Risk Management and Regulation

Document Type

Book Chapter

Publisher

Oxford University Press

Faculty

Faculty of Business and Law

School

School of Business / Markets and Services Research Centre

RAS ID

18809

Comments

Allen, D., Powell, R. , & Singh, A. (2014). Risk Management and Regulation. In Baker, H.K. & Filbeck, G. (Eds.). Investment Risk Manangement (pp. 324-345). United States: Oxford University Press. Available here

Abstract

This chapter considers the management and regulation of risk for financial institutions within market settings, and the manner in which the regulatory authorities have responded to economic development and financial innovation. It examines the links between economic circumstances and regulation and the impact of the Great Depression and the aftermath of the Second World War. The relationship between financial innovation and regulatory changes is explored involving the concepts of regulatory dialectic and the functional view of regulation embodied by the successive Basel Accords. The discussion also considers risk metrics such as value-at-risk and the regulatory response to the recent financial crisis of 2007-2008.

DOI

10.1093/acprof:oso/9780199331963.003.0017

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