Abstract: This chapter discusses generic features of systemic risk shared across nearly all parts of the financial system. It explores further the 'domino' and 'tsunami' models of systemic risk introduced in the previous chapter, and how both are often present if a systemic crisis is large. It also explores how financial regulation, accounting, regulatory capital requirements, liquidity and behavioural finance interact with systemic risk.
Publication Year: 2017
Publication Date: 2017-01-01
Language: en
Type: book-chapter
Indexed In: ['crossref']
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Cited By Count: 1
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