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Expectations vs. fundamentals-driven bank runs : when should bailouts be permitted?

Keister, Todd; Narasiman, Vijay - In: Review of economic dynamics 21 (2016), pp. 89-104

Persistent link: https://www.econbiz.de/10011635845

Banks' strategic interaction, adverse price dynamics and systemic liquidity risk

Krüger, Ulrich; Roling, Christoph; Silbermann, Leonid; … - 2022

In this paper we introduce two measures, the Systemic Liquidity Buffer (SLB) and the Systemic Liquidity Shortfall (SLS) to assess liquidity in the banking system. The SLB takes an aggregated perspective on liquidity risks in the banking system. In contrast, the SLS focusses on the problematic...

Persistent link: https://www.econbiz.de/10012888139

Banking and sovereign debt crises in a monetary union without central bank intervention

Cheng, Jin; Dai, Meixing; Dufourt, Frédéric - In: Journal of mathematical economics 68 (2017), pp. 142-151

Persistent link: https://www.econbiz.de/10011741181

Contagion of fear : panics, money, and the Great Depression

Marodin, Fabrizio Almeida; Mitchener, Kris; Richardson, Gary - In: Explorations in economic history : EEH 93 (2024), pp. 1-25

Persistent link: https://www.econbiz.de/10015064856

Systemic risk in a network model of interbank markets with central bank activity

Georg, Co-Pierre; Poschmann, Jenny - 2010

stability. We model the default of a large bank and analyse the resulting contagion effects. This is compared to a common shock … contagion effects, but are instead the greater threat to systemic stability. -- systemic risk ; interbank markets ; monetary … policy ; contagion ; common shocks …