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Baron, Matthew; Laeven, Luc; Pénasse, Julien; Usenko, … - 2021

bank stock underperformance suggest that government-funded bank recapitalizations can often lead to substantial taxpayer …

Persistent link: https://www.econbiz.de/10013227328

Flight to Liquidity and the Great Recession

Radde, Sören - 2014

loan scale. A financial crisis, simulated as an abrupt decline in the collateral value of bank assets, triggers a flight to …

Persistent link: https://www.econbiz.de/10013048760

Cross-Country Linkages and Spill-Overs in Early Warning Models for Financial Crises

Lang, Jan Hannes - 2018

This paper uses data on bilateral foreign exposures of domestic banking systems in order to construct early warning models for financial crises that take into account cross-country spill-overs of vulnerabilities. The empirical results show that incorporating cross-country financial linkages can...

Persistent link: https://www.econbiz.de/10012916375

Shifting Horizons : Assessing Macro Trends Before, During, and Following Systemic Banking Crises

Schudel, Willem - 2015

This paper assesses the trends of some main macroeconomic and macro-financial variables across different time horizons related to systemic banking crises. Specifically, by gradually shifting the observation horizon of the same statistical model across time, it observes how these variables are...

Persistent link: https://www.econbiz.de/10013026197

Booms and Systemic Banking Crises

Boissay, Frédéric - 2013

The empirical literature on systemic banking crises (SBCs) has shown that SBCs are rare events that break out in the midst of credit intensive booms and bring about particularly deep and long-lasting recessions. We attempt to explain these phenomena within a dynamic general equilibrium model...

Persistent link: https://www.econbiz.de/10013086964

Cross-Border Banking and the International Transmission of Financial Distress During the Crisis of 2007-2008

Popov, Alexander A. - 2010

by the following types of bank financial distress: 1) low equity ratio; 2) low Tier 1 capital ratio; and 3) losses on …

Persistent link: https://www.econbiz.de/10013143334

Crisis Severity and the International Trade Network

Valentinyine Endresz, Marianna - 2017

In this paper we analyse the role of the international trade network for the strength of the global recession across countries. The novelty of our paper is the use of value-added trade data to capture the importance of trade network structure. We estimate with BMA techniques how far network...

Persistent link: https://www.econbiz.de/10012965544

Short-Time Work in the Great Recession : Firm-Level Evidence from 20 EU Countries

Lydon, Reamonn; Mathä, Thomas Y.; Millard, Stephen - 2021

Using firm-level data from a large-scale European survey among 20 countries, we analyse the determinants of firms using short-time work (STW). We show that firms are more likely to use STW in case of negative demand shocks. We show that STW schemes are more likely to be used by firms with high...

Persistent link: https://www.econbiz.de/10013315371

CoMap : Mapping Contagion in the Euro Area Banking Sector

Covi, Giovanni - 2019

contagion which can be used to calibrate bank-specific capital and liquidity requirements and large exposures limits. We find … non-linear function of the combination of network structures and bank-specific characteristics …

Persistent link: https://www.econbiz.de/10012894738

Loan Guarantees, Bank Underwriting Policies and Financial Fragility

Carletti, Elena; Leonello, Agnese; Marquez, Robert - 2023

Loan guarantees represent a form of government intervention to support bank lending. However, their use raises concerns … as to their effect on bank risk-taking incentives. In a model of •nancial fragility that incorporates bank capital and a … bank incentive problem, we show that loan guarantees reduce depositor runs and improve bank underwriting standards, except …

Persistent link: https://www.econbiz.de/10014257509

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