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Financial contagion through bank deleveraging : stylized facts and simulations applied to the financial crisis
Tressel, Thierry - 2010
Persistent link: https://www.econbiz.de/10009406834
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Financial Contagion Through Bank Deleveraging : Stylized Facts and Simulations Applied to the Financial Crisis
Tressel, Thierry - 2010
of financial contagion based on bank balance sheet identities and behavioral assumptions of deleveraging. Cascade effects … can be triggered by bank losses or contractions of interbank lending activities. As a result of shocks on assets or on … illustrate the use of the model and the relative importance of contagion channels, relying on bank losses of advanced countries …
Persistent link: https://www.econbiz.de/10014403236
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Fragility and contagion within European Union's banking system : the network prospective
Hakeem, Muhammad Mohsin; Suzuki, Ken-ichi - In: International journal of monetary economics and finance 9 (2016) 2, pp. 115-131
Persistent link: https://www.econbiz.de/10011548339
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Transmission channels of systemic risk and contagion in the European financial network
Paltalidis, Nikos; Gounopoulos, Dimitrios; Kizys, Renatas; … - In: Journal of banking & finance 61 (2015), pp. 36-52
Persistent link: https://www.econbiz.de/10011584245
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Interconnectedness and systemic risk of European banks over the recent crises
Bellavite Pellegrini, Carlo; Meoli, Michele; … - 2014
Persistent link: https://www.econbiz.de/10010440755
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Systemic risk and contagion beyond the banking sector : empirical studies on insurers and real sector firms
Klein, Christian Uwe - 2019
Persistent link: https://www.econbiz.de/10012173733
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The impact of the eurozone crisis on European banks stocks contagion or interdependence?
Allegret, Jean-Pierre; Raymond, Hélène; Rharrabti, Houda - In: European research studies 19 (2016) 1, pp. 129-148
Persistent link: https://www.econbiz.de/10012007068
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Comap : Mapping Contagion in the Euro Area Banking Sector
Covi, Giovanni - 2019
with bank-level data to study the contagion potential of an exogenous shock via credit and funding risks. We find that …-linear function of the combination of network structures and bank-specific characteristics …
Persistent link: https://www.econbiz.de/10012864120
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CoMap : Mapping Contagion in the Euro Area Banking Sector
Covi, Giovanni - 2019
contagion which can be used to calibrate bank-specific capital and liquidity requirements and large exposures limits. We find … non-linear function of the combination of network structures and bank-specific characteristics …
Persistent link: https://www.econbiz.de/10012894738
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Interconnectedness and Systemic Risk of European Banks Over the Recent Crises
Bellavite Pellegrini, Carlo - 2015
The recent financial turmoil has stimulated a rich debate in the banking and financial literature on the identification of the determinants of systemic risk, as well as of devices to forecast and prevent crises. In this paper, we explore the contribution of corporate variables on the systemic...
Persistent link: https://www.econbiz.de/10013014277