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How does information disclosure affect bank systemic risk in the presence of a deposit insurance system?

Zhu, Bo; Li, Li; Zhou, Yao; Yang, Wenhua - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 11, pp. 2497-2522

Persistent link: https://www.econbiz.de/10012210992

Essays on Portfolio- and Bank-Management

Graf, Ferdinand - 2011

Persistent link: https://www.econbiz.de/10009423569

Financial markets : imperfect information and risk management

Baldassarri, Mario (ed.); Bagella, Michele (contributor); … - 2001 - 1. publ.

Persistent link: https://www.econbiz.de/10001567050

Essays in microeconomics of banking

Kowalik, Michał Karol - 2009

Persistent link: https://www.econbiz.de/10003861660

Capturing information contagion in a stress-testing framework

Anand, Kartik; Gauthier, Céline; Gai, Prasanna; … - 2016

We develop an operational model of information contagion and show how it may be integrated into a mainstream, top-down, stress-testing framework to quantify systemic risk. The key transmission mechanism is a two-way interaction between the beliefs of secondary market investors and the...