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Collective Moral Hazard and the Interbank Market
Altinoglu, Levent; Stiglitz, Joseph E. - 2020
The concentration of risk within financial system is considered to be a source of systemic instability. We propose a theory to explain the structure of the financial system and show how it alters the risk taking incentives of financial institutions. We build a model of portfolio choice and...
Persistent link: https://www.econbiz.de/10014351992
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CoMap: mapping contagion in the euro area banking sector
Covi, Giovanni; Gorpe, Mehmet Ziya; Kok Sørensen, … - In: Journal of financial stability 53 (2021), pp. 1-28
Persistent link: https://www.econbiz.de/10012793051
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The credit quality channel : modeling contagion in the interbank market
Fink, Kilian; Krüger, Ulrich; Meller, Barbara; Wong, … - In: Journal of financial stability 25 (2016), pp. 83-97
Persistent link: https://www.econbiz.de/10011704790
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On the optimal control of interbank contagion in the euro area banking system
Fukker, Gábor; Kok Sørensen, Christoffer - In: Journal of financial stability 71 (2024), pp. 1-18
Persistent link: https://www.econbiz.de/10014533538
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An integrated macroprudential stress test of bank liquidity and solvency
Bakoush, Mohamed; Gerding, Enrico; Mishra, Tapas; … - In: Journal of financial stability 60 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013455971
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Debt-overhang banking crises : detecting and preventing systemic risk
Occhino, Filippo - In: Journal of financial stability 30 (2017), pp. 192-208
Persistent link: https://www.econbiz.de/10011825606
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Special issue: network models, stress testing and other tools for financial stability monitoring and macroprudential policy design and implementation
Martínez Jaramillo, Serafín (ed.); Battiston, Stefano (ed.) - 2018
Persistent link: https://www.econbiz.de/10012156865
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Uncertainty, non-linear contagion and the credit quality channel : an application to the Spanish interbank market
Carro, Adrian; Stupariu, Patricia - In: Journal of financial stability 71 (2024), pp. 1-21
Persistent link: https://www.econbiz.de/10014533551
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The benefits are at the tail : uncovering the impact of macroprudential policy on growth-at-risk
Galán, Jorge E. - In: Journal of financial stability 74 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10015083475
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New financial stability governance structures and central banks
Edge, Rochelle M.; Liang, Jean Nellie - 2019
We evaluate the institutional frameworks developed to implement time-varying macroprudential policies in 58 countries. We focus on new financial stability committees (FSCs) that have grown dramatically in number since the global financial crisis, and their interaction with central banks, and...
Persistent link: https://www.econbiz.de/10012018438