Systemic risk

From The Jolly Contrarian
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Regulatory Capital Anatomy™

The JC’s untutored thoughts on how bank capital works.

Capital Requirements Regulation: 575/2013/ (EUR Lex) | BIS publications: BIS capital requirements for bank exposures to central counterparties | leverage ratio | RWA | portfolio risk | systemic risk

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Safe assets are much riskier than risky ones. This is I think the deep lesson of the 2008 financial crisis, and crypto loves re-learning the lessons of traditional finance. Systemic risks live in safe assets.

— Matt Levine, 2022