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Bilateral exposures and systemic solvency risk

Gouriéroux, Christian; Héam, J.-C.; Monfort, Alain - In: The Canadian journal of economics 45 (2012) 4, pp. 1273-1309

Persistent link: https://www.econbiz.de/10009689586

Bilateral exposures and systemic solvency risk

Gouriéroux, Christian; Heam, Jean-Cyprien; Monfort, Alain - 2012

Persistent link: https://www.econbiz.de/10009714009

Bilateral Exposures and Systemic Solvency Risk

Gourieroux, Christian - 2012

By introducing a structure of the balance sheets of the banks, which takes into account their bilateral exposures in terms of stocks or lendings, we get a structural model for default analysis. This model allows distinguishing the exogenous and endogenous default dependence. We prove the...

Persistent link: https://www.econbiz.de/10013096176

Le comportement des banques face à des fortes modifications des flux d'épargne et de financement

Artus, Patrick - In: Revue économique : revue bimestrielle 47 (1996) 3, pp. 719-729

Persistent link: https://www.econbiz.de/10001334242

Determinants of banks' liquidity : A French perspective on interactions between market and regulatory requirements

Bandt, Olivier de; Lecarpentier, Sandrine; Pouvelle, Cyril - In: Journal of banking & finance 124 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10012816334

Determinants of banks' liquidity : a French perspective on market and regulatory ratio interactions

Lecarpentier, Sandrine; Pouvelle, Cyril; Bandt, Olivier de - 2019

Persistent link: https://www.econbiz.de/10012242150

The power of inaction : bank bailouts in comparison

Woll, Cornelia - 2014

, France and Germany, Ireland and Denmark. She finds, however, substantial variation within these pairs. In some cases the …, France and Germany, Ireland and Denmark. She finds, however, substantial variation within these pairs. In some cases the …