Search results for "Too big to fail"

showing 3 items of 3 documents

Interbank lending and the spread of bank failures: A network model of systemic risk

2012

We model a stylized banking system where banks are characterized by the amount of capital, cash reserves and their exposure to the interbank loan market as borrowers as well as lenders. A network of interbank lending is established that is used as a transmission mechanism for the failure of banks through the system. We trigger a potential banking crisis by exogenously failing a bank and investigate the spread of this failure within the banking system. We find the obvious result that the size of the bank initially failing is the dominant factor whether contagion occurs, but for the extent of its spread the characteristics of the network of interbank loans are most important. These results ha…

Organizational Behavior and Human Resource ManagementEconomics and EconometricsStylized factNetwork topology“Too big to fail”media_common.quotation_subjectFinancial systemToo big to failToo big to failBanking crisesInterbank loansCashCapital (economics)Systemic riskSystemic riskTieringBalance sheetBusinessInterbank lending marketmedia_commonNetwork model
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Why banks are not too big to fail - evidence from the CDS market

2013

This paper argues that bank size is not a satisfactory measure of systemic risk because it neglects aspects such as interconnectedness, correlation, and the economic context. In order to differentiate the effect of bank size from that of systemic importance, we control for systemic risk using the CoVaR measure introduced by Adrian and Brunnermeier (2011). We show that a bank's contribution to systemic risk has a significant negative effect on banks’ credit default swap (CDS) spreads, supporting the too‐systemic‐to‐fail hypothesis. Once we control for systemic risk, bank size (relative to gross domestic product (GDP)) has either no or a positive effect on banks’ CDS spreads. The effect of ba…

MacroeconomicsEconomics and EconometricsCredit default swapOrder (exchange)Financial crisisEconomicsSystemic riskDebt ratioMonetary economicsToo big to failManagement Monitoring Policy and LawGross domestic productBailoutEconomic Policy
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The adjustment of bank ratings in the financial crisis: International evidence

2018

Abstract This paper analyses the adjustment of bank ratings which occurred in the United States, some European countries and Japan as a result of the financial crisis. We use a methodology which allows us to decompose the observed change in the rating into an effect associated with the change in agency rating policies (understood in a broad sense) and into another effect associated with the situation of bank assets. The results obtained show that with the crisis there was a generalised fall in the ratings, caused by both a worsening of the bank asset situation and the hardening of rating policies. Specifically, we find that 39.95% and 19.25% of the fall in ratings in the United States and E…

Economics and Econometrics050208 finance05 social sciencesRating (action)Too big to failMonetary economics0502 economics and businessFinancial crisisAgency (sociology)EconomicsRelevance (law)Asset (economics)050207 economicsFinanceThe North American Journal of Economics and Finance
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