHG1615.25$$b.M64 2018 000851024 08204 $$a332.1068/1$$223 000851024 1001_ $$aMoenninghoff, Sebastian C.,$$eauthor. 000851024 24514 $$aThe regulation of systemically relevant banks :$$bhow governments should manage their exposure to banking system risk /$$cSebastian C. Moenninghoff ; with a foreword by Hon.-Prof Dr. Axel Wieandt. 000851024 264_1 $$aWiesbaden, Germany :$$bSpringerGabler,$$c[2018] 000851024 300__ $$a1 online resource (xvi, 170 pages). 000851024 336__ $$atext$$btxt$$2rdacontent 000851024 337__ $$acomputer$$bc$$2rdamedia 000851024 338__ $$aonline resource$$bcr$$2rdacarrier 000851024 4900_ $$aFinanzwirtschaft, Banken und Bankmanagement I Finance, Banks and Bank Management Ser. 000851024 500__ $$a3.4.1.1 Zero exposure: Narrow banking with all-equity financed banks 000851024 504__ $$aIncludes bibliographical references. 000851024 5050_ $$aIntro; Foreword; Preface; Table of Contents; List of Abbreviations; List of Figures; List of Tables; 1. Introduction; 2. Consequences of Government Guarantees for Banks -- A Survey of the TBTF Doctrine; 2.1 Introduction; 2.2 Surveys of Government Guarantees for Banks; 2.3 TBTF as a Consequence of Government Guarantees; 2.3.1 Consequences of government guarantees; 2.3.2 The logic of the TBTF doctrine; 2.3.3 Alternative theories in the context of government guarantees for banks; 2.3.4 Empirical approaches to measuring the prevalence of TBTF; 2.4 Government Exposure and Subsidies 000851024 5058_ $$a2.4.1 Contingent claims approach and absolute subsidy estimates2.4.2 Funding advantages based on contingent claims approach and rating-implied spreads; 2.4.3 Costs of past rescue measures; 2.4.4 Summary of empirical evidence of government exposure and subsidies; 2.5 Competitive Distortions from Government Guarantees; 2.5.1 Dimensions of competitive distortions; 2.5.2 Empirical approaches to measure guarantee-return relationships; 2.5.3 Empirical evidence of competitive distortions; 2.5.3.1 Competitive distortions by individual institution systemic relevance 000851024 5058_ $$a2.5.3.2 Competitive distortions by scope of activities covered by guarantees2.5.3.3 Competitive distortions by geography; 2.5.4 Summary of empirical evidence of competitive distortions; 2.6 Government Guarantees and Risk Taking; 2.6.1 The concept of moral hazard in banking; 2.6.2 Empirical approaches based on guarantee-risk relationships; 2.6.3 Empirical findings based on guarantee-risk relationships; 2.6.4 Summary of empirical evidence of bank risk taking based on guarantee-risk relationships; 2.6.5 Empirical approaches based on risk-return relationships 000851024 5058_ $$a2.6.6 Empirical findings based on risk-return relationships2.6.7 Summary of empirical evidence of bank risk taking based on risk-return relationships; 2.7 Conclusion; 3. Government Guarantees and Banking System Risk -- A Regulatory Framework from an Exposure Perspective; 3.1 Introduction; 3.2 Banking System Exposure from a Credit Risk Perspective; 3.2.1 Fundamentals of an exposure perspective for banking system risk; 3.2.2 Structural credit risk modeling in regulatory capital determination; 3.2.3 Application of structural credit risk models to government guarantees for banks 000851024 5058_ $$a3.2.4 Credit risk components of banking system exposure3.2.4.1 Probability of distress; 3.2.4.2 Exposure at distress; 3.2.4.3 Loss given distress; 3.2.5 An exposure-based framework of principle policy choices; 3.3 Banking System Exposure from a Sovereign Portfolio Perspective; 3.3.1 Introduction to sovereign portfolio management; 3.3.2 Macroeconomic tradeoffs implied by regulatory policy choices; 3.3.3 Banking system exposure management from a portfolio perspective; 3.4 Regulatory Policy Options and Their Economic Tradeoffs; 3.4.1 Management of probability of distress 000851024 506__ $$aAccess limited to authorized users. 000851024 588__ $$aDescription based on online resource; title from digital title page (viewed on October 10, 2018). 000851024 650_0 $$aAsset-liability management. 000851024 650_0 $$aFinancial risk management. 000851024 650_0 $$aBank management. 000851024 7001_ $$aWieandt, Axel,$$d1966-$$ewriter of foreword. 000851024 77608 $$iPrint version:$$aMoenninghoff, Sebastian C.$$tThe Regulation of Systemically Relevant Banks : How Governments Should Manage Their Exposure to Banking System Risk$$dWiesbaden : Gabler,c2018$$z9783658238100 000851024 852__ $$bebk 000851024 85640 $$3SpringerLink$$uhttps://univsouthin.idm.oclc.org/login?url=http://link.springer.com/10.1007/978-3-658-23811-7$$zOnline Access$$91397441.1 000851024 909CO $$ooai:library.usi.edu:851024$$pGLOBAL_SET 000851024 980__ $$aEBOOK 000851024 980__ $$aBIB 000851024 982__ $$aEbook 000851024 983__ $$aOnline 000851024 994__ $$a92$$bISE