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Interconnectedness and contagion analysis : a practical framework

Bricco, Jana; Xu, TengTeng - 2019

The analysis of interconnectedness and contagion is an important part of the financial stability and risk assessment of … analysis of interconnectedness and contagion for a country's financial system under various circumstances. We survey current …

Persistent link: https://www.econbiz.de/10012122482

Sovereigns and financial intermediaries spillovers

Tabarraei, Hamid Reza; Rouabah, Abdelaziz; Pierrard, Olivier - 2019

We examine the spillover effects between sovereigns and banks in a model with a heterogeneous banking system. An increase in sovereign's default risk affects financial intermediaries through two channels in this model. First, banks' funding costs might increase, inducing higher interest rates on...

Persistent link: https://www.econbiz.de/10012009433

The role for deposit insurance funds in dealing with failing banks in the European Union

Arda, Atilla; Dobler, Marc - 2022

This paper argues that in the European Union (EU) deposit insurance funds are too difficult to use in bank resolution and too easy to use outside resolution. The paper proposes reforms in three areas for the effective management of bank failures of small and medium-sized banks in the European...

Persistent link: https://www.econbiz.de/10013170606

Market frictions, interbank linkages and excessive interconnections

Deb, Pragyan - 2016

This paper studies banks' decision to form financial interconnections using a model of financial contagion that … behaviour of competitive banks, where they balance the benefits of forming interbank linkages against the cost of contagion. We …

Persistent link: https://www.econbiz.de/10011715336

Financial Contagion Through Bank Deleveraging : Stylized Facts and Simulations Applied to the Financial Crisis

Tressel, Thierry - 2010

The financial crisis has highlighted the importance of various channels of financial contagion across countries. This … of financial contagion based on bank balance sheet identities and behavioral assumptions of deleveraging. Cascade effects … illustrate the use of the model and the relative importance of contagion channels, relying on bank losses of advanced countries …

Persistent link: https://www.econbiz.de/10014403236

Banking Crises in Latin America in the 1990's : Lessons From Argentina, Paraguay, and Venezuela

García-Herrero, Alicia - 1997

Recent banking crises in Argentina, Paraguay, and Venezuela suggest that the macroeconomic impact is influenced by the causes of the crisis, the exchange rate regime, the degree of dollarization, and the structure of the banking system. Crises stemming from both macroeconomic and bank-specific...

Persistent link: https://www.econbiz.de/10014403255

Financial Institutions, Financial Contagion, and Financial Crises

Huang, Haizhou - 2000

pooling equilibrium in the interbank market. With private information about one’s own solvency, the best illiquid banks will …

Persistent link: https://www.econbiz.de/10014399937

Exogenous Shocks, Deposit Runs and Bank Soundness : A Macroeconomic Framework

Bléjer, Mario I. - 1997

In a model where all banks are initially solvent, an exogenous shock affects confidence, causing a flight from deposits into domestic and foreign currency. Real interest rates increase unexpectedly, affecting firms and raising the share of the banks’ nonperforming assets. This increase causes...

Persistent link: https://www.econbiz.de/10014401216

Inside the Crisis : An Empirical Analysis of Banking Systems in Distress

Gupta, Poonam - 2000

Using aggregate and bank level data for several countries, the paper studies what happens to the banking system in the aftermath of a banking crisis. Contemporary crises are not accompanied by declines in aggregate bank deposits, and credit does not fall relative to output, although the growth...

Persistent link: https://www.econbiz.de/10014403498

Deposit Insurance Regulatory forbearance and Economic Growth : Implications for the Japanese Banking Crisis

Kletzer, Kenneth - 2005

An endogenous growth model with financial intermediation demonstrates how deposit insurance and prudential regulatory forbearance lead to banking crises and growth declines. The model assumptions are based on features of the Japanese financial system and regulation. The model demonstrates how...

Persistent link: https://www.econbiz.de/10014404180

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