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Interbank lending and the spread of bank failures : a network model of systemic risk
Krause, Andreas; Giansante, Simone - In: Journal of economic behavior & organization : JEBO 83 (2012) 3, pp. 583-608
Persistent link: https://www.econbiz.de/10009697989
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A network view on interbank market freezes
Gabrieli, Silvia; Georg, Co-Pierre - 2014
We study the liquidity allocation among European banks around the Lehman insolvency using a novel dataset of all interbank loans settled via the Eurosystem's payment system TARGET2. Following the Lehman insolvency, lenders in the overnight segment become sensitive to counterparty characteristics...
Persistent link: https://www.econbiz.de/10010471492
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A network view on interbank market freezes
Gabrieli, Silvia; Georg, Co-Pierre - 2014 - This version: December 2014
We study the liquidity allocation among European banks around the Lehman insolvency using a novel dataset of all interbank loans settled via the Eurosystem’s payment system TARGET2. Following the Lehman insolvency, lenders in the overnight segment become sensitive to counterparty...
Persistent link: https://www.econbiz.de/10010471923
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A network view on interbank market freezes
Gabrieli, Silvia; Georg, Co-Pierre - 2014
Persistent link: https://www.econbiz.de/10010489038
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A network view on interbank market freezes.
Gabrieli, S.; Georg, C.-P. - Banque de France - 2014
We study the liquidity allocation among European banks around the Lehman Brothers’ insolvency using a novel dataset of all interbank loans settled via the Eurosystem’s payment system TARGET2. Following the Lehman insolvency, lenders in the overnight segment become sensitive to counterparty...
Persistent link: https://www.econbiz.de/10011106001
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A network view on interbank market freezes
Gabrieli, Silvia; Georg, Co-Pierre - Deutsche Bundesbank - 2014
We study the liquidity allocation among European banks around the Lehman insolvency using a novel dataset of all interbank loans settled via the Eurosystem's payment system TARGET2. Following the Lehman insolvency, lenders in the overnight segment become sensitive to counterparty characteristics...
Persistent link: https://www.econbiz.de/10011161231
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A Network View on Interbank Market Freezes
Gabrieli, Silvia; Georg, Co-Pierre - Economic Research Southern Africa (ERSA) - 2015
We study the liquidity allocation among European banks around the Lehman insolvency using a novel dataset of all interbank loans settled via the Eurosystem’s payment system TARGET2. Following the Lehman insolvency, lenders in the overnight segment become sensitive to counterparty...
Persistent link: https://www.econbiz.de/10011165823
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Non-monotonic tradeoffs of tiering in a large value payment system
Arango, Carlos A.; Cepeda L., Freddy - 2016
Persistent link: https://www.econbiz.de/10011618464
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Fallacies, irrelevant facts, and myths in the discussion of capital regulation : why bank equity is not socially expensive
Admati, Anat R.; DeMarzo, Peter M.; Hellwig, Martin; … - 2013
We examine the pervasive view that "equity is expensive" which leads to claims that high capital requirements are costly for society and would affect credit markets adversely. We find that arguments made to support this view are fallacious, irrelevant to the policy debate by confusing private...
Persistent link: https://www.econbiz.de/10010203632
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Defuse the bomb : rewiring interbank networks
Chinazzi, Matteo; Pegoraro, Stefano; Fagiolo, Giorgio - 2015
In this paper we contribute to the debate on macro-prudential regulation by assessing which structure of the financial system is more resilient to exogenous shocks, and which conditions, in terms of balance sheet compositions, capital requirements and asset prices, guarantee the higher degree of...
Persistent link: https://www.econbiz.de/10010530664