Narrow search
Showing 1 - 10 of 20,110
Cover Image
The European sovereign debt crisis : what have we learned?
Kräussl, Roman; Lehnert, Thorsten; Stefanova, Denitsa - 2017
the role of the bank rescues in igniting the sovereign debt crisis and reviews approaches to detect early warning signals …
Persistent link: https://www.econbiz.de/10011588156
Cover Image
Transatlantic systemic risk
Gehde-Trapp, Monika; Wewel, Claudio Nicolai - 2013 - This version: June 12, 2013
range of real sectors is limited. Our results imply that regulators and supervisors should address international bank … dependencies arising from common risk factors, while recessions in real sectors due to bank defaults should be a secondary concern. …
Persistent link: https://www.econbiz.de/10009784871
Cover Image
Systemic Risk and Financial Market Contagion : Banks and Sovereign Credit Markets in Eurozone
Bratis, Theodore D. - 2015
The global financial and the European debt crises categorized as Minsky's moments present the physical laboratory for studying contagion cross country and cross market. Our research based on the twin sovereign-banking crisis evolution of the euro debt crisis era, focuses on addressing the...
Persistent link: https://www.econbiz.de/10013022898
Cover Image
Network, market, and book-based systemic risk rankings
Leur, Michiel van de; Lucas, André - 2016
We investigate the information content of stock correlation based network measures for systemic risk rankings, such as SIFIRank (based on Google's PageRank). Using European banking data, we first show that SIFIRank is empirically equivalent to a ranking based on average pairwise stock...
Persistent link: https://www.econbiz.de/10011531142
Cover Image
Regulating the doom loop
Alogoskoufis, Spyros; Langfield, Sam - 2019
how to treat sovereign exposures in bank regulation. Our contribution is to model endogenous sovereign portfolio …
Persistent link: https://www.econbiz.de/10012061145
Cover Image
Regulating the doom loop
Alogoskoufis, Spyros; Langfield, Sam - 2018
Euro area governments have committed to break the doom loop between bank risk and sovereign risk. But policymakers have …
Persistent link: https://www.econbiz.de/10011978559
Cover Image
Drivers of systemic risk : do national and European perspectives differ?
Buch, Claudia M.; Krause, Thomas; Tonzer, Lena - 2017
. Since the establishment of the Banking Union in 2014, the European Central Bank (ECB) can impose stricter regulations than … bank's contribution to systemic risk (SRISK) at the national and the euro-area level. Our research delivers three main …, an exploration of the drivers of systemic risk shows that a bank’s contribution to systemic risk is positively related to …
Persistent link: https://www.econbiz.de/10011640989
Cover Image
Understanding the profitability gap between euro area and US global systemically important banks
Di Vito, Luca; Fuentes, Natalia; Leite, Joao Matos - 2023
This investigation starts with the observation that, over the last decade, profitability rates reported by euro area (EA) banks have remained, on average, persistently below those reported by peer banks in the United States (US). In particular, banks' return on equity (ROE) has fluctuated around...
Persistent link: https://www.econbiz.de/10014334553
Cover Image
Does fintech contribute to systemic risk? : evidence from the US and Europe
Franco, Lavinia; García, Ana Laura; Husetović, Vigor; … - 2020
Fintech has increasingly become part of the global economy with the evolution of technology, increasing investments in fintech firms, and greater integration between traditional incumbent financial firms and fintech. Since the 2007-2009 financial crisis, research has also paid more attention to...
Persistent link: https://www.econbiz.de/10012219547
Cover Image
Modeling and simulating cross country banking contagion risks
Zedda, Stefano; Spinace-Casale, Antonella - In: Journal of risk and financial management : JRFM 14 (2021) 8, pp. 1-16
The recent financial crisis proved that financial contagion could spread among countries resulting in disruptive effects. In this paper, by modeling and simulating banking system behavior and linkages across countries, we assess, based on data from the BIS and IMF, the possible outcome of...
Persistent link: https://www.econbiz.de/10012626421