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Taming the Basel Leverage Cycle

Abstract:

We investigate a simple dynamical model for the systemic risk caused by the use of Value-at-Risk, as mandated by Basel II. The model consists of a bank with a leverage target and an unleveraged fundamentalist investor subject to exogenous noise with clustered volatility. The parameter space has three regions: (i) a stable region, where the system has a fixed point equilibrium; (ii) a locally unstable region, characterized by cycles with chaotic behavior; and (iii) a globally unstable region. ...

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Publication status:
Published
Peer review status:
Peer reviewed

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Publisher copy:
10.1016/j.jfs.2016.02.004

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Institution:
University of Oxford
Division:
MPLS
Department:
Mathematical Institute
Role:
Author
Publisher:
Elsevier Publisher's website
Journal:
Journal of Financial Stability Journal website
Volume:
27
Pages:
263-277
Publication date:
2016-03-03
Acceptance date:
2016-02-18
DOI:
ISSN:
1572-3089
Keywords:
Pubs id:
pubs:619295
UUID:
uuid:cdbfda3e-6c92-4355-96d3-1f6e15907f03
Local pid:
pubs:619295
Source identifiers:
619295
Deposit date:
2016-05-05

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