Papers & Reviews

  • 13 Noviembre 2017
What drives systemic bank risk in Europe: The balance sheet effect

Keywords: Systemic banking crisis, Systemic risk measurement, CoVaR, MES, Bank Balance Sheet, Macroprudential policy.

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  • 11 Septiembre 2017
Identifying contagion in a banking network

Keywords: Contagion, counterparty risk, credit default swaps, networks.

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  • 08 Septiembre 2017
Systemic risk in financial systems: a feedback approach

Keywords: systemic risk, feedback, financial accelerator, financial network, transmission channel, contagion.

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  • 23 Agosto 2017
Multiple lending, credit lines and financial contagion

Keywords: Interbank market, Financial contagion, Systemic risk, Multiple lending, Credit lines.

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  • 21 Agosto 2017
Information contagion and systemic risk

Bank topics: Financial institutions; Financial stability

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