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Allouch, Nizar; Jalloul, Maya - 2018

equilibrium of this default game. Next, we develop an algorithm to find all Nash equilibria that relies on the financial network …

Persistent link: https://www.econbiz.de/10011928019

Bank Networks: Contagion, Systemic Risk and Prudential Policy

Aldasoro, Iñaki; Delli Gatti, Domenico; Faia, Ester - 2015

We present a network model of the interbank market in which optimizing risk averse banks lend to each other and invest … sale externalities. The resulting network configurations exhibits a core-periphery structure, dis-assortative behavior and … low clustering coefficient. We measure systemic importance by means of network centrality and input-output metrics and the …

Persistent link: https://www.econbiz.de/10011739602

Contagion effects of the Silicon Valley Bank run

Choi, Dong Beom; Goldsmith-Pinkham, Paul; Yorulmazer, Tanju - 2023

This paper analyzes the contagion effects associated with the failure of Silicon Valley Bank (SVB) and identifies bank-specific vulnerabilities contributing to the subsequent declines in banks' stock returns. We find that uninsured deposits, unrealized losses in held-to-maturity securities, bank...

Persistent link: https://www.econbiz.de/10014540982

Explaining bank failures in the United States: The role of self-fulfilling prophecies, systemic risk, banking regulation, and contagion

Herger, Nils - 2008

Using count data on the number of bank failures in US states during the 1960 to 2006 period, this paper endeavors to establish how far sources of economic risk (recessions, high interest rates, inflation) or differences in solvency and branching regulation can explain some of the fragility in...

Persistent link: https://www.econbiz.de/10011430078

Systemic effects of bank equity issues: Competition, stabilization and contagion

Dinger, Valeriya; Marincas, Vlad; Vallascas, Francesco - 2018

We evaluate the abnormal returns of issuing and non-issuing banks around the announcement of Seasoned Equity Offerings (SEOs) and explore how the market reaction is influenced by aggregate systemic conditions and by the systemic risk contribution and exposure of banks. While we find evidence of...

Persistent link: https://www.econbiz.de/10011926736

Addressing systemic risk in Europe during Covid-19: The role of regulation and the policy mix

Dotta, Vitor - 2022

This work examines the impacts which the Covid-19 pandemic brought to the stability of the European financial sector. Lockdowns, businesses unable to operate and uncertainty about how the pandemic would evolve fueled a sharp recession. From the lessons learned in the global financial crises and...

Persistent link: https://www.econbiz.de/10013190393

Bank Capital, Liquidity and Systemic Risk

Eichberger, Juergen; Summer, Martin - 2004

We analyze the impact of capital adequacy regulation on bank insolvency and aggregate investment. We develop a model of the banking system that is characterized by the interaction of many heterogeneous banks with the real sector, interbank credit relations as a consequence of bank liquidity...

Persistent link: https://www.econbiz.de/10013370004

Foreign investment, regulatory arbitrage, and the risk of U.S. banking organizations

Frame, W. Scott; Mihov, Atanas; Sanz, Leandro - 2017

This study investigates the implications of cross-country differences in banking regulation and supervision for the international subsidiary locations and risk of U.S. bank holding companies (BHCs). We find that U.S. BHCs are more likely to operate subsidiaries in countries with weaker...

Persistent link: https://www.econbiz.de/10011776828

Financial Sector Legislative Reforms Commission (FSLRC) & financial sector regulation in India

Bhagwati, Jaimini; Khan, M. Shuheb; Bogathi, … - 2016

The Financial Sector Reforms Commission (FSLRC) which was set up in 2011 by the Ministry of Finance was mandated to study existing legislation and financial sector regulatory practices in India and to propose improvements. The FSLRC submitted its report in 2013 and four of its members recorded...

Persistent link: https://www.econbiz.de/10011807863

"Interest Rate Trap", or: Why Does the Central Bank Keep the Policy Rate Too Low for Too Long Time?

Cao, Jin; Illing, Gerhard - 2011

This paper provides a framework for modeling the risk-taking channel of monetary policy, the mechanism how financial intermediaries' incentives for liquidity transformation are affected by the central bank's reaction to financial crisis. Anticipating central bank's reaction to liquidity stress...

Persistent link: https://www.econbiz.de/10012143777

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