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homogeneous banking system (banks with identical preferences and the same size of total assets) with interconnectedness: banks own … shares in each others' assets. Using these simplifications we derive an analytically tractable indicator for systemic risk … volatility of the assets and decreasing the level of equity both raises systemic risk. Furthermore, interconnectedness in the …
Persistent link: https://www.econbiz.de/10011444397
homogeneous banking system (banks with identical preferences and the same size of total assets) with interconnectedness: banks own … shares in each others' assets. Using these simplifications we derive an analytically tractable indicator for systemic risk … volatility of the assets and decreasing the level of equity both raises systemic risk. Furthermore, interconnectedness in the …
Persistent link: https://www.econbiz.de/10010481795
Persistent link: https://www.econbiz.de/10001235679