What Drives Systemic Bank Risk in Europe: the balance sheet effect
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References listed on IDEAS
- Glenn Hoggarth & Steffen Sorensen & Lea Zicchino, 2005. "Stress tests of UK banks using a VAR approach," Bank of England working papers 282, Bank of England.
- Ashoka Mody & Damiano Sandri, 2012.
"The eurozone crisis: how banks and sovereigns came to be joined at the hip,"
CEPR;CES;MSH, vol. 27(70), pages 199-230, April.
- Damiano Sandri & Ashoka Mody, 2011. "The Eurozone Crisis; How Banks and Sovereigns Came to Be Joined At the Hip," IMF Working Papers 11/269, International Monetary Fund.
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- Viral V. Acharya & Lasse H. Pedersen & Thomas Philippon & Matthew Richardson, 2010. "Measuring systemic risk," Working Paper 1002, Federal Reserve Bank of Cleveland.
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More about this item
KeywordsSystemic banking crisis; Systemic risk measurement; ?CoVaR; MES; Bank Balance Sheet; Macroprudential policy;
- G01 - Financial Economics - - General - - - Financial Crises
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ACC-2017-10-29 (Accounting & Auditing)
- NEP-ALL-2017-10-29 (All new papers)
- NEP-BAN-2017-10-29 (Banking)
- NEP-CBA-2017-10-29 (Central Banking)
- NEP-CFN-2017-10-29 (Corporate Finance)
- NEP-RMG-2017-10-29 (Risk Management)
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