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Bank networks : contagion, systemic risk and prudential policy

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

Persistent link: https://www.econbiz.de/10010533075

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 in non-liquid assets. Market clearing takes place through a tâtonnement process which yields the equilibrium price, while traded quantities are determined by means of a...

Persistent link: https://www.econbiz.de/10010475334

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 in non-liquid assets. Market clearing takes place through a tâtonnement process which yields the equilibrium price, while traded quantities are determined by means of a...

Persistent link: https://www.econbiz.de/10010486386

Foreign expansion, competition and bank risk

Faia, Ester; Laffitte, Sébastien; Ottaviano, Gianmarco … - In: Journal of international economics 118 (2019), pp. 179-199

Persistent link: https://www.econbiz.de/10012295944

International expansion and riskiness of banks

Faia, Ester; Ottaviano, Gianmarco I. P.; Sanchez … - 2017

Persistent link: https://www.econbiz.de/10011668692

International expansion and riskiness of banks

Faia, Ester; Ottaviano, Gianmarco I. P.; Sanchez … - 2017

Persistent link: https://www.econbiz.de/10011670030

Bank networks : contagion, systemic risk and prudential policy

Aldasoro, Iñaki; Delli Gatti, Domenico; Faia, Ester - 2016 - This version: 14 December 2016

Persistent link: https://www.econbiz.de/10011609975

Bank networks : contagion, systemic risk and prudential policy

Aldasoro, Iñaki; Delli Gatti, Domenico; Faia, Ester - 2015 - This Draft: July 2015

We present a network model of the interbank market in which optimizing risk averse banks lend to each other and invest in non-liquid assets. Market clearing takes place through a tâtonnement process which yields the equilibrium price, while traded quantities are determined by means of a...

Persistent link: https://www.econbiz.de/10012061674

Foreign expansion, competition and bank risk

Faia, Ester; Ottaviano, Gianmarco I. P.; Laffitte, Sebastien - 2018

Persistent link: https://www.econbiz.de/10011980977

Bank networks : contagion, systemic risk and prudential policy

Aldasoro, Iñaki; Delli Gatti, Domenico; Faia, Ester - In: Journal of economic behavior & organization : JEBO 142 (2017), pp. 164-188

Persistent link: https://www.econbiz.de/10011926037

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