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Contagion in the interbank market and its determinants
Memmel, Christoph; Sachs, Angelika - In: Journal of financial stability 9 (2013) 1, pp. 46-54
Persistent link: https://www.econbiz.de/10009745201
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Who can better monitor a bank than another bank? : mechanisms of discipline in the Mexican interbank market
Tovar-García, Édgar Demetrio - In: Revista de métodos cuantitativos para la economía y … 21 (2016), pp. 205-229
also is a channel for contagion. Using a sample of 37 Mexican banks, from December 2008 to September 2012, and a dynamic …
Persistent link: https://www.econbiz.de/10011518172
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Russian Interbank Systemic Risks Assessment from the Network Topology Point of View
Leonidov, A.; Rumyantsev, E. - In: Journal of the New Economic Association 19 (2013) 3, pp. 65-80
The authors study the structure of interbank unsecured loans market from the network topology point of view as well as systemic risks related to sufficiency of bank capital. The paper discusses both theoretical and practical aspects of the interbank credit market analysis.
Persistent link: https://www.econbiz.de/10010710017
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Who can better monitor a bank than another bank? Mechanisms of discipline in the Mexican interbank market
Tovar-García, Edgar Demetrio - In: Revista de Métodos Cuantitativos para la Economía y … 21 (2016), pp. 205-229
also is a channel for contagion. Using a sample of 37 Mexican banks, from December 2008 to September 2012, and a dynamic …
Persistent link: https://www.econbiz.de/10011787587
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Financial Contagion and Network Analysis
Summer, Martin - In: Annual Review of Financial Economics 5 (2013) 1, pp. 277-297
institutions and address issues of system stability and contagion risk. Although existing models cover a fair amount of ground in … discusses the main conceptual ideas behind network models of contagion, the major findings of this literature, as well as some …
Persistent link: https://www.econbiz.de/10010709608
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Contagiousness and Vulnerability in the Austrian Interbank Market
Puhr, Claus; Seliger, Reinhardt; Sigmund, Michael - In: Financial Stability Report (2012) 24, pp. 62-78
assets represented by those banks that a specific bank brings down by contagion) and vulnerability (the number of banks by … of either causing contagion or being affected by contagion. Although our analysis is based on a dataset constrained to …
Persistent link: https://www.econbiz.de/10010818153
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Contagion in the Interbank Market with Stochastic Loss Given Default
Memmel, Christoph; Sachs, Angelika; Stein, Ingrid - In: International Journal of Central Banking 8 (2012) 3, pp. 177-206
This paper investigates contagion in the German interbank market under the assumption of a stochastic loss given … find that the frequency distribution of the LGD is markedly U-shaped. Our simulations show that contagion in the German …
Persistent link: https://www.econbiz.de/10010569710
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The real effects of endogenous defaults on the interbank market
Ferrari, Massimo Minesso - In: Italian economic journal : official peer-reviewed … 6 (2020) 3, pp. 411-439
Persistent link: https://www.econbiz.de/10012293126
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Too interconnected to fail : a survey of the interbank networks literature
Hüser, Anne-Caroline - In: The journal of network theory in finance 1 (2015) 3, pp. 1-50
Persistent link: https://www.econbiz.de/10011399495
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Emergence of the EU corporate lending network
Hałaj, Grzegorz; Kochańska, Urszula; Kok Sørensen, … - In: The journal of network theory in finance 1 (2015) 1, pp. 33-76
Persistent link: https://www.econbiz.de/10011374583