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Interbank Networks and Backdoor Bailouts: Benefiting from other Banks' Government Guarantees 

Eisert, Tim; Eufinger, Christian (2018-05-02)
This paper explains why banks derive a benefit from being highly interconnected. We show that when banks are protected by government guarantees they can significantly increase their expected returns by channeling funds ...
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Systemic Risk and Sovereign Debt in the Euro Area 

Radev, Deyan (2013-12-13)
We introduce a new measure of systemic risk, the change in the conditional joint probability of default, which assesses the effects of the interdependence in the financial system on the general default risk of sovereign ...
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Banks’ financial distress, lending supply and consumption expenditure 

Damar, H. Evren; Gropp, Reint E.; Mordel, Adi (2014-02-01)
We employ a unique identification strategy linking survey data on household consumption expenditure to bank-level data to estimate the effects of bank financial distress on consumer credit and consumption expenditures. We ...
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Systemic Risk in an Interconnected Banking System with Endogenous Asset Markets 

Bluhm, Marcel; Krahnen, Jan Pieter (2014-03-30)
We analyze the emergence of systemic risk in a network model of interconnected bank balance sheets. The model incorporates multiple sources of systemic risk, including size of financial institutions, direct exposure from ...
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Assessing Systemic Fragility – a Probabilistic Perspective 

Radev, Deyan (2014-10-01)
We outline a procedure for consistent estimation of marginal and joint default risk in the euro area financial system. We interpret the latter risk as the intrinsic financial system fragility and derive several systemic ...
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The Limits of Model-Based Regulation 

Behn, Markus; Haselmann, Rainer; Vig, Vikrant (2014-11-30)
In this paper, we investigate how the introduction of complex, model-based capital regulation affected credit risk of financial institutions. Model-based regulation was meant to enhance the stability of the financial sector ...
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Too Interconnected to Fail: A Survey of the Interbank Networks Literature 

Hüser, Anne-Caroline (2015-10-01)
The banking system is highly interconnected and these connections can be conveniently represented as an interbank network. This survey presents a systematic overview of the recent advances in the theoretical literature on ...
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Regulatory Influence on Market Conditions in the Banking Union 

Tröger, Tobias H. (2015-06-02)
This paper looks into the specific influence that the European banking union will have on (future) bank client relationships. It shows that the intended regulatory influence on market conditions in principle serves as a ...
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Interbank Funding as Insurance Mechanism for (Persistent) Liquidity Shocks 

Bluhm, Marcel (2015-11-01)
The interbank market is important for the efficient functioning of the financial system, transmission of monetary policy and therefore ultimately the real economy. In particular, it facilitates banks' liquidity management. ...
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The Effect of Personal Financing Disruptions on Entrepreneurship 

Hanspal, Tobin (2018-10-14)
This paper studies how disruptions to personal sources of financing, aside from commercial lending supply shocks, impair the survival and growth of small businesses. Entrepreneurs holding deposit accounts at retail banking ...
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AutorRadev, Deyan (4)Tröger, Tobias H. (3)Bluhm, Marcel (2)... mehrForschungsbereichFinancial Institutions (30)Systemic Risk Lab (14)Corporate Finance (13)... mehrJEL-Klassifizierung
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G28 (21)... mehrThemenStability and Regulation (31)Corporate Finance (17)Fiscal Stability (15)... mehrSchlagwortfinancial crisis (14)systemic risk (10)unconventional monetary policy (8)... mehrErscheinungsdatum2014 (4)2017 (4)2018 (4)Has File(s)Yes (29)No (11)
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