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Contagion and the Systemic Banking Crises

Contagion in Banking Crises: A Spatial Probit Model

Contagion in Banking Crises: A Spatial Probit Model

... on systemic banking crises evaluates the probability of a banking system going into crisis using Probit ...the contagion effect between banking systems without assuming that ...

9

Riskrank to Predict Systemic Banking Crises With Common Exposures

Riskrank to Predict Systemic Banking Crises With Common Exposures

... modeling systemic risk and interconnectedness in financial systems, particularly for complementing measures based upon direct ...exposures. Systemic risk, in itself, concerns the risks posed by balance ...

9

Early Warning Systems for systemic banking crises: an empirical analysis

Early Warning Systems for systemic banking crises: an empirical analysis

... of systemic banking crises and their employment to forecast these peculiar phenomena has a relative recent ...by contagion through several countries all over the ...a banking sector ...

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Systemic banking crises

Systemic banking crises

... the banking system carried excessive exposure to the real estate sector, nonperforming loans in the bank- ing system reached 46 percent of total loans at the end of ...the banking crisis were estimated at ...

13

Banking Crises and Contagion: Empirical Evidence

Banking Crises and Contagion: Empirical Evidence

... suggested by Demirgüç-Kunt and Detragiache, are as follows. Poor macro fundamentals will adversely affect bank balance sheets negatively: low real GDP growth, declining current account balances, and high real interest ...

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Systemic Banking Crises: A New Database

Systemic Banking Crises: A New Database

... of banking system assets and 22% of ...reached systemic proportions by October 1991, when the second and fourth largest banks had lost a considerable amount of ...

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Systemic Banking Crises Database: An Update

Systemic Banking Crises Database: An Update

... recent crises were on average less comprehensive (more targeted) than in past crises, when they generally covered a broad set of liabilities and were mostly announced in the form of blanket ...

33

Financial Liberalization and the Severity of Systemic Banking Crises

Financial Liberalization and the Severity of Systemic Banking Crises

... the banking sector is troubled, many withdraw their funds from the bank to avoid complete ...of crises, the government’s deposit insurance acts as a guarantee to the depositors and can diminish the ...

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Essays on Systemic Banking Crises and Bank Regulation

Essays on Systemic Banking Crises and Bank Regulation

... UK banking sector were, where banks risk levels actually reduced on occasion (positive MES values) even though the FTSE was performing ...UK banking system experienced under- capitalisation episodes more ...

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Early Warning Indicators for Systemic Banking Crises

Early Warning Indicators for Systemic Banking Crises

... 2.2.Financial liberalization The view that financial liberalization can lead to greater financial fragility has often been criticized. Demirguc -Kunt and Detragiache (1998) shows that financial liberalization leads to ...

23

On crises, contagion, and confusion

On crises, contagion, and confusion

... Secondly, there may be marked swings in the liquidity of these markets, as sovereign debt can cease to be considered a liquid asset overnight. With these shortcomings in mind, and taking the results as tentative, we ...

34

On currency crises and contagion

On currency crises and contagion

... currency crises have been subject to the critique that they are often a “data-mining” exercise: they test a wide variety of fundamental variables but they find statistically significant results without knowing ...

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Regulatory Lags, Liberalization, and Vulnerability to Systemic Banking Crises

Regulatory Lags, Liberalization, and Vulnerability to Systemic Banking Crises

... to banking crises? Particularly, how do reforms in regulation affect the likelihood of banking crises’ onset? Several recent articles describe the “anatomy” of banking ...these ...

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Banking and currency crises and systemic risk: a taxonomy and review

Banking and currency crises and systemic risk: a taxonomy and review

... the banking system and the economy are not runs on individual banks perceived to be unsafe, these will ultimately result only in a shift of deposits to perceived safe banks, but runs on all banks simultaneously ...

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Was There a Contagion during the Asian Crises?

Was There a Contagion during the Asian Crises?

... Financial Crises; Contagion; Global Stock Returns and Volatility ...The contagion of financial crises surrounding the markets around the world has been in the forefront of academic and public ...

11

Political Contagion in Currency Crises

Political Contagion in Currency Crises

... asymmetrically informed investors acquire information sequentially by observing the actions of others who precede them. (See, for example, Bikhchandani, Hirshleifer, and Welch [1992].) Agent 2 on the basis of his own ...

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Predicting Systemic Banking Crises using Extreme Gradient Boosting

Predicting Systemic Banking Crises using Extreme Gradient Boosting

... of systemic banking crises prediction ...the banking system, since the previous works have reached similar precisions only with observations of samples from small geographical ...a ...

5

Long Run Macroeconomic and Sectoral Determinants of Systemic Banking Crises

Long Run Macroeconomic and Sectoral Determinants of Systemic Banking Crises

... Our final objective is to develop a cluster of control variables for use in future research and for assessing the appropriateness of different systemic risk index measures currently under development (see Acharya ...

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Inequality as a Cause of Systemic Banking Crises ̶ Some New Theory and Evidence

Inequality as a Cause of Systemic Banking Crises ̶ Some New Theory and Evidence

... influence banking crises are linked to inequality, or more specifically to the concentration of financial wealth, and that wealth concentration thus might be one of the main drivers of systemic ...

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Essays on financial contagion and financial crises

Essays on financial contagion and financial crises

... for contagion from the US equity market to the equity markets of world’s largest advanced and emerging ...detecting contagion during the GFC largely focuses on advanced economies, we provide a comparative ...

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