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The domino effect and the supervision of the banking system
Paroush, Jacob - 1988
Persistent link: https://www.econbiz.de/10000783965
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Macro to the rescue? : an analysis of macroprudential instruments to regulate housing credit
Falter, Alexander - 2019
This paper builds a macro model with a financial sector and a housing market to understand the transmission and effects of macroprudential instruments addressing mortgage credit. The model compares the introduction of a loan-to-value ratio (LTV), a countercyclical capital buffer (CCyB)-style...
Persistent link: https://www.econbiz.de/10012034723
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Cross-border liquidity, relationships and monetary policy : evidence from the Euro area interbank crisis
Abbassi, Puriya; Bräuning, Falk; Fecht, Falko; … - 2014 - This version: November 2014
We analyze the impact of financial crises and monetary policy on the supply of wholesale funding liquidity, and also on the compositional supply effects through cross-border and relationship lending. For empirical identification, we draw on the proprietary bank-to-bank European interbank dataset...
Persistent link: https://www.econbiz.de/10010471858
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Bank bailouts, international linkages and cooperation
Niepmann, Friederike; Schmidt-Eisenlohr, Tim - 2010
Persistent link: https://www.econbiz.de/10008698988
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Banks' strategic interaction, adverse price dynamics and systemic liquidity risk
Krüger, Ulrich; Roling, Christoph; Silbermann, Leonid; … - 2022
In this paper we introduce two measures, the Systemic Liquidity Buffer (SLB) and the Systemic Liquidity Shortfall (SLS) to assess liquidity in the banking system. The SLB takes an aggregated perspective on liquidity risks in the banking system. In contrast, the SLS focusses on the problematic...
Persistent link: https://www.econbiz.de/10012888139
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Backtesting macroprudential stress tests
Ramadiah, Amanah; Fricke, Daniel; Caccioli, Fabio - 2020
In this paper, we consider models of price-mediated contagion in a banking networkof common asset holdings. For these models, the literature proposed two alternativeclasses of liquidation dynamics:threshold dynamics(banks liquidate their invest-ment portfolios only after they have defaulted),...
Persistent link: https://www.econbiz.de/10012258918
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Optimal liquidity control and systemic risk in an interbank network with liquidity shocks and regime-dependent interconnectedness
Chotipong Charoensom; Thaisiri Watewai - 2022
Persistent link: https://www.econbiz.de/10013259623
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Exploring network effects during bank failures in Argentina
Carlevaro, Emiliano A. - 2022
Persistent link: https://www.econbiz.de/10013193913
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Taming overconfident CEOs through stricter financial regulation
Kassner, Bernhard - 2023
paper shows that financial regulation can be effective at mitigating this type of risk. Exploiting regulatory changes … financial institutions subject to stricter regulation. Following the easing of these regulations, overconfidence-induced risk …-taking increases again. These findings confirm the effectiveness of financial regulation at correcting overconfident behavior, but also …
Persistent link: https://www.econbiz.de/10014477386
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Bank regulation and stability : an examination of the Basel market risk framework
Alexander, Gordon J.; Baptista, Alexandre M.; Yan, Shu - 2012
regarding the treatment of tail risk. -- Bank regulation ; bank stability ; Basel framework ; crisis ; tail risk …
Persistent link: https://www.econbiz.de/10009528885