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Bernanke proposes Systemic Risk Authority
Introducing a macroprudential approach to regulation would present a number of significant challenges. Most fundamentally, implementing a comprehensive systemic risk program would demand a great deal...
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Rethinking the financial network
Speech delivered at the Financial Student Association, Amsterdam, 28th April 2009byAndrew G Haldane, Executive Director, Financial Stability, Bank of England read more
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The Point About Stress Tests
... a number of years ago in 'another place', 'another paper' { the past is another country } I tried to articulate in English what a 'Reduced Form' econometric equation; the mathematics of Risk...
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European Parliament - High Level Conference "Towards a New Supervisory...
Charlie McCREEVY European Commissioner for Internal Market and Services Keynote SpeechQUOTATION (CONCLUSION):Let me be clear: it was the joint impact of both macro and micro factors that resulted in...
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Commission should make ECB reference authority for macro-prudential supervision
On Wednesday 27 May [2009], the European Commission is to present the principles of the structure for the new financial supervision in Europe.read more
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Jean-Claude Trichet at a Hearing at the Economic and Monetary Affairs...
Introductory statement by Jean-Claude Trichet, President of the ECB,Brussels, 28 September 2009read more
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The term macroprudential - origins and evolution
In the wake of the recent financial crisis, the term “macroprudential” has become a true buzzword. A core element of international efforts to strengthen the financial system is to enhance the...
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Bank of England to Keep FSA as Subsidiary?
Britain's Finance Minister George Osborne is set to detail plans this week to keep part of the Financial Services Authority (FSA) as a subsidiary of the Bank of England, the BBC reported on Sunday."...
View ArticleIMPOSING A SYSTEMIC RISK CHARGE: the Issing Commission
Criteria for a workable approach towards bank levies and bank restructuringOtmar Issing (Chairman), Jan Pieter Krahnen, Klaus Regling, William Whitelink
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UK Financial regulation - from Tripartite to ‘Twin-peaks’
Financial Regulation: a preliminary consideration of the Government's proposals The Treasury CommitteeSeventh Report of Session 2010-11Volume I read more
View ArticleGlobal liquidity: a view from Basel
Jaime Caruana General Manager, Bank for International SettlementsInternational Capital Markets Association Annual General Meeting and Annual ConferenceParis, 26 May 2011read more
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Stress Tests - A New Modeling Paradigm & a Pragmatic Approach
the sequence of items from asymptotix which tie together sequentially the pragmatic approach to adapting legacy New-Keynesian models towards Macro-financial analytics and real stress testing in a...
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What is all this Basel regulation stuff about, anyway?
My view is that “this Basel thing” is going to morph into what it should have been in the first place. Given the long chequered history of Banking Regulation & Supervision since "Basel II";...
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Macroprudential Supervision and the Transmission Mechanism
It could be argued that Pillar One of Basel II is the Microprudential constraint upon the banking institution whereas Pillar II is the Macroprudential aspect to the Bank’s capital requirement, that...
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