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Failed bank takeovers and financial stability
Gómez, Fabiana - In: Journal of financial stability 16 (2015), pp. 45-58
Persistent link: https://www.econbiz.de/10011573949
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Identifying systemically important banks : a temporal approach for macroprudential policies
Spelta, A.; Pecora, N.; Rovira Kaltwasser, Pablo - In: Journal of policy modeling : JPMOD ; a social science … 41 (2019) 1, pp. 197-218
Persistent link: https://www.econbiz.de/10012170328
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Financial network systemic risk contributions
Hautsch, Nikolaus; Schaumburg, Julia; Schienle, Melanie - In: Review of finance : journal of the European Finance … 19 (2015) 2, pp. 685-738
Persistent link: https://www.econbiz.de/10011373347
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Systemic risk rankings and network centrality in the European banking sector
De Bruyckere, Valerie - 2015
Persistent link: https://www.econbiz.de/10011349809
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Financial network systemic risk contributions
Hautsch, Nikolaus; Schaumburg, Julia; Schienle, Melanie - 2013
We propose the realized systemic risk beta as a measure for financial companies' contribution to systemic risk given network interdependence between firms' tail risk exposures. Conditional on statistically pre-identified network spillover effects and market as well as balance sheet information,...
Persistent link: https://www.econbiz.de/10010201170
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Dynamical macroprudential stress testing using network theory
Levy Carciente, Sary; Kenett, Dror Y.; Avakian, Adam; … - In: Journal of banking & finance 59 (2015), pp. 164-181
Persistent link: https://www.econbiz.de/10011544421
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An empirical study of the Mexican banking system's network and its implications for systemic risk
Martinez-Jaramillo, Serafin; Alexandrova-Kabadjova, Biliana - In: Journal of economic dynamics & control 40 (2014), pp. 242-265
Persistent link: https://www.econbiz.de/10010424375
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Systemic risk spillovers in the European banking and sovereign network
Betz, Frank; Hautsch, Nikolaus; Peltonen, Tuomo; … - 2014
-stage fixed-effects quantile approach, which explicitly links bank interconnectedness to systemic risk contributions. The … equity and CDS prices. We provide new evidence on how banking sector fragmentation and sovereign-bank linkages evolved over …
Persistent link: https://www.econbiz.de/10010411283
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Network efficiency and the banking system
Giocoli, Nicola - In: International review of economics : journal of civil economy 61 (2014) 3, pp. 203-218
Persistent link: https://www.econbiz.de/10010413122
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Financial network systemic risk contributions
Hautsch, Nikolaus; Schaumburg, Julia; Schienle, Melanie - 2012
We propose the realized systemic risk beta as a measure for financial companies' contribution to systemic risk given network interdependence between firms' tail risk exposures. Conditional on statistically pre-identified network spillover effects and market and balance sheet information, we...
Persistent link: https://www.econbiz.de/10009583171