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Systemic liquidity contagion in the European interbank market
Macchiati, Valentina; Brandi, Giuseppe; Di Matteo, Tiziana - In: Journal of economic interaction and coordination 17 (2022) 2, pp. 443-474
Persistent link: https://www.econbiz.de/10013271944
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Bank panics and fire sales, insolvency and illiquidity
Hurd, T. R. - In: International journal of theoretical and applied finance 21 (2018) 6, pp. 1-30
Persistent link: https://www.econbiz.de/10011926614
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Capital and resolution policies : the US interbank market
Capponi, Agostino; Dooley, John M.; Oet, Mikhail V.; … - In: Journal of financial stability 30 (2017), pp. 229-239
Persistent link: https://www.econbiz.de/10011825608
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On the optimal control of interbank contagion in the euro area banking system
Fukker, Gábor; Kok Sørensen, Christoffer - In: Journal of financial stability 71 (2024), pp. 1-18
Persistent link: https://www.econbiz.de/10014533538
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Systemic instability of the interbank credit market : a contribution to a resilient financial system
Gries, Thomas; Mitschke, Alexandra - 2019
availability of liquidity. Following a shock materialization, a sequential flow adjustment process sets in. While the market …
Persistent link: https://www.econbiz.de/10012296413
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Credit risk in interbank networks
Hoffmann De Quadros, Vanessa; González-Avella, Juan Carlos - In: Emerging markets finance & trade : a journal of the … 51 (2015), pp. 27-41
Persistent link: https://www.econbiz.de/10011561382
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Network topography and default contagion in China's financial system
Fittje, Jens Christian; Wagner, Helmut - 2020
question using network theory. We find that networks that are more concentrated are less fragile when connectivity is low …
Persistent link: https://www.econbiz.de/10012436164
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Basel III : rethinking liquidity and leverage
Tamás, Isépy - In: Economic research (2013), pp. 415-432
Persistent link: https://www.econbiz.de/10011526604
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Shock amplification in an interconnected financial system of banks and investment funds
Sydow, Matthias; Schilte, Aurore; Covi, Giovanni; … - In: Journal of financial stability 71 (2024), pp. 1-20
Persistent link: https://www.econbiz.de/10014533535
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Do interbank markets price systemic risk?
Sigmund, Michael; Siebenbrunner, Christoph - In: Journal of financial stability 71 (2024), pp. 1-19
Persistent link: https://www.econbiz.de/10014533540