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How banks' capital ratio and size affect the stability of the banking system : a simulation-based study
Steinbacher, Mitja; Steinbacher, Matjaz - In: The journal of credit risk : published quarterly by … 11 (2015) 1, pp. 59-92
Persistent link: https://www.econbiz.de/10011298491
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Banks and their contagion potential : how stable is banking system?
Steinbacher, Mitja; Steinbacher, Matjaz; Steinbacher, Matej - In: Artificial economics and self organization : …, (pp. 161-175). 2014
Persistent link: https://www.econbiz.de/10009792420
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Interaction-Based Model for Pricing CDS with Counterparty Risk
Steinbacher, Matjaz - 2014
The paper provides methodologically new approach to pricing CDS, predicated on the banking network and the banks' balance sheets. The model is evolutionary and includes a counterparty risk and the central bank bailout policy. The banking network is used to accurately calculate the capital ratio...
Persistent link: https://www.econbiz.de/10013055733
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Robustness of banking networks to idiosyncratic and systemic shocks : a network-based approach
Steinbacher, Matjaž; Steinbacher, Mitja; Steinbacher, Matej - In: Journal of economic interaction and coordination : JEIC 11 (2016) 1, pp. 95-117
Persistent link: https://www.econbiz.de/10011486189