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Why do U.S. banks contribute more to global systemic risk?
Bostandzic, Denefa; Weiß, Gregor - 2013
Persistent link: https://www.econbiz.de/10010196994
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Transatlantic systemic risk
Gehde-Trapp, Monika; Wewel, Claudio Nicolai - 2013 - This version: June 12, 2013
range of real sectors is limited. Our results imply that regulators and supervisors should address international bank … dependencies arising from common risk factors, while recessions in real sectors due to bank defaults should be a secondary concern. …
Persistent link: https://www.econbiz.de/10009784871
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Modeling and simulating cross country banking contagion risks
Zedda, Stefano; Spinace-Casale, Antonella - In: Journal of risk and financial management : JRFM 14 (2021) 8, pp. 1-16
The recent financial crisis proved that financial contagion could spread among countries resulting in disruptive effects. In this paper, by modeling and simulating banking system behavior and linkages across countries, we assess, based on data from the BIS and IMF, the possible outcome of...
Persistent link: https://www.econbiz.de/10012626421
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Firm-specific shocks and contagion : are banks special?
Engljähringer, Hannah Katharina; Stracca, Livio - 2020
is generally small. Surprisingly, we find that spill-overs of bank-related events are not significantly different from …
Persistent link: https://www.econbiz.de/10012299006
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Systemic risk in banking, fire sales, and macroeconomic disasters
Bougheas, Spiros P.; Harvey, David I.; Kirman, Alan P.; … - 2024
market is endogenously formed. Bank assets are hit by idiosyncratic shocks drawn from a thin tailed distribution. The uneven … to be heavily indebted to other banks, their liquidation can trigger other bank failures. We find that the distribution …
Persistent link: https://www.econbiz.de/10014490902
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Systemic Risk in Banking : New Approaches Under the Current Financial Crisis
(Costache) Munteanu, Ionica - 2009
trading, their risk exposures have become considerably more complex and interdependent. Thus, the risk of bank failure …
Persistent link: https://www.econbiz.de/10013157592
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Policy uncertainty and bank systemic risk : a perspective of risk decomposition
Fang, Yi; Wang, Yanru; Wang, Qi; Zhao, Yang - 2022
This paper examines the driving effect of economic policy uncertainty on bank systemic risk with a distinction between … systemic linkage and bank tail risk. Using bank-level data of 25 economies during the period 2010-2020, we find consistent and … robust evidence that policy uncertainty is negatively associated with bank tail risk but positively related to systemic …
Persistent link: https://www.econbiz.de/10013403649
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Economic policy uncertainty and bank systemic risk : a perspective of risk decomposition
Fang, Yi; Wang, Yanru; Wang, Qi; Zhao, Yang - 2022
This paper examines the driving effect of economic policy uncertainty on bank systemic risk with a distinction between … systemic linkage and bank tail risk. Using bank-level data of 25 economies during the period 2010-2020, we find consistent and … robust evidence that policy uncertainty is negatively associated with bank tail risk but positively related to systemic …
Persistent link: https://www.econbiz.de/10013404472
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Borrower- and Lender-Based Macroprudential Policies : What Works Best Against Bank Systemic Risk?
Apergis, Nicholas; Aysan, Ahmet Faruk; Bakkar, Yassine - 2022
This paper investigates the complementarity between the different macroprudential policies to contain bank systemic … vary depending on the set of tools implemented, as well as bank’ size, TBTF, leverage, liquidity and concentration. Our …
Persistent link: https://www.econbiz.de/10013405283
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Social responsibility and bank resiliency
Gehrig, Thomas P.; Iannino, Maria Chiara; Unger, Stephan - In: Journal of financial stability 70 (2024), pp. 1-23
Persistent link: https://www.econbiz.de/10014490458