Istota i sposób pomiaru ryzyka systemu finansowego

Jan Krzysztof Solarz

Published : 2010-08-30

Vol. 29 (2010)

Financial System Risk : Subject and Measure

Jan Krzysztof Solarz

Abstract

Since two years natural experiment test CAMELS methodology of supervision. Exist from global financial crisis needs consolidation of macro and micro approach to systemic risk in more holistic insurance approach. It required extension of time in analysis of risk and new paradigms for finance science. The portfolio theory of investment without systemic risk is a normative not descriptive theory.(original abstract)

Keywords:

Financial risk, Financial system, Systemic risk

Similar Articles

Mariusz Próchniak, Katarzyna Wasiak, An Analysis of the Stability of the Financial System in EU Countries Based on Quantitative Macroeconomic Indicators , Zeszyty Naukowe Wyższej Szkoły Bankowej w Poznaniu: Vol. 56 No. 5 (2014)
Ewa Kuzionko-Ochrymiuk, Public Good and the Stability of the Financial System , Zeszyty Naukowe Wyższej Szkoły Bankowej w Poznaniu: Vol. 78 No. 1 (2018)
Waldemar Aspadarec, Fragmented Regulatory Environment of Hedge Funds versus Systemic Risk , Zeszyty Naukowe Wyższej Szkoły Bankowej w Poznaniu: Vol. 47 No. 2 (2013)
Jan Szambelańczyk, Piotr Bodył Szymala, Banks Regulatory Problems in EU Context , Zeszyty Naukowe Wyższej Szkoły Bankowej w Poznaniu: Vol. 33 (2011)
Joanna Żabińska, The Impact of the Current Economic Crisis on the Nature and Evolution Trends of the Global , Zeszyty Naukowe Wyższej Szkoły Bankowej w Poznaniu: Vol. 35 (2011)
Anna Szelągowska, The Impact of the Directive Com (2012) 280 Implementation on the Cooperative Banks Activity in Poland , Zeszyty Naukowe Wyższej Szkoły Bankowej w Poznaniu: Vol. 45 (2012)
Taras Vasyltsiv, Ruslan Lupak, Marta Kunytska-Iliash, Tatiana Shtets, Trends in State Policy with a View to Improving Structural Characteristics of the Digital Economy , Zeszyty Naukowe Wyższej Szkoły Bankowej w Poznaniu: Vol. 89 No. 2 (2020)

You may also start an advanced similarity search for this article.

Details

References

Statistics

Authors

Download files

PDF (Język Polski)

Citation rules

Solarz, J. K. (2010). Financial System Risk : Subject and Measure. Zeszyty Naukowe Wyższej Szkoły Bankowej W Poznaniu, 29(29). Retrieved from https://journals.wsb.poznan.pl/index.php/znwsb/article/view/1595

Altmetric indicators

Cited by / Share

References

C. Goodhart, Kryzys finansowy i przyszłość systemu finansowego, "Zeszyty BRE Bank- CASE", 100/2009.

C. Borio, Towards an operational framework for financial stability: "fuzzy" measurement and its consequences, "BIS Working Papers" 284/2009.

X. Huang, H. Zhou, H. Zhu, A Framework for Assessing the Systemic Risk of Major Financial Institutions, "BIS Working Papers" 281/2009.

Guidance to Assess the Systemic Importance of Financial Institutions, Markets and Instruments, Financial Stability Board, IMF, BIS, October 2009.

Systemic Risk and the Insurance Sector, IAIS, Basel 2009.

M. Puławski, Dobre strony globalnego kryzysu finansowego 2007-20??, Materiał powielony, Akademia Finansów, Warszawa listopad 2009.

The Financial Crisis. Reform and Exit Strategy, OECD 2009, s. 15.

V. Bignon, M. Flandreau, S. Ugolini, Bagehot for Beginners: The making of ledning of last resort operations In the mid-19 th centry, "Norges Working Paper", 22/2009.

P. Alessandri, P. Gai, S. Kapada, N. Mora, C. Puhr, Towards a Framework for Quantifying Systemic Stability, "International journal of Central Banking", 1/2009, s. 47-81.