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Local Banks and flood risk : the case of Germany

Bellia, Mario; Di Girolamo, Erica Francesca; Pagano, Andrea - 2023

This paper uses a simulation model to evaluate the effects of river flooding events occurring within Germany on regional' banks. Under a 1.5℃ increase in temperature, the impact is overall rather small, even accounting for the devaluation of loans exposed to floods. However, under a 3℃...

Persistent link: https://www.econbiz.de/10014465210

Lone (loan) wolf pack risk

Gao, Mingze; Hasan, Iftekhar; Qiu, Buhui; Wu, Eliza - 2023

This paper proposes an early-warning bank risk measure based on the syndicate concentration of recent syndicated loans …

Persistent link: https://www.econbiz.de/10014231054

The effect of structural risks on financial downturns

Hodula, Martin; Janků, Jan; Pfeifer, Lukáš - 2022

We investigate the extent to which various structural risks exacerbate the materialization of cyclical risk. We use a … role in explaining the severity of cyclical and credit risk materialization during financial cycle contractions. Among …

Persistent link: https://www.econbiz.de/10013391113

The impact of financial shocks on the forecast distribution of output and inflation

Forni, Mario; Gambetti, Luca; Maffei-Faccioli, Nicolò; … - 2023

Financial shocks represent a major driver of fluctuations in tail risk, defined as the 5th percentile of the forecast … role in shaping risk, although its effects are smaller than those of financial shocks. These findings are obtained using a …

Persistent link: https://www.econbiz.de/10014232607