Oct 24, 2019 · We analyze a general equilibrium model in which financial institutions generate endogenous systemic risk. Banks optimally select correlated ...
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Technological innovations and government-directed lending can cause surges in systemic risk. Strict capital requirements and well-designed government asset ...
Systemic risk can affect market discipline both regardless of and through bank fundamentals. First, worsening systemic conditions can directly threaten the ...
Oct 24, 2019 · Banks need to find a source of discipline, and systemic risk emerges in our analysis as the cheapest source of discipline. This rea- soning ...
Systemic risk can affect market discipline both regardless of and through bank fundamentals. First, worsening systemic conditions can directly threaten the ...
Feb 5, 2018 · We analyze a general equilibrium model in which financial institutions generate endogenous systemic risk, even in the absence of any government ...
Feb 14, 2018 · We analyze a general equilibrium model in which financial institutions generate endogenous systemic risk, even in the absence of any government ...
Examines the extent of market discipline in the presence of System-wide risks, during crisis. Analyses depositors' reactions to traditional bank fundamentals ...
We analyze a general equilibrium model in which financial institutions generate endogenous systemic risk, even in the absence of any government support.
Systemic risk can affect market discipline both regardless of and through bank fundamentals. First, worsening systemic conditions can directly threaten the ...