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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

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

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

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

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

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

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

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

Benchmarking macroprudential policies : an initial assessment

Lombardi, Domenico; Siklos, Pierre L. - In: Journal of financial stability 27 (2016), pp. 35-49

Persistent link: https://www.econbiz.de/10011705581

Impact of higher capital buffers on banks’ lending and risk-taking in the short- and medium-term : evidence from the euro area experiments

Cappelletti, Giuseppe; Marques, Aurea Ponte; Varraso, Paolo - In: Journal of financial stability 72 (2024), pp. 1-21

Persistent link: https://www.econbiz.de/10014565245

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