Articles with "bank systemic" as a keyword



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Bank systemic risk and corporate investment: evidence from the US

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Published in 2017 at "International Review of Financial Analysis"

DOI: 10.1016/j.irfa.2017.02.008

Abstract: In this paper, we develop a simple two-period model in which a bank’s investment (e.g., loans) is influenced by short-term financing and a probability of a financial crisis. When banks ex ante expect to be… read more here.

Keywords: corporate investment; systemic risk; bank; bank systemic ... See more keywords
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Macroprudential policy and bank systemic risk

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Published in 2020 at "Journal of Financial Stability"

DOI: 10.1016/j.jfs.2020.100724

Abstract: This paper investigates the effectiveness of macroprudential policy to contain the systemic risk of European banks between 2000 and 2017. We use a new database (MaPPED) collected by experts at the ECB and national central… read more here.

Keywords: bank systemic; macroprudential policy; systemic risk; risk ... See more keywords