homogeneous or bank-based financial systems, the most effective regulatory policy to ensure financial stability depends on the …

bank activity has on interbank markets. In our model, banks optimize a portfolio of risky investments and riskless excess … household deposits. We then introduce a central bank into the model and show that central bank activity enhances financial … stability. We model the default of a large bank and analyse the resulting contagion effects. This is compared to a common shock …

This paper investigates contagion between bank risk and sovereign risk in Europe over the period 2006-2011. Since this … period covers various stages of the banking and sovereign crisis, it offers a fertile ground to analyze bank/sovereign risk … explained by common factors, using CDS spreads at the bank and at the sovereign level. Moreover, we investigate the determinants …

This paper analyzes the contagion effects associated with the failure of Silicon Valley Bank (SVB) and identifies bank … held-to-maturity securities, bank size, and cash holdings had a significant impact, while better-quality assets or holdings … rate hikes nor risks linked to bank size. While mid-sized banks experienced particular stress immediately after the SVB …

Schwachstellen im Finanzsystem repariert bzw. behoben werden können. Dabei wird das Augenmerk zum einen insbesondere auf grundlegende … Prinzipien gelenkt, wie in Zukunft das Risikomanagement, die interne Banksteuerung und die Bankenaufsicht reformiert und auf die …