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Liquidity, Systemic Risk, and the Bankruptcy Treatment of Financial Contracts
Mokal, Riz - 2016
Persistent link: https://www.econbiz.de/10013002918
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Distress and Default Contagion in Financial Networks
Veraart, Luitgard Anna Maria - 2019
We develop a new model for solvency contagion that can be used to quantify systemic risk in stress tests of financial networks. In contrast to many existing models it allows for the spread of contagion already before the point of default and hence can account for contagion due to distress and...
Persistent link: https://www.econbiz.de/10012861689
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Financial Crises, Financing Sources, and Default Risks
Chiu, Wan-Chien - 2014
Persistent link: https://www.econbiz.de/10013045203
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Distress and Default Contagion in Financial Networks
Veraart, Luitgard Anna Maria - 2018
We develop a new model for solvency contagion that can be used to quantify systemic risk in stress tests of financial networks. In contrast to many existing models it allows for the spread of contagion already before the point of default and hence can account for contagion due to distress and...
Persistent link: https://www.econbiz.de/10012932974
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Financial Crises, Financing Sources, and Default Risks
Chiu, Wan-Chien - 2014
. These findings suggest that the bank supply shock theory helps to understand the transmission channel of shocks from the …, firms with strong dependence on bank financing suffer higher increases in default risk than firms with no such dependence … financial sector to the real economy. Finally, bank-dependent firms cannot completely offset adverse impacts stemming from bank …
Persistent link: https://www.econbiz.de/10013062942
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Local Bankruptcy and Geographic Contagion in the Bank Loan Market
Addoum, Jawad M. - 2020
We examine whether corporate bankruptcies influence bank loan characteristics of geographically proximate firms …
Persistent link: https://www.econbiz.de/10012856126
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The real effects of bank distress : evidence from bank bailouts in Germany
Bersch, Johannes; Degryse, Hans; Kick, Thomas; Stein, Ingrid - 2019
How does bank distress impact their customers' probability of default and trade credit availability? We address this … question by looking at a unique sample of German firms from 2000 to 2011. We follow their firm-bank relationships through times … of distress and crisis, featuring the different transmission of bank distress shocks into already weakened firm balance …
Persistent link: https://www.econbiz.de/10012108717
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Strengthening Bank Stability after the Crisis
Gelman, Michael; Greenberg, Doron; Khan, Zaheer; … - 2021
. In this paper, we establish that liquidity and capital ratios had a positive impact on bank returns during the first … identify deposit franchise and risk management as two key channels through which stronger financial stability improved bank …
Persistent link: https://www.econbiz.de/10013221214
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Default Contagion in a Two-Tree Economy
Ericsson, Jan; Jeanneret, Alexandre; Lu, Yiliu - 2021
We propose an explanation for default contagion based on a Lucas model with two independent debt-financed trees. The transmission mechanism is that variations in the size of one tree impact the level of risk premium and the default decision for all borrowers. If a negative shock hits one tree,...
Persistent link: https://www.econbiz.de/10013229878
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Saving Homes? Bankruptcies and Loan Modifications in the Foreclosure Crisis
White, Alan M. - 2014
Do homeowner bankruptcy filings work to delay or prevent home foreclosures, and how do they compare to voluntary loan modifications specifically targeted to mortgage relief? The 2007–2012 financial crisis provides a unique opportunity to assess whether bankruptcy can help homeowners avoid the...
Persistent link: https://www.econbiz.de/10013058200