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