eprintid: 2548
rev_number: 10
eprint_status: archive
userid: 36
dir: disk0/00/00/25/48
datestamp: 2015-01-29 08:42:51
lastmod: 2017-04-03 12:04:07
status_changed: 2015-01-29 08:42:51
type: article
metadata_visibility: show
creators_name: Bonollo, Michele
creators_name: Crimaldi, Irene
creators_name: Flori, Andrea
creators_name: Pammolli, Fabio
creators_name: Riccaboni, Massimo
creators_id: michele.bonollo@imtlucca.it
creators_id: irene.crimaldi@imtlucca.it
creators_id: andrea.flori@imtlucca.it
creators_id: f.pammolli@imtlucca.it
creators_id: massimo.riccaboni@imtlucca.it
title: Systemic risk and banking regulation: some facts on the new regulatory framework
ispublished: pub
subjects: HD61
subjects: HG
divisions: EIC
full_text_status: none
keywords: Systemic Risk, OTC Derivatives Market, Basel Regulations, European Market Infrastructure Regulation, Trade Repositories
abstract: 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.
date: 2015
date_type: published
publication: Corporate Ownership & Control
volume: 12
number: 2
publisher: Virtus Interpress
pagerange: 52-63
refereed: TRUE
issn: 1727 - 9232
related_url_url: http://www.virtusinterpress.org/IMG/pdf/COC__Volume_12_Issue_2_Winter_2015_contents.pdf
related_url_type: pub
projects: Project “CRISIS Lab”
citation:   Bonollo, Michele and Crimaldi, Irene and Flori, Andrea and Pammolli, Fabio and Riccaboni, Massimo  Systemic risk and banking regulation: some facts on the new regulatory framework.  Corporate Ownership & Control, 12 (2).  pp. 52-63.  ISSN 1727 - 9232      (2015)