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Stressed but not helpless : strategic behavior of banks under adverse market conditions
Halaj, Grzegorz; Priazhkina, Sofia - 2021 - Last updated: July 19, 2021
banking system and the role of macroprudential policies in the mitigation of systemic risk. In a macro-consistent stress … testing application, we show that a trade-off can arise between banking stability (solvency) and macroeconomic stability …
Persistent link: https://www.econbiz.de/10012591729
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Simulating Fire-Sales in a Banking and Shadow Banking System
Calimani, Susanna; Hałaj, Grzegorz; Żochowski, Dawid - 2021
We develop an agent based model of traditional banks and asset managers. Our aim is to investigate the channels of contagion of shocks to asset prices within and between the two financial sectors, including the effects of fire sales and their impact on financial institutions’ balance sheets....
Persistent link: https://www.econbiz.de/10013248862
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Basel III and systemic risk regulation - what way forward?
Georg, Co-Pierre - 2011
One of the most pressing questions in the aftermath of the financial crisis is how to deal with systemically important financial institutions (SIFIs). The purpose of this paper is to review the recent literature on systemic risk and evaluate the regulation proposals in the Basel III framework...
Persistent link: https://www.econbiz.de/10009012328
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Business models of the banks in the euro area
Farnè, Matteo; Vouldis, Angelos - 2017
The paper identifies the business models followed by banks in the euro area, utilising a proprietary dataset collected in the context of the supervisory reporting of the Single Supervisory Mechanism. The concept of a 'business model' has been neglected by economic theory and is defined here with...
Persistent link: https://www.econbiz.de/10011656196
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Bank networks : contagion, systemic risk and prudential policy
Aldasoro, Iñaki; Delli Gatti, Domenico; Faia, Ester - 2015 - This Draft: July 2015
investment in non-liquid assets). Equity requirements tend to reduce risk (hence increase stability) without reducing … significantly overall investment. …
Persistent link: https://www.econbiz.de/10012061674
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Simulating fire-sales in a banking and shadow banking system
Calimani, Susanna; Hałaj, Grzegorz; Żochowski, Dawid - 2017
We develop an agent based model of traditional banks and asset managers. Our aim is to investigate the channels of contagion of shocks to asset prices within and between the two financial sectors, including the effects of fire sales and their impact on financial institutions' balance sheets. We...
Persistent link: https://www.econbiz.de/10011976961
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Systemically important banks : emerging risk and policy responses : an agent-based investigation
Popoyan, Lilit; Napoletano, Mauro; Roventini, Andrea - 2023
We develop a macroeconomic agent-based model to study the role of systemically important banks (SIBs) in financial stability and the effectiveness of capital surcharges on SIBs as a risk management tool. The model is populated by heterogeneous firms, consumers, and banks interacting locally in...
Persistent link: https://www.econbiz.de/10014332099
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European Banking Union structures and dynamics
Fernández Fernández, José Alejandro - In: Cogent economics & finance 11 (2023) 2, pp. 1-30
This article begins with an analysis of banking flows in the euro zone, through a complex network, from 2006 to 2020 …
Persistent link: https://www.econbiz.de/10014502810
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Banking reform
Jackson, Patricia; Davies, Howard; Miles, David; … - SUERF Conference on Banking Reform <2015, London>; … - 2016
On 3 December EY hosted a SUERF conference on banking reform with Sir Howard Davies, the Chairman of RBS, and Dame … Colette Bowe, the Chairman of the Banking Standards Board, as the two keynote speakers. Professor David Miles (Imperial … College) gave the SUERF 2015 Annual Lecture on Capital and Banks. The conference focused on core aspects of banking reform …
Persistent link: https://www.econbiz.de/10011554963
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The SSM at 1
Laeven, Luc; Draghi, Mario; Dombret, Andreas R.; … - SUERF - The European Money and Finance Forum; Deutsche …; … - 2016
On 3 December EY hosted a SUERF conference on banking reform with Sir Howard Davies, the Chairman of RBS, and Dame … Colette Bowe, the Chairman of the Banking Standards Board, as the two keynote speakers. Professor David Miles (Imperial … College) gave the SUERF 2015 Annual Lecture on Capital and Banks. The conference focused on core aspects of banking reform …
Persistent link: https://www.econbiz.de/10011557140