Search Results - subject:"Doom Loop"

The bright side of the doom loop : banks’ sovereign exposure and default incentives

Rojas, Luis E.; Thaler, Dominik - 2024

Persistent link: https://www.econbiz.de/10014512399

The bright side of the doom loop: Banks' sovereign exposure and default incentives

Rojas, Luis E.; Thaler, Dominik - 2023

debt crisis and has motivated an array of policy proposals. We revisit this "doom loop" focusing on governments' incentives … banks to buy additional sovereign debt in times of sovereign distress can avert the doom loop. In an extension we show that …

Persistent link: https://www.econbiz.de/10014543636

The bright side of the doom loop : banks' sovereign exposure and default incentives

Rojas, Luis E.; Thaler, Dominik - 2023

Persistent link: https://www.econbiz.de/10014482907

Sovereign exposures of European banks: It is not all doom

Lamers, Martien; Present, Thomas; Vander Vennet, Rudi - In: Journal of Risk and Financial Management 15 (2022) 2, pp. 1-24

by sound risk-return considerations, suggesting a lessening of the doom loop. This result is mainly driven by banks in …

Persistent link: https://www.econbiz.de/10013201372

Sovereign exposures of European banks : it is not all doom

Lamers, Martien; Present, Thomas; Vander Vennet, Rudi - In: Journal of risk and financial management : JRFM 15 (2022) 2, pp. 1-24

by sound risk-return considerations, suggesting a lessening of the doom loop. This result is mainly driven by banks in …

Persistent link: https://www.econbiz.de/10012821286

The bright side of the doom loop : banks exposure and default incentives

Rojas, Luis E.; Thaler, Dominik - 2019

Persistent link: https://www.econbiz.de/10012207339

End of the sovereign-bank doom loop in the European Union? The bank recovery and resolution directive

Covi, Giovanni; Eydam, Ulrich - 2016

In this paper we examine the relationship between the default risk of banks and sovereigns, i.e. the 'doom-loop …

Persistent link: https://www.econbiz.de/10011484371

End of the sovereign-bank doom loop in the European Union? : the bank recovery and resolution directive

Covi, Giovanni; Eydam, Ulrich - 2016

In this paper we examine the relationship between the default risk of banks and sovereigns, i.e. the 'doom-loop …

Persistent link: https://www.econbiz.de/10011482170

The bright side of the doom loop: banks’ sovereign exposure and default incentives

Rojas, Luis E.; Thaler, Dominik

revisit this “doom loop” focusing on governments’ incentives to default. To this end, we present a ... …

Persistent link: https://www.econbiz.de/10014507011