Index
Risk Management Post Financial Crisis: A Period of Monetary Easing
ISBN: 978-1-78441-027-8, eISBN: 978-1-78441-026-1
ISSN: 1569-3759
Publication date: 1 October 2014
This content is currently only available as a PDF
Citation
(2014), "Index", Risk Management Post Financial Crisis: A Period of Monetary Easing (Contemporary Studies in Economic and Financial Analysis, Vol. 96), Emerald Group Publishing Limited, Leeds, pp. 439-442. https://doi.org/10.1108/S1569-375920140000096022
Publisher
:Emerald Group Publishing Limited
Copyright © 2014 Emerald Group Publishing Limited
INDEX
Abenomics
, 182
Asia
, 7, 97–100, 102–103, 147, 158–159, 165–166, 174, 216, 280, 368, 372, 384
Back-testing
, 36, 401, 418, 420, 427, 432–435
Bank risk
, 9, 277, 279–280, 283, 285, 287–288
Banks
, 5–10, 16, 22, 59–64, 68, 70, 72, 74, 77–79, 97–109, 115–118, 127, 135, 144, 148–149, 158, 181–184, 186–189, 194, 196, 208–209, 214, 223, 230–231, 234, 239, 255–256, 259–269, 271–274, 277–285, 287–288, 294, 296, 299, 317–326, 329, 332–337, 341–342, 349, 356, 359, 361, 369, 371–377, 380–381, 404–405
Basel III
, 6, 59–80
Beta herding
, 389, 391, 393, 395, 397, 399
BIST-100
, 389, 394–397, 399
Bond markets integration
, 41–42
Brazilian real estate market
, 401–414
Capital risk
, 6, 59–61, 64–65, 74, 77–79
Collateral spread
, 8, 221, 225, 236
Competition
, 8, 10, 30, 102, 184, 211–215, 217–218, 224, 263, 272, 317–321, 323, 325, 327–331, 333, 335–336, 381
Complexity
, 4–5, 15–27, 29, 31–35, 37
Corporate governance
, 9, 283, 292–295, 299–300, 302–303, 308–311, 313–314
Credit
, 5, 7–9, 12, 18, 20, 23, 25–26, 32, 34, 36, 61, 72, 181–182, 184–186, 188–190, 221–227, 229–235, 237–239, 241–246, 259, 263, 266–268, 270, 272, 274, 277–279, 281–285, 287–288, 292–293, 295–299, 302, 308–310, 318–320, 326, 332–334, 336–337, 342, 344–346, 349–351, 353, 355–356, 358–360, 402, 404–405, 413
Cross-Border Trade Settlement
, 367, 372, 378–379
Cross-section volatility
, 389
Dim Sum Bond Market
, 10, 367–377, 379–383
Domestic banking sector
, 97–99, 101–103, 115–116, 145, 147–150
Excess cash
, 9, 291–303, 305–313
Expected shortfall
, 6, 37, 83–84
Explosive behavior
, 408, 409, 411, 413
External influences
, 98
Extreme value theory
, 11, 401, 417–419
Finance
, 8, 15–21, 23, 25, 27, 29–33, 35, 37, 103, 110, 157–158, 161, 168, 195, 221, 224–234, 236–237, 239–247, 260–261, 278–279, 282, 303, 332, 343, 353, 376–377, 380, 384, 419
Financial architecture
, 341, 343, 345, 347, 349, 351, 353, 355, 357, 359–361
Financial crisis
, 3–5, 7, 9–11, 15–16, 22, 35, 37, 41–43, 46–48, 54, 59–61, 83, 97–100, 116, 119–120, 136, 147–149, 153, 160, 181, 193, 211, 221, 223, 232, 255, 259–260, 267, 270, 277–278, 280, 283, 285, 287, 291, 317, 341–345, 360–361, 367, 370–371, 389, 398–401, 417–420
Financial integration
, 7, 42, 54, 153–157, 159–161, 163, 165, 167–174
Financial structure
, 10, 27–28, 292, 294, 305–306, 313–314, 341–345, 350–351, 353–354, 356–357, 360
Foreign stock market
, 7, 97–98, 101, 118–119, 145–150
GARCH models
, 47, 401, 418
Global Financial Crisis
, 4, 41–42, 97–98, 120, 136, 223, 259, 277–278, 280, 283, 341–345, 361, 370–371, 400–401, 417–419
Gradient tree boosting
, 6, 83
Industries
, 7, 9, 153, 156–159, 165, 172–173, 175, 293–294, 300, 303–304, 310, 313
Inflation
, 8, 99, 158, 194, 196, 209, 211–218, 280–281, 319–321, 326, 330–331, 335–336, 342, 349–350, 353–360, 390, 404
Inflation persistence
, 8, 211–215, 217–218
Institutions
, 10, 16–17, 20, 22–23, 32–37, 62, 103, 189, 212, 221, 223–226, 232, 234, 236–237, 239–243, 245–247, 261, 264, 278, 282–283, 292–293, 302, 318, 368–371, 373, 377–378, 380–383, 419
Integration index
, 153, 155, 165, 167–169, 171–172, 175
Interbank market
, 22, 99, 149, 255–258, 261–263, 265–266, 268–269, 271–272, 274
Interest rates
, 42, 53–54, 59–60, 64, 72–74, 78, 100, 116, 118, 184, 189, 194, 197, 234, 241, 260, 267–269, 272–274, 278–279, 291, 293–294, 299, 303, 305–306, 308, 310–311, 313, 317–319, 325–326, 329, 332–333, 335–337, 342–343, 345, 349, 353, 356, 360
Kenya
, 10, 229–230, 341–345, 349, 351, 355–356, 360–361
Law
, 31–32, 35–37, 154, 221, 225, 239–243, 246, 404
Linear and non-linear causality tests
, 193–209
Liquidity
, 4, 7–9, 11–12, 16, 22, 25–26, 34, 42, 59, 64, 99, 149, 171, 181–182, 186, 208, 223, 233, 245, 255–274, 282–283, 285, 287, 291–293, 295–296, 298, 300, 303, 305, 308, 318, 320, 324–327, 330–331, 333–336, 342, 373, 376, 382–383, 418
Liquidity trap
, 182, 186
Macroeconomic news
, 6, 41–45, 47–54
Market fundamentals
, 389–390, 392, 394, 396–397, 399, 413
Market reference rate
, 8, 181–188, 190–191
Monetary easing
, 3–5, 15, 41, 59, 83, 97, 153, 181, 193, 211, 221, 255, 274, 277, 291, 317, 341–343, 367, 389, 401, 417
Monetary integration
, 41
Monetary policy
, 3–5, 7, 9–10, 42, 54, 60, 64, 78, 99, 117, 150, 182, 184, 194, 208–209, 213, 223, 255–259, 261, 263, 265–269, 271, 273–275, 277–285, 287–288, 318–319, 325, 341–345, 347, 349, 351, 353, 355–361
Money squeeze
, 256, 258
Net interest income
, 318
Nonparametric expectile regression
, 83, 85, 87–89, 91, 93
Off-Shore RMB Deposit Market
, 367
Open market operation
, 256, 269–271
Operating cost
, 187, 318, 320, 325–326, 332–333, 336
Panel data
, 212–213, 277–278, 317–319, 322–323, 333, 335
PCA
, 153, 155, 161–164, 168
Price-rent ratio
, 407, 410
Pro-cyclicality
, 6, 59–62, 64–65, 68, 70, 72, 74, 77, 288
Quantitative easing
, 4, 8, 60, 64, 78, 181–183, 185, 187, 189, 191, 264, 271, 342
Questionnaire
, 291–294, 300, 305–307, 312–314
Real demand for money
, 193
Recursive unit root test
, 11, 414
Regulatory capital
, 6, 59–69, 71–75, 77–79, 288
Renminbi (RMB) Internationalization
, 10, 367–380, 382–384
Risk funds
, 182, 191
Risk management
, 3–5, 7, 9, 11, 15–21, 23, 25–27, 29, 31–37, 41, 59–61, 64–65, 74, 83–85, 90, 94, 97, 101, 153, 181, 193, 211, 221, 223, 228, 255, 277, 282, 291, 317, 336, 341, 367, 389, 401, 417, 419, 435
Risk measurement
, 4–5, 84
R-square
, 153, 155–156, 161–166, 168, 171–172, 174–175
Short-term bank loan
, 9, 291–303, 305–311, 313–314
Speculative bubbles
, 11, 401–405, 407, 409, 411, 413–414, 418
Sovereign Debt Crisis
, 4, 12, 42, 160
Stock prices
, 7, 97–98, 100–101, 109–113, 115–116, 118, 403, 419, 422
Subprime Crisis
, 4, 11–12, 149, 160
Transmission channel
, 10, 277, 342, 344, 353, 355, 358–359
Value at Risk
, 6, 84–85, 401
- Risk Management Post Financial Crisis: A Period of Monetary Easing
- Contemporary Studies in Economic and Financial Analysis
- Risk Management Post Financial Crisis: A Period of Monetary Easing
- Copyright Page
- List of Contributors
- Introduction to Risk Management Post Financial Crisis: A Period of Monetary Easing
- Complexity Analysis and Risk Management in Finance
- The Effects of Macroeconomic News Announcements during the Global Financial Crisis
- The Pro-Cyclical Impact of Basel III Regulatory Capital on Bank Capital Risk
- Nonparametric Expectile Regression for Conditional Autoregressive Expected Shortfall Estimation
- The Impact of External Shocks on Stock Prices in the East Asian Domestic Banking Sector
- Measuring Financial Integration: Evidence from Ten Industries in a “US-Emerging World”
- Will Quantitative Easing Enhance or Drain the Availability of Funds to Financial Markets?
- Money Demand Causality for Ten Asian Countries: Evidence from Linear and Nonlinear Causality Tests
- Product Market Competition and Inflation Persistence
- Unlocking Credit
- Monetary Policy and Bank Liquidity in China
- Monetary Policy and Bank Credit Risk in Vietnam Pre and Post Global Financial Crisis
- Analysis of Factors Influencing and Controlling Excess Cash and Short-Term Bank Loans in Taiwan
- Bank Competition, Managerial Efficiency and the Interest Rate Pass-Through in India
- Financial Architecture and Monetary Policy Transmission Mechanism in Kenya
- The Dim Sum Bond Market in Hong Kong
- Sentiment and Beta Herding in the Borsa Istanbul (BIST)
- Testing for Rational Speculative Bubbles in the Brazilian Residential Real-Estate Market
- Challenges in the Application of Extreme Value Theory in Emerging Markets: A Case Study of Pakistan
- Index