crises. It is claimed that any such concept must integrate systemic events in banking and financial markets as well as in the … related payment and settlement systems. At the heart of systemic risk are contagion effects, various forms of external effects … rigorous models of bank and payment system contagion have now been developed, although a general theoretical paradigm is still …

This paper develops an analytical framework that can be used to anticipate problems in the banking system and enable … indicator that is intended to capture a number of the systemic risks that can affect the banking system as a whole. Second, it … vulnerabilities. > For the systemic component of our methodology, the final output is a banking system vulnerability index to …

during financial crises in emerging markets. We find that German banks reacted to the Asian crisis mainly by reallocating … necessarily indicate a spontaneous reaction to the Asian crisis. By contrast, the banks' behaviour during the Russian crisis is … heterogeneity with panel estimation techniques. We find that the lending of large commercial banks was less stable than the lending …

We analyze the link between banking sector quality and sovereign risk in the whole European Union over 1999–2014. We … theoretically and empirically motivated banking sector characteristics, and a Bayesian inference in panel estimation as a …-up call hypothesis in that markets re-appraised a number of banking sector-related issues in the pricing of sovereign risk …

range of crises, including banking, balance-of-payments, and sovereign debt crises. It reviews the typical patterns prior to …

and global banks and the fall in collateral prices comprise an important channel and reason for contagion. Essay 4 … possible. Essay 3 studies financial contagion and develops a model of the international financial system.It uses a basic model … of financial intermediation, but adds several local banks and an international bank.These banks are able to use outside …

, deposit insurance maintained banking stability and successfully prevented customers doing 'runs' on the banks. The objective … attention on the role of deposit insurers and their role in the banking system. Recent literature reveals that during the GFC … of this paper is to examine the deposit insurance system's coverage limits and the impact on banking stability, in the …