Bericht
How important are hedge funds in a crisis?
Before the 2007-09 crisis, standard risk measurement methods substantially underestimated the threat to the financial system. One reason was that these methods didn't account for how closely commercial banks, investment banks, hedge funds, and insurance companies were linked. As financial conditions worsened in one type of institution, the effects spread to others. A new method that more accurately accounts for these spillover effects suggests that hedge funds may have been central in generating systemic risk during the crisis.
- Language
-
Englisch
- Bibliographic citation
-
Series: SAFE Policy Letter ; No. 23
- Classification
-
Wirtschaft
- Subject
-
systemic risk analysis
statistical risk measurement
spillover effects
- Event
-
Geistige Schöpfung
- (who)
-
Gropp, Reint E.
- Event
-
Veröffentlichung
- (who)
-
Goethe University Frankfurt, SAFE - Sustainable Architecture for Finance in Europe
- (where)
-
Frankfurt a. M.
- (when)
-
2014
- Handle
- URN
-
urn:nbn:de:hebis:30:3-336408
- Last update
-
10.03.2025, 11:43 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Bericht
Associated
- Gropp, Reint E.
- Goethe University Frankfurt, SAFE - Sustainable Architecture for Finance in Europe
Time of origin
- 2014
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