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Structural systemic risk : evolution and main drivers

Azevedo, N.; Oliveira, Vitor - In: The journal of network theory in finance 5 (2019) 4, pp. 1-28

Persistent link: https://www.econbiz.de/10012489241

Interconnectedness and systemic risk of European banks over the recent crises

Bellavite Pellegrini, Carlo; Meoli, Michele; … - 2014

Persistent link: https://www.econbiz.de/10010440755

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

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

Contagion Effects between Sovereign and Bank Credit Spreads – A Global Analysis of Interdependencies between Sovereign and Bank CDS Spreads

Lahmann, Wolfgang - 2012

by euro zone member solvency issues. In this paper, we examine the contagion effects between sovereign and bank CDS … effects between sovereign vs. bank default risk. By contrast, since the sovereign debt crisis period we observe significant … dependencies between the regional sovereign CDS and the regional bank CDS in other regions, predominantly for the Asia-Pacific and …

Persistent link: https://www.econbiz.de/10013111635

Risk contagion among banks : evidence from Chinese data

Zhao, Hong; Lei, Yiqing; Zhang, Ying; Li, Lingxiang - In: Applied economics letters 30 (2023) 10, pp. 1374-1380

Persistent link: https://www.econbiz.de/10014304263

Contagion risk in the Czech financial system : a network analysis and simulation approach

Hausenblas, Václav; Kubicová, Ivana; Lešanovská, Jitka - In: Economic systems 39 (2015) 1, pp. 156-180

Persistent link: https://www.econbiz.de/10011527449

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

Simulation of financial contagion effect using the NetLogo software at the level of the banking network

Nica, Ionuț - In: Theoretical and applied economics : GAER review 27 (2020) 3/624, pp. 55-74

Persistent link: https://www.econbiz.de/10012669060

Simulating financial contagion dynamics in random interbank networks

Leventides, John; Loukaki, Kalliopi; Papavassiliou, … - In: Journal of economic behavior & organization : JEBO 158 (2019), pp. 500-525

Persistent link: https://www.econbiz.de/10012138608