Tag Archives: systemic risk

How big is “too big to fail?” – Part 2

Too big to fail

Part 2 in this series tackles the subject of ineffective regulation for the ‘too big to fail’ problem. Tara Skinner says that market forces should correct for a less-than-perfect regulatory environment while preventing banks from taking inappropriate risk-taking activities.


How big is “too big to fail?” – Part 1

Tara Heuse Skinner

Many exercises designed to stem systemic risk also increase regulatory power to punish banks that contributed to the 2007 – 2009 financial crisis. This solution has some obvious flaws.

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Heading down the (Dodd-Frank) highway, are we lookin’ for adventure?

David Wallace

SIFMA held its Dodd-Frank Impact Analysis Summit in New York City on July 13. David Wallace was there and returned with the panelists’ comments and his opinions. Read his recap of the discussions and then chime in with what you think the impact will be.

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How to use risk-based pricing for risk-adjusted ROI

Cyber security

Risk-based pricing is the alignment of loan pricing with its expected risk. Typically, a borrower’s credit risk is used to determine acceptance or denial of the loan application. It may also be used to drive the loan price. Borrowers whose risk is high will be charged a higher interest rate. Risk-based pricing builds on the net interest margins calculations by adding to the cost of funds. Find out how a risk-based pricing framework can guide a firm’s growth strategy, and what to do when problems arise.