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Bad Banks Choking Good Banks : Simulating Balance Sheet Contagion

Kinsella, Stephen - 2011

We investigate the propagation of contagion through banks' balance sheets in a two-country model. We simulate an increase in non-performing loans in one bank, and study the effects on other banks and the macro economy of each country. We show that credit crunches destabilize each economy in the...

Persistent link: https://www.econbiz.de/10013119825

The Resolution of Distressed Financial Conglomerates

Jackson, Howell E. - 2017

Persistent link: https://www.econbiz.de/10012963587

Bankruptcy's Lorelei : the Dangerous Allure of Financial Institution Bankruptcy

Levitin, Adam J. - 2018

The idea of a bankruptcy procedure for large, systemically important financial institutions exercises an irresistible … draw for some policymakers and academics. Financial institution bankruptcy promises to be a transparent, law- based process … in which resolution of failed financial institutions is navigated in the courts. Financial institutions bankruptcy …

Persistent link: https://www.econbiz.de/10012927952

Strategic default in financial networks

Allouch, Nizar; Jalloul, Maya - 2018

This paper investigates a model of strategic interactions in financial networks, where the decision by one agent on whether or not to default impacts the incentives of other agents to escape default. Agents' payoffs are determined by the clearing mechanism introduced in the seminal contribution...

Persistent link: https://www.econbiz.de/10011812108

Strategic default in financial networks

Allouch, Nizar; Jalloul, Maya - 2017

Persistent link: https://www.econbiz.de/10011790364

Bankruptcy Prediction with Financial Systemic Risk

Jia, Zhehao - 2020

Financial systemic risk – defined as the risk of collapse of an entire financial system vis-à-vis any one individual financial institution – is making inroads into academic research in the aftermath of the late 2000s Global Financial Crisis. We shed light on this new concept by...

Persistent link: https://www.econbiz.de/10012848532