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Lessons from financial crisis contagion simulation in Europe
Prorokowski, Lukasz - In: Studies in economics and finance 30 (2013) 2, pp. 159-188
Persistent link: https://www.econbiz.de/10009772972
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Bank/sovereign risk spillovers in the European debt crisis
De Bruyckere, Valerie; Gerhardt, Maria; Schepens, Glenn; … - In: Journal of banking & finance 37 (2013) 12, pp. 4793-4809
Persistent link: https://www.econbiz.de/10010342225
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Bank bailouts and bank-sovereign risk contagion channels
Stângă, Irina M. - In: Journal of international money and finance 48 (2014), pp. 17-40
Persistent link: https://www.econbiz.de/10010464008
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Bank Capital, Interbank Contagion, and Bailout Policy
Tian, Suhua - 2013
bank when its partner bank fails. We investigate how capital constraints affect the choice of the healthy bank to takeover … or liquidate the exposure held jointly with the failing bank, and how the bank's ex ante optimal capital holding and … stock rather than preferred equity injection dilutes existing shareholder interests and gives the bank a greater incentive …
Persistent link: https://www.econbiz.de/10013083309
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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
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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
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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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Using Shapley's asymmetric power index to measure banks' contributions to systemic risk
Garratt, Rod; Webber, Lewis; Willison, Matthew - In: The journal of network theory in finance 2 (2016) 2, pp. 35-55
Persistent link: https://www.econbiz.de/10011578911
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Bank resolution mechanisms revisited : towards a new era of restructuring
Hryckiewicz, Aneta; Kryg, Natalia; Tsomocos, Dimitrios P. - In: Journal of financial stability 67 (2023), pp. 1-27
Persistent link: https://www.econbiz.de/10014455498
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Reputational contagion from the Silicon Valley Bank debacle
Ali, Shoaib; Naveed, Muhammad; Gubareva, Mariya; Xuan … - In: Research in international business and finance 69 (2024), pp. 1-13
Persistent link: https://www.econbiz.de/10015052811