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Bail-Ins Versus Bail-Outs : Using Contingent Capital to Mitigate Systemic Risk
Coffee, John C. - 2010
Persistent link: https://www.econbiz.de/10013138295
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Rediscovering the Macroeconomic Roots of Financial Stability Policy : Journey, Challenges and a Way Forward
Borio, Claudio E. V. - 2014
The recent financial crisis has triggered a major rethink of analytical approaches and policy towards financial stability. The crisis has encouraged a sharper focus on systemic risk, the inclusion of a financial sector in macroeconomic models, a shift from a microprudential to a macroprudential...
Persistent link: https://www.econbiz.de/10013067256
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The market impact of systemic risk capital surcharges
Gündüz, Yalın - 2020
bank (G-SIB) envisaged by regulators has an impact on the CDS prices of these banks. We find evidence that the CDS spreads …
Persistent link: https://www.econbiz.de/10012179673
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The UBS-Credit Suisse Merger : Helvetia's Gift
Böni, Pascal; Kroencke, Tim-Alexander; Vasvari, Florin P. - 2023
be attributed to the short-term abnormal returns on securities of the two banks, is externally driven. It appears to come …
Persistent link: https://www.econbiz.de/10014349670
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Understanding the market reaction to shockwaves: Evidence from the failure of Lehman Brothers
Dumontaux, Nicolas; Pop, Adrian - In: Journal of Financial Stability 9 (2013) 3, pp. 269-286
The spectacular failure of the 150-year-old investment bank Lehman Brothers on September 15th, 2008 was a major turning point in the global financial crisis that broke out in the summer of 2007. Through the use of stock market data and credit default swap (CDS) spreads, this paper examines...
Persistent link: https://www.econbiz.de/10011046547
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Traditional banks, shadow banks and the US credit boom : credit origination versus financing
Unger, Robert - 2016
transforms existing financial claims against ultimate borrowers that have been originated by traditional banks. Based on … non-financial private sector had been originated by shadow banks. Consequently, dampening credit creation by the …
Persistent link: https://www.econbiz.de/10011456517
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Evidence from shadow price of equity on "Too-Big-to-Fail" Banks
Wilson, Paul W.; Zhao, Shirong - In: Journal of productivity analysis : an official journal … 57 (2022) 1, pp. 23-40
Persistent link: https://www.econbiz.de/10012817971
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The market perception of systemic importance : too-big-to-fail versus too-big-to-be-saved
Overkott, Maximilian Alexander; Warmuth, Niels - In: Three essays in empirical asset pricing, (pp. 107-146). 2017
Persistent link: https://www.econbiz.de/10012134676
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Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector
Baumöhl, Eduard; Bouri, Elie; Hoang, Thi-Hong-Van; … - 2020
Over the last few decades, large banks worldwide have become more interconnected. As a result, the failure of one can … pandemic. We measure how extreme negative stock market returns from one bank can spill over to the other banks within the … Han et al. (2016). The results indicate that the systemic risk and the density of the spillover network among 83 banks in …
Persistent link: https://www.econbiz.de/10012254795
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Addressing systemic risk in Europe during Covid-19 : the role of regulation and the policy mix
Dotta, Vitor - 2022
This work examines the impacts which the Covid-19 pandemic brought to the stability of the European financial sector. Lockdowns, businesses unable to operate and uncertainty about how the pandemic would evolve fueled a sharp recession. From the lessons learned in the global financial crises and...
Persistent link: https://www.econbiz.de/10013188926