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Contagious bank runs : experimental evidence
Brown, Martin; Trautmann, Stefan T.; Vlahu, Razvan - 2012
depositors know that there are economic linkages between banks. The contagion of withdrawals is by a change in beliefs about bank …
Persistent link: https://www.econbiz.de/10010407054
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Contagious Bank Runs: Experimental Evidence
Brown, Martin; Trautmann, Stefan; Vlahu, Razvan - de Nederlandsche Bank - 2012
depositors know that there are economic linkages between banks. The contagion of withdrawals is by a change in beliefs about bank …
Persistent link: https://www.econbiz.de/10010757292
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Contagious Bank Runs: Experimental Evidence
Brown, Martin; Trautmann, Stefan T.; Vlahu, Razvan - School of Finance, Universität St. Gallen - 2012
depositors know that there are economic linkages between banks’. The contagion of withdrawals is by a change in beliefs about …
Persistent link: https://www.econbiz.de/10010687534
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Cocos, contagion and systemic risk
Chan, Stephanie; Wijnbergen, Sweder van - 2014
CoCo's (contingent convertible capital) are designed to convert from debt to equity when banks need it most. Using a Diamond-Dybvig model cast in a global games framework, we show that while the CoCo conversion of the issuing bank may bring the bank back into compliance with capital...
Persistent link: https://www.econbiz.de/10010395088
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Shadow banking: Financial intermediation beyond banks
Jokivuolle, Esa (contributor) - 2018
Shadow banking is a broad concept. A possible definition is that it comprises non-bank institutions which undertake bank-like activities. Another characteristic is that the sector is overall less regulated. Therefore there are still shortcomings in systematic collection of information of the sector.
Persistent link: https://www.econbiz.de/10011985212
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Shadow banking : financial intermediation beyond banks
Adrian, Tobias; Chrétien, Edouard; Chui, Michael; … - Shadow Banking: Financial Intermediation beyond Banks …; … - 2018
Persistent link: https://www.econbiz.de/10011790739
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The credit quality channel : modeling contagion in the interbank market
Fink, Kilian; Krüger, Ulrich; Meller, Barbara; Wong, … - 2015
We propose an algorithm to model contagion in the interbank market via what we term the credit quality channel. In … existing models on contagion via interbank credit, external shocks to banks often spread to other banks only in case of a … questions. For that purpose, we propose to measure the potential cost of contagion of a given shock scenario by the aggregated …
Persistent link: https://www.econbiz.de/10011381702
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Contagion in financial networks : a threat index
Demange, Gabrielle - 2015
Interbank claims are a concern to regulators as they might facilitate the dissemination of defaults and generate spill-over effects. Building on a simple model, this paper introduces a measure of the spill-over effects that a bank generates when it defaults. The measure is based on an explicit...
Persistent link: https://www.econbiz.de/10010509633
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The European sovereign debt crisis : what have we learned?
Kräussl, Roman; Lehnert, Thorsten; Stefanova, Denitsa - 2017
This paper sets the background for the Special Issue of the Journal of Empirical Finance on the European Sovereign Debt Crisis. It identifies the channel through which risks in the financial industry leaked into the public sector. It discusses the role of the bank rescues in igniting the...
Persistent link: https://www.econbiz.de/10011588156
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Bank networks : contagion, systemic risk and prudential policy
Aldasoro, Iñaki; Delli Gatti, Domenico; Faia, Ester - 2015 - This Draft: July 2015
traded quantities are determined by means of a matching algorithm. Contagion occurs through liquidity hoarding, interbank …
Persistent link: https://www.econbiz.de/10012061674