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CoMap : mapping contagion in the euro area banking sector

Covi, Giovanni; Gorpe, Mehmet Ziya; Kok Sørensen, … - 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/10012102210

The role for deposit insurance funds in dealing with failing banks in the European Union

Arda, Atilla; Dobler, Marc - 2022

This paper argues that in the European Union (EU) deposit insurance funds are too difficult to use in bank resolution … and too easy to use outside resolution. The paper proposes reforms in three areas for the effective management of bank …

Persistent link: https://www.econbiz.de/10013170606

Stress testing and calibration of macroprudential policy tools

Górnicka, Lucyna; Valderrama, Laura - 2020

conditions, and the regulatory environment. We use this model to simulate bank credit losses for stress-testing purposes and to … that can be made to capture country-specific institutional features. The model uses bank portfolio data broken down by risk …

Persistent link: https://www.econbiz.de/10012301885

The Eurozone Crisis : How Banks and Sovereigns Came to Be Joined At the Hip

Sandri, Damiano - 2011

tensions within the eurozone. This process evolved through three stages. Following the onset of the Subprime crisis in July …

Persistent link: https://www.econbiz.de/10014397492

The Crisis in the Financial Sector and the Authorities' Reaction : The Case of the Philippines

Nascimento, Jean-Claude - 1990

The paper discusses the crisis in the Philippines financial sector that began on a limited scale in 1981 and culminated in a significant contraction of the financial system in 1986. The causes, manifestation and transmission mechanism of the crisis are analyzed and reactions of the authorities...

Persistent link: https://www.econbiz.de/10014396292

Financial Sector Reform and Banking Crises in the Baltic Countries

International Monetary Fund - 1996

Financial sector reform in the Baltic countries is reviewed in light of the banking crises that emerged during the reform period. It is argued that the crises had their roots in the structural deficiencies specific to planned economies and the financial environment that developed before and...

Persistent link: https://www.econbiz.de/10014398351

The long shadow of the global financial crisis : public interventions in the financial sector

Igan, Deniz; Moussawi, Hala; Tieman, Alexander F.; … - 2019

We track direct public interventions and public holdings in 1,114 financial institutions over the period 2007-17 in 37 countries based on publicly available information. We use aggregate official data to validate this new dataset and estimate the fiscal impact of interventions, including the...

Persistent link: https://www.econbiz.de/10012102177

Taming financial development to reduce crises

Ben Naceur, Samy; Candelon, Bertrand; Lajaunie, Quentin - 2019

This paper assesses whether and how financial development triggers the occurrence of banking crises. It builds on a database that includes financial development as well as financial access, depth and efficiency for almost 100 countries. Through estimation of a dynamic logit panel model, it...

Persistent link: https://www.econbiz.de/10012021789

Bank profitability and financial stability

Xu, TengTeng; Hu, Kun; Das, Udaibir S. - 2019

We analyze how bank profitability impacts financial stability from both theoretical and empirical perspectives. We … first develop a theoretical model of the relationship between bank profitability and financial stability by exploring the … empirical determinants of bank risks and profitability, and how the level and the source of bank profitability affect risks for …

Persistent link: https://www.econbiz.de/10012001476

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/10011715336