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Monetary policy implementation in an interbank network : effects on systemic risk

Bluhm, Marcel; Faia, Ester; Krahnen, Jan Pieter - 2014

multiple bank defaults driven by common shock exposure on asset markets, direct contagion via the interbank market, and …

Persistent link: https://www.econbiz.de/10010337579

Optimal liquidity control and systemic risk in an interbank network with liquidity shocks and regime-dependent interconnectedness

Chotipong Charoensom; Thaisiri Watewai - 2022

Persistent link: https://www.econbiz.de/10013259623

Risk sharing and amplification in the global banking network

Shen, Leslie Sheng; Zhang, Tony - 2024 - This version: April 2024

become less elastic over time, resulting in a decline in risk sharing. While shock amplification has also declined on average …

Persistent link: https://www.econbiz.de/10014529108

Identifikation systemrelevanter Banken mit dem Stochastic DebtRank : theoretische Konzeption und empirische Analyse anhand des deutschen Bankensystems

Wehlte, Maik - 2021

Persistent link: https://www.econbiz.de/10012586263

Centrality-based capital allocations

Alter, Adrian; Craig, Ben R.; Raupach, Peter - 2015

Persistent link: https://www.econbiz.de/10010516996

Centrality-based capital allocations

Alter, Adrian; Craig, Ben R.; Raupach, Peter - 2015

We look at the effect of capital rules on a banking system that is connected through correlated credit exposures and interbank lending. The rules, which combine individual bank characteristics and interconnectivity measures of interbank lending, are to minimize a measure of system-wide losses....