A Genealogy of Systemic Risk Network Measures adopted by Regulators
| Project Start: | 01/2016 |
| Status: | Completed |
| Researchers: | Edin Ibrocevic, Holger Lüthen, Loriana Pelizzon, Sviataslau Sivagrakau, Matthias Thiemann |
| Category: | Financial Intermediation, Systemic Risk Lab |
| Funded by: | LOEWE |
The project has successfully conducted an analysis of the genealogy of systemic risk measures, employing both expert interviews as well as unsupervised quantitative text analysis to uncover the origins of the systemic risk measures in use by regulators after the financial crisis. The final output of the project has been published in 2020 in the prestigious Review of International Political Economy under the title "Measuring and mitigating systemic risks: How new alliances between central-bank and academic economists are forging the transnational macroprudential agenda".
Related Published Papers
| Author/s | Title | Year | Program Area | Keywords |
|---|---|---|---|---|
| Vanessa Endrejat, Matthias Thiemann | When Brussels meets shadow banking- technical complexity, regulatory agency and the reconstruction of the shadow banking chain Competition & Change | 2020 | Financial Intermediation, Systemic Risk Lab |
Related Working Papers
| No. | Author/s | Title | Year | Program Area | Keywords |
|---|---|---|---|---|---|
| 214 | Edin Ibrocevic, Matthias Thiemann | All Economic Ideas are Equal, but Some are more Equal than Others: A Differentiated Perspective on Macroprudential Ideas and their Implementation | 2018 | Financial Intermediation, Systemic Risk Lab | macroprudential regulation, ideational shift, systemic risk, topic modelling, central bank policy |
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