Financial Crisis

DeFi: Shadow Banking 2.0? ArXiv ID: ssrn-4038788 “View on arXiv” Authors: Unknown Abstract The growth of so-called “shadow banking” was a significant contributor to the financial crisis of 2008, which had huge social costs that we still grapple with t Keywords: shadow banking, financial crisis, systemic risk, regulatory arbitrage, non-bank financial intermediation, Fixed Income Complexity vs Empirical Score Math Complexity: 0.5/10 Empirical Rigor: 1.0/10 Quadrant: Philosophers Why: The paper is a legal/regulatory analysis using historical case studies and conceptual arguments, with no mathematical modeling or empirical backtesting. flowchart TD A["Research Goal"] --> B["DeFi as Shadow Banking?"] B --> C["Methodology"] C --> D["Empirical Analysis"] D --> E["Data: Tether Reserves & Fixed Income"] E --> F["Computational Process"] F --> G["Correlation & Stress Tests"] G --> H["Findings"] H --> I["Systemic Risk & Regulatory Arbitrage"]

The Lehman Brothers Bankruptcy A: Overview ArXiv ID: ssrn-2588531 “View on arXiv” Authors: Unknown Abstract On September 15, 2008, Lehman Brothers Holdings, Inc., the fourth-largest U.S. investment bank, sought Chapter 11 protection, initiating the largest bankruptcy Keywords: Bankruptcy, Lehman Brothers, Financial Crisis, Chapter 11, Systemic Risk, Equities Complexity vs Empirical Score Math Complexity: 0.0/10 Empirical Rigor: 0.0/10 Quadrant: Philosophers Why: This is a qualitative case study overview of the Lehman Brothers bankruptcy, focusing on historical narrative, business operations, and regulatory questions without any mathematical formulas, data analysis, or backtesting components. flowchart TD A["Research Goal: Analyze<br>Lehman Brothers Bankruptcy"] --> B["Key Methodology:<br>Case Study & Financial Analysis"] B --> C["Data Inputs:<br>Financial Reports &<br>Chapter 11 Filings"] C --> D["Computational Process:<br>Reconstruct Timeline &<br>Assess Systemic Risk"] D --> E["Key Findings:<br>Highlighted Role of<br>Systemic Risk &<br>Liquidity Failure"]

Explaining the Housing Bubble ArXiv ID: ssrn-1669401 “View on arXiv” Authors: Unknown Abstract There is little consensus as to the cause of the housing bubble that precipitated the financial crisis of 2008. Numerous explanations exist: misguided monetary Keywords: Housing bubble, Financial crisis, Systemic risk, Real Estate Complexity vs Empirical Score Math Complexity: 2.5/10 Empirical Rigor: 4.0/10 Quadrant: Philosophers Why: The paper is primarily an economic and legal analysis of the housing bubble, relying on theoretical frameworks like information asymmetry and supply-side explanations with minimal advanced mathematics. While it uses historical data and discusses market mechanisms, it lacks backtests, quantitative models, or implementation-heavy empirical validation. flowchart TD A["Research Question: Causes of the 2008 Housing Bubble"] --> B["Data Collection: Financial, Macroeconomic, & Real Estate Data"] B --> C["Methodology: Econometric Analysis & Risk Modeling"] C --> D{"Computational Process: Identification of Systemic Risk Drivers"} D --> E["Key Finding: Inadequate Capital Buffers & Misguided Monetary Policy"] D --> F["Key Finding: Complex Derivatives Amplified Market Volatility"] E --> G["Outcome: Framework for Macroprudential Regulation"] F --> G

Why Did Some Banks Perform Better During the Credit Crisis? A Cross-Country Study of the Impact of Governance and Regulation ArXiv ID: ssrn-1442652 “View on arXiv” Authors: Unknown Abstract Though overall bank performance from July 2007 to December 2008 was the worst since at least the Great Depression, there is significant variation in the cross-s Keywords: bank performance, financial crisis, Great Depression, cross-sectional variation, financial stability, Banks Complexity vs Empirical Score Math Complexity: 2.5/10 Empirical Rigor: 8.0/10 Quadrant: Street Traders Why: The paper relies on standard regression analysis of real-world bank data (cross-sectional, panel) and uses established governance/regulation indices, requiring substantial data collection and implementation; the math is primarily descriptive statistics, linear regressions, and portfolio sorting rather than advanced stochastic calculus or novel models. flowchart TD A["Research Question<br>Why did some banks perform better<br>during the 2007-2008 crisis?"] --> B{"Methodology"} B --> C["Data: Bank stock returns<br>and governance/regulation metrics"] C --> D["Cross-sectional regression analysis<br>Impact of governance & regulation<br>on crisis performance"] D --> E["Computational Process<br>Comparing bank performance<br>across countries/sectors"] E --> F["Key Findings"] F --> G["Stronger governance & regulation<br>correlated with better performance"] F --> H["Significant cross-sectional<br>variation despite systemic crisis"]

Why Did Some Banks Perform Better during the Credit Crisis? A Cross-Country Study of the Impact of Governance and Regulation ArXiv ID: ssrn-1433502 “View on arXiv” Authors: Unknown Abstract Though overall bank performance from July 2007 to December 2008 was the worst since at least the Great Depression, there is significant variation in the cross-s Keywords: Bank Performance, Financial Crisis, Cross-Sectional Analysis, Banking Sector, Asset Quality, Financials Complexity vs Empirical Score Math Complexity: 2.5/10 Empirical Rigor: 8.0/10 Quadrant: Street Traders Why: The paper primarily uses regression analysis and statistical metrics to examine cross-country bank performance during the crisis, focusing on empirical backtesting using pre-crisis data, with minimal advanced mathematical formalism or derivations. flowchart TD A["Research Goal:<br>Cross-sectional analysis of bank<br>performance during Credit Crisis<br>(July 2007 - Dec 2008)"] --> B{"Data Collection"} B --> C["Bank-Level Financials<br>Asset Quality Metrics"] B --> D["Regulatory & Governance<br>Indices by Country"] C --> E["Cross-Sectional Regression Analysis"] D --> E E --> F{"Key Findings"} F --> G["Stronger Governance<br>Correlates with Better Performance"] F --> H["Stricter Regulation<br>Linked to Higher Resilience"]

Hedge Funds, Systemic Risk, and the Financial Crisis of 2007-2008: Written Testimony for the House Oversight Committee Hearing on Hedge Funds ArXiv ID: ssrn-1301217 “View on arXiv” Authors: Unknown Abstract This document is the written testimony submitted to the House Oversight Committee for its hearing on hedge funds and the financial crisis, held November 13, 200 Keywords: Hedge Funds, Financial Crisis, Systemic Risk, Regulatory Policy, Hedge Funds Complexity vs Empirical Score Math Complexity: 2.0/10 Empirical Rigor: 2.0/10 Quadrant: Philosophers Why: The document is a policy-oriented testimony with no mathematical formulas, derivations, or backtesting; it focuses on conceptual discussions of systemic risk and regulatory proposals rather than quantitative modeling or empirical data analysis. flowchart TD A["Research Goal: Assess hedge fund<br>role in the 2007-2008 crisis"] --> B["Data Collection & Methodology"] B --> C["Regulatory Analysis<br>Existing Frameworks"] B --> D["Empirical Analysis<br>Market Stress Events"] C & D --> E["Computational Processes<br>Systemic Risk Modeling"] E --> F{"Key Findings/Outcomes"} F --> G["Regulatory Gaps Identified"] F --> H["Policy Recommendations<br>for Oversight"]