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To Basel or Not to Basel? Banking Crises and Contagion

Samitas, Aristeidis - 2015

.Design/Methodology/Approach - We introduce an object-oriented model of financial simulations in the banking sector, namely VBanking (Virtual Banking … forms of financial assets. VBanking has been implemented as an automated standalone model, allowing for repetitive … contagion are diminished under Basel III. At the same time, our findings support that the stability goal is met, at least in …

Persistent link: https://www.econbiz.de/10013031571

Credit contagion in the presence of non-normal shocks

Batiz-Zuk, Enrique; Christodoulakis, George A.; Poon, … - In: International review of financial analysis 37 (2015), pp. 129-139

Persistent link: https://www.econbiz.de/10011317232

A zero-risk weight channel of sovereign risk spillovers

Kirschenmann, Karolin; Korte, Josef; Steffen, Sascha - In: Journal of financial stability 51 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012431750

Banking crises and contagion : why worry about taxation, output and the cost of capital?

Polyzos, Efstathios; Samitas, Aristeidis - In: Investment management and financial innovations 12 (2015) 2, pp. 65-79

Persistent link: https://www.econbiz.de/10011500151

From Basel to bailouts : forty years of international attempts to bolster bank safety

Kobrak, Christopher; Tröge, Michael - In: Financial history review 22 (2015) 2, pp. 133-156

Persistent link: https://www.econbiz.de/10011386568

Why is credit-to-GDP a good measure for setting countercyclical capital buffers?

Jokivuolle, Esa; Pesola, Jarmo; Virén, Matti E. E. - In: Journal of financial stability 18 (2015), pp. 117-126

Persistent link: https://www.econbiz.de/10011574133

Why do investors buy sovereign default insurance?

Augustin, Patrick; Sokolovski, Valeri; Subrahmanyam, … - 2016

We provide a comprehensive analysis of the determinants of trading in the sovereign credit default swaps (CDS) market, using weekly data for single-name sovereign CDS from October 2008 to September 2015. We describe the anatomy of the sovereign CDS market, derive a law of motion for gross...

Persistent link: https://www.econbiz.de/10011541398

Regulation and contagion of banks

Lengwiler, Yvan; Maringer, Dietmar G. - In: Journal of banking regulation 16 (2015) 1, pp. 64-71

Persistent link: https://www.econbiz.de/10011350179

Modelling deposit insurance scheme losses in a Basel 2 framework

De Lisa, Riccardo; Zedda, Stefano; Vallascas, Francesco; … - In: Journal of financial services research : JFSR 40 (2011) 3, pp. 123-141

Persistent link: https://www.econbiz.de/10009532396

The framework of systemic risk related to contagion, recovery rate and capital requirement in an interbank network

Ren, Xuemin; Yuan, George; Jiang, Lishang - In: Journal of financial engineering 1 (2014) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10010508121