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Tail Systemic Risk and Banking Network Contagion : Evidence from the Brazilian Banking System
Rivera-Castro, Miguel - 2018
In this study the tail systemic risk of the Brazilian banking system is examined, using the conditional quantile as the risk measure. Multivariate conditional dependence between Brazilian banks is modelled with a vine copula hierarchical structure. The results demonstrate that Brazilian...
Persistent link: https://www.econbiz.de/10012935520
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Monetary policy and bank-type resilience in Germany from 1999 to 2022
Sepp, Tim Florian; Israel, Karl-Friedrich; Treitz, Benjamin - 2024
system between 1999 to 2022. We distinguish between the main bank types in Germany: Large Banks, Regional Banks, Sparkassen …
Persistent link: https://www.econbiz.de/10014512814
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The European Banking System Before and After the Crises
Lazarides, Themistokles G. - 2014
The European banking system is not isomorphic. The differences can be traced to the differences in their local economy development, legal origin, ownership status, corporate governance system, etc. The 2008 crises has found the banking system of Europe in a transition status. The adoption of...
Persistent link: https://www.econbiz.de/10013059200
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Gambling for Resurrection in Iceland : The Rise and Fall of the Banks
Baldursson, Fridrik Mar - 2013
We examine the evolution of the Icelandic banking sector in its macroeconomic environment. The story culminates in the crisis of October 2008, when all three major banks in Iceland collapsed in three successive days. The country is still struggling to cope with the consequences. The paper...
Persistent link: https://www.econbiz.de/10013072334
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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
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Models of financial stability and their application in stress tests
Aymanns, Christoph; Farmer, J. Doyne; Kleinnijenhuis, … - 2017
We review heterogeneous agent-based models of financial stability and their application in stress tests. In contrast to the mainstream approach, which relies heavily on the rational expectations assumption and focuses on situations where it is possible to compute an equilibrium, this approach...
Persistent link: https://www.econbiz.de/10011906282
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Credit Information Sharing and Stock Price Crash Risk : The Role of Information Asymmetry and Bank Regulations
Teeranutranont, Chanon - 2018
This paper attempts to investigate the impact of credit information sharing on bank-specific stock price crash risk. Using a sample of 1,402 listed-banks in 55 countries for the period 2005-2013, we show that credit information sharing through public credit registries is negatively associated...
Persistent link: https://www.econbiz.de/10012926760
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The banking systems of Germany, the UK and Spain form a spatial perspective : the Spanish case
Gärtner, Stefan; Fernandez, Jorge - 2018
significant as savings banks in Germany, at least not for SME finance. Notwithstanding recent initiatives to create a common … uneven, particularly with respect to the degree of geographical concentration. Whereas decentralisation increased in Germany … banks in Germany further increased their market share in firm financing. …
Persistent link: https://www.econbiz.de/10011818385
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The banking systems of Germany, the UK and Spain form a spatial perspective : the UK case
Flögel, Franz; Gärtner, Stefan - 2018
that could improve SME finance are the so-called challenger banks, a type of bank unknown in Germany. These banks differ in …
Persistent link: https://www.econbiz.de/10011870464
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The banking systems of Germany, the UK and Spain form a spatial perspective : the German case
Flögel, Franz; Gärtner, Stefan - 2018
A comparison of the German banking system with that of the United Kingdom (UK) and Spain shows Germany to be …. Decentralised banks, which are predominantly regional savings banks and cooperative banks in Germany, nearly account for most …). Federalism and strong redistribution mechanisms between the regions support decentralised banking in Germany. Furthermore, close …
Persistent link: https://www.econbiz.de/10011870467