On Extreme Events in Banking and Finance

MRC (Maarten) van Oordt

On Extreme Events in Banking and Finance

MRC (Maarten) van Oordt

Economics

Research output: Types of Thesis › Doctoral Thesis › Externally prepared

Abstract

Uncertainty and new developments spread at an astonishing speed across the globe in financial markets. The recent extreme events in banking and finance triggered many new questions among academics, policy makers and the general public. Is global diversification at financial institutions beneficial for financial stability? Is it possible to predict which stocks suffer the largest losses in a stock market crash? What happens to the capital buffers of banks during deep recessions? And what is the origin of large shocks in financial markets? Although these questions remain at the heart of a lively debate, this thesis provides several suggestions to increase our understanding in these issues.

Original language	English
Awarding Institution	Erasmus University Rotterdam
Supervisors/Advisors	de Vries, Casper, Supervisor Swank, Supervisor Hartmann, Co-supervisor Schoenmaker, Dirk, Co-supervisor Wagner, W, Co-supervisor, External person Zhou, Chen, Co-supervisor
Award date	24 Oct 2013
Place of Publication	Rotterdam
Print ISBNs	9789461085108
Publication status	Published - 24 Oct 2013

Research programs

ESE - F&A

Access to Document

http://hdl.handle.net/1765/41644

Cite this

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title = "On Extreme Events in Banking and Finance",

abstract = "Uncertainty and new developments spread at an astonishing speed across the globe in financial markets. The recent extreme events in banking and finance triggered many new questions among academics, policy makers and the general public. Is global diversification at financial institutions beneficial for financial stability? Is it possible to predict which stocks suffer the largest losses in a stock market crash? What happens to the capital buffers of banks during deep recessions? And what is the origin of large shocks in financial markets? Although these questions remain at the heart of a lively debate, this thesis provides several suggestions to increase our understanding in these issues.",

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N2 - Uncertainty and new developments spread at an astonishing speed across the globe in financial markets. The recent extreme events in banking and finance triggered many new questions among academics, policy makers and the general public. Is global diversification at financial institutions beneficial for financial stability? Is it possible to predict which stocks suffer the largest losses in a stock market crash? What happens to the capital buffers of banks during deep recessions? And what is the origin of large shocks in financial markets? Although these questions remain at the heart of a lively debate, this thesis provides several suggestions to increase our understanding in these issues.

AB - Uncertainty and new developments spread at an astonishing speed across the globe in financial markets. The recent extreme events in banking and finance triggered many new questions among academics, policy makers and the general public. Is global diversification at financial institutions beneficial for financial stability? Is it possible to predict which stocks suffer the largest losses in a stock market crash? What happens to the capital buffers of banks during deep recessions? And what is the origin of large shocks in financial markets? Although these questions remain at the heart of a lively debate, this thesis provides several suggestions to increase our understanding in these issues.

M3 - Doctoral Thesis

SN - 9789461085108

CY - Rotterdam

ER -

On Extreme Events in Banking and Finance

Abstract

Research programs

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Cite this