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Global diffusion of the non-traditional banking model and alliance networks : social exposure, learning and moderating regulatory effort
Cuntz, Alexander N.; Blind, Knut - 2010
Persistent link: https://www.econbiz.de/10009008842
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Global Diffusion of the Non-Traditional Banking Model and Alliance Networks: Social Exposure, Learning and Moderating Regulatory Effort
Cuntz, Cuntz, A.N.; Blind, Blind, K. - Erasmus Research Institute of Management (ERIM), … - 2010
order to explain how existing national regulation moderated this relationship and whether it succeeded in its risk …
Persistent link: https://www.econbiz.de/10010731175
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Financial networks as a source of systemic instability
Zieliński, Tomasz - In: E-Finanse : finansowy kwartalnik internetowy 12 (2016) 3, pp. 59-68
Systemic risk is a fundamental constituent of contemporary financial systems. For the past decades a growing number of abrupt upsets in financial systems could be observed. Due to previous experiences, politicians and regulators prefer to identify the off enders outside the system or to blame...
Persistent link: https://www.econbiz.de/10011616783
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Shock propagation in the banking system with real economy feedback
Borsos, Andras; Mero, Bence - 2020
In this paper we develop a model of shock propagation in the banking system with feedback channels towards the real economy. Our framework incorporates the interactions between the network of banks (exhibiting contagion mechanisms among them) and the network of firms (transmitting shocks to each...
Persistent link: https://www.econbiz.de/10012319121
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Pitfalls of Global Harmonization of Systemic Risk Regulation in a World of Financial Innovation
Romano, Roberta - 2019
The working hypothesis of international financial regulation is that it should be globally harmonized. This paper … of systemic risk measurement and regulation. The thesis is informed by what I consider two key lessons from the recent … global financial crisis. The first lesson is that, when business strategies that internationally-harmonized regulation …
Persistent link: https://www.econbiz.de/10012896449
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Market Frictions, Interbank Linkages and Excessive Interconnections
Deb, Pragyan - 2012
This paper studies banks' decision to form financial interconnections using a model of financial contagion that explicitly takes into account the crisis state of the world. This allows us to model the network formation decision as optimising behaviour of competitive banks, where they balance the...
Persistent link: https://www.econbiz.de/10013102801
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Market Frictions, Interbank Linkages and Excessive Interconnections
Deb, Pragyan - 2016
This paper studies banks' decision to form financial interconnections using a model of financial contagion that explicitly takes into account the crisis state of the world. This allows us to model the network formation decision as optimising behaviour of competitive banks, where they balance the...
Persistent link: https://www.econbiz.de/10012977783
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Concentrated Commonalities and Systemic Risk in China’s Banking System : A Contagion Network Approach
Shi, Qing; Sun, Xiaoqi; Jiang, Yile - 2022
China’s banking system has seen increasing convergence in exposures to different asset types. These concentrated commonalities have far reaching implications on systemic financial risk. Based on the commonality structure of banks’ balance sheets, we construct a bipartite financial network...
Persistent link: https://www.econbiz.de/10013321482
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Strategic default in financial networks
Allouch, Nizar; Jalloul, Maya; Duncan, Alfred - 2021
This paper investigates a model of default in financial networks where the decision by one agent on whether or not to default impacts the incentives of other agents to escape default. Agents' payoffs are determined by the clearing mechanism introduced in the seminal contribution of Eisenberg and...
Persistent link: https://www.econbiz.de/10012655559
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Regulation, Financial Networks, and Systemic Risks
Li, Xiaoxi; Wang, Gang - 2022
This paper builds a model of a regulation game, in which the active regulator moves first and designs the regulation … strategically and diversify their portfolios within the network in response to the regulation. Multiple equilibrium network … equilibrium strategy for banks is to form the most-risky network structure if the regulation is tighter than a threshold and form …
Persistent link: https://www.econbiz.de/10014235971