Systemic Risk Management in the Thesis

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Real time information needs to be synthesized with traditional balance sheet approaches in order that regulators and industry leaders have a better sense of the systemic risk in the system. Measuring risk is the first step. Beyond that, risk management systems must be implemented. These have not changed much lately -- they still focus on liquidity and portfolio diversification. Derivative instruments in particular run the risk of distorting the finances of banks because of their leverage.

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On the systemic level, then, finding ways to curtail the enthusiasm for these instruments is the best course of action. Whether this means an increase in direct agency intervention or whether it means a reversal of the too big too fail policy that encourages risk-taking behavior is subject for further study and consideration.

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