The Relationship between Asset Price Bubbles and Systemic Risk at Bank-Level
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Why do some financial bubbles lead to financial crises while others do not? In this video, ISABEL SCHNABEL examines the role that individual financial institutions play in the relationship between asset price bubbles and systemic risk.
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Employing the BSADF test to identify asset bubbles and ΔCoVaR (the Delta Conditional Value-at-Risk) to measure systemic risk at the individual bank level, Schnabel highlights a clear relationship between bank size and systemic risk.
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Suggesting that regulatory intervention might be better directed at institutions bearing higher risks than at the system in its entirety, this research makes an important contribution both to our understanding of financial crises and our ability to prevent them going forward.
Find out more about Isabel Schnabel:
https://www.finance.uni-bonn.de/members/schnabel/
This LT Publication is divided into the following chapters:
0:00 Question
0:45 Method
1:42 Findings
2:50 Relevance
3:49 Outlook
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Seagrasses evolved from terrestrial plants on at least 3 separate occasions. We know that land plants interact with their microbial communities in their soils to recruit symbionts. In this video, EMILIA SOGIN investigates whether seagrasses also retained t
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Rather than referring to laws written and developed by the state, judges in Saudi Arabia largely rely on Islamic jurisprudence and the interpretation of sacred texts. In this video, DOMINIK KRELL explores how legal reform can occur in these circumstances.
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Different factors influence how households invest their savings. In this video, CHRISTIAN ZIMPELMANN explores the role that subjective beliefs about the stock market play in household investment decisions.
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Gathering data on stock holdings in the Netherl