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Risk sharing and amplification in the global banking network
Shen, Leslie Sheng; Zhang, Tony - 2024 - This version: April 2024
We develop a structural model of the global banking network and analyze its role in facilitating risk sharing and amplifying shocks across countries and over time. Using bilateral international lending data, we uncover significant heterogeneity in the willingness and capacity of banks to provide...
Persistent link: https://www.econbiz.de/10014529108
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Capital adequacy rules, catastrophic firm failure, and systemic risk
Jarrow, Robert A. - In: Review of derivatives research 16 (2013) 3, pp. 219-231
Persistent link: https://www.econbiz.de/10010222969
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International banking and liquidity risk transmission : lessons from across countries
Buch, Claudia M.; Goldberg, Linda S. - 2014
financial crisis. Yet we know little about the actual magnitudes and mechanisms for transmission of liquidity shocks through … Network, established in 2012, brings together researchers from around the world with access to micro-level data on individual … studies conducted in eleven countries to explore liquidity risk transmission. Among the main results is, first, that …
Persistent link: https://www.econbiz.de/10010404142
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International banking and liquidity risk transmission : lessons from across countries
Buch, Claudia M.; Goldberg, Linda S. - 2014
financial crisis. Yet, we know little about the actual magnitudes and mechanisms for transmission of liquidity shocks through … Network (IBRN), established in 2012, brings together researchers from around the world with access to micro-data on individual … studies conducted in 11 countries to explore liquidity risk transmission. Among the main results is, first, that explanatory …
Persistent link: https://www.econbiz.de/10010393856
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Uncertainty and cross-border banking flows
Choi, Sangyup; Furceri, Davide - In: Journal of international money and finance 93 (2019), pp. 260-274
Persistent link: https://www.econbiz.de/10012138646
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Endogenous debt maturity : liquidity risk vs. default risk
Manuelli, Rodolfo E.; Sanchez, Juan M. - 2018
Persistent link: https://www.econbiz.de/10011950510
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Are corporate default probabilities consistent with the static tradeoff theory?
Hovakimian, Armen; Kayhan, Ayla; Titman, Sheridan - 2011
Persistent link: https://www.econbiz.de/10009296399
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Are corporate default probabilities consistent with the static trade-off theory?
Hovakimian, Armen; Kayhan, Ayla; Titman, Sheridan - In: The review of financial studies 25 (2012) 2, pp. 315-340
Persistent link: https://www.econbiz.de/10009515816
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Capital flows, push versus pull factors and the global financial crisis
Fratzscher, Marcel - In: Journal of international economics 88 (2012) 2, pp. 341-356
Persistent link: https://www.econbiz.de/10009691853
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Liquidity, investment and risky debt : some evidence
Chamberlain, Trevor W. - In: International advances in economic research : IAER ; an … 15 (2009) 4, pp. 492-493
Persistent link: https://www.econbiz.de/10003935142