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Harmonic distances and systemic stability in heterogeneous interbank networks

Fukker, Gábor - 2017

This paper investigates the effects of contagion in interbank lending networks. I introduce a new measure based on the harmonic distance of Acemoglu et al. (2015b) and, motivated by their theoretical results, compare it to well-known centrality measures already applied in the systemic risk...

Persistent link: https://www.econbiz.de/10011579475

Can a Return to Glass-Steagall Provide Financial Stability in the US Financial System?

Kregel, Jan A. - 2012

In the immediate aftermath of the current financial crisis in the United States the response has been to resolve small and medium size banks, while large banks experiencing financial trouble have been given both direct and indirect government support. This, however, has resulted in a number of...

Persistent link: https://www.econbiz.de/10013114894

Are bank bailouts welfare improving?

Shukayev, Malik; Ueberfeldt, Alexander - 2021 - Last updated: November 10, 2021

The financial sector bailouts seen during the Great Recession generated substantial opposition and controversy. We assess the welfare benefits of government-funded emergency support to the financial sector, taking into account its effects on risk-taking incentives. In our quantitative general...

Persistent link: https://www.econbiz.de/10012670295

Macro-prudential regulation of the financial stability of the banking system of the Republic of Kazakhstan : the practical application and the ways of improvement

Abisheva, Dinara - 2022

as "stability of the banking system", “systemically important bank” and "systemic risk" in the system of relations … the National Bank of the Republic of Kazakhstan and its committee in the system of macro-prudential regulation on banking … system of Kazakhstan. The paper concludes that the main factors are (i) poor quality of bank management, (ii) the growth of …

Persistent link: https://www.econbiz.de/10014238811

From banks' strategies to financial (in)stability

Berardi, Simone; Tedeschi, Gabriele - 2015

This paper aims to shed light on the emergence of systemic risk in credit systems. By developing an interbank market with heterogeneous financial institutions granting loans on different network structures, we investigate what market architecture is more resilient to liquidity shocks and how the...

Persistent link: https://www.econbiz.de/10011302383

Nach der Finanzkrise - Banken in der Klemme? : Beiträge des Duisburger Banken-Symposiums

Böhnke, Werner (ed.) - 2012

Persistent link: https://www.econbiz.de/10009531614

Financial stability index for the financial sector of Pakistan

Babar, Sadia; Latief, Rashid; Ashraf, Sumaira; Nawaz, Sania - In: Economies : open access journal 7 (2019) 3/81, pp. 1-24

This study aims to develop a financial stability index for the Pakistani financial sector by using the financial reports for the period of 2001–2011. Specifically, we constructed three different classes of indices in this study based on a variance-equal weighted approach, a linear probability...

Persistent link: https://www.econbiz.de/10012131208

Anticipating the Financial Crisis : Evidence from Insider Trading in Banks

Akin, Ozlem - 2016

Banking crises are recurrent phenomena, often induced by ex-ante excessive bank risk-taking, which may be due to … behavioral reasons (over-optimistic banks neglecting risks) and to agency problems between bank shareholders with debt … related to bank insiders' sale of their own bank shares in the period prior to 2006:Q2 (the peak and reversal in real estate …

Persistent link: https://www.econbiz.de/10012992331

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

A microfounded design of interconnectedness-based Macroprudential policy

Fique, José - 2016

reducing contagion when an interconnected bank fails. Thus, the regulator faces a trade-off between efficiency and financial …

Persistent link: https://www.econbiz.de/10011433258

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