TY  - JOUR
EP  - 63
ID  - eprints2548
N2  - The recent financial crisis highlighted the relevant role of the systemic effects of banks? defaults on the stability of the whole financial system. In this work we draw an organic picture of the current regulations, moving from the definitions of systemic risk to the issues concerning data availability. We show how a more detailed flow of data on traded deals might shed light on some systemic risk features
taken into account only partially in the past. In particular, we analyse how the new regulatory framework allows regulators to describe OTC derivatives markets according to more detailed partitions, thus depicting a more realistic picture of the system. Finally, we suggest to study submarkets illiquidity conditions to consider possible spill over effects which might lead to a worsening
for the entire system.
SN  - 1727 - 9232
UR  - http://eprints.imtlucca.it/2548/
TI  - Systemic risk and banking regulation: some facts on the new regulatory framework
AV  - none
KW  - Systemic Risk
KW  -  OTC Derivatives Market
KW  -  Basel Regulations
KW  -  European Market Infrastructure Regulation
KW  -  Trade Repositories
VL  - 12
SP  - 52
A1  - Bonollo, Michele
A1  - Crimaldi, Irene
A1  - Flori, Andrea
A1  - Pammolli, Fabio
A1  - Riccaboni, Massimo
PB  - Virtus Interpress
IS  - 2
JF  - Corporate Ownership & Control
Y1  - 2015///
ER  -