Bank contagion

The Dynamics of Bank Run Contagion: Understanding ... - LinkedIn

This article examines the dynamics of bank-run contagion and explores potential preventative measures to minimize systemic risk.

Measuring capital at risk with financial contagion: two-sector model ...

We develop a stress testing methodology that stochastically computes economic profits and losses at banks and insurers following correlated corporate default ...

The Fed - Contagion in Debt and Collateral Markets

Reserve Bank Payment Services & Data. Automated Clearinghouse Services · Check Services · Currency and Coin Services · Daylight Overdrafts and ...

Bank runs, contagion and credit risk: what are they? - YouTube

The fallout from Silicon Valley Bank (SVB) has driven up global credit risk as investors start to worry about which other banks might have ...

Bank Diversity and Financial Contagion - Search eLibrary :: SSRN

This paper analyzes financial contagion in a banking system where banks are linked to each other by interbank claims and common assets.

Regional-Bank Shares Dive as Investors Fret About Contagion - WSJ

PacWest Bancorp, which has been hit hard since the collapses of several banks, dropped by about 50%. The stock started falling in after-hours ...

[2308.06642] Contagion Effects of the Silicon Valley Bank Run - arXiv

This paper analyzes the contagion effects associated with the failure of Silicon Valley Bank (SVB) and identifies bank-specific vulnerabilities contributing to ...

Interbank Debt Contagion and Financial Network Solvency - OCC.gov

I set up the loan creation rate and loan removal rate, coupled with the endogenous bank default rate in the model, to analyze the trajectory of surviving banks ...

Cohn says there's a "contagion effect" if people lose confidence in ...

... , tells "Face the Nation" that "when people lose confidence in a bank, deposits go out the door very quickly … there's a contagion effect."

Bank Contagion Appears Limited, but Failures Create Key Risks

Recent bank failures carry important implications for the banking industry, economy, and private-equity markets.

Financial Institutions, Financial Contagion, and Financial Crises

However, multi-bank financing leads to a separating equilibrium in the interbank market. Thus, bank runs are limited to illiquid and insolvent banks, and.

Interbank Exposures: Quantifying the Risk of Contagion

Should the largest federal funds debtor become unable to borrow, it is simulated that illiquidity could spread to banks holding almost 9% of US banking system ...

Chapter 1 INTERNATIONAL FINANCIAL CONTAGION: - MIT Sloan

The chapter concludes that this result supports the argument that the crisis in Korea was not sparked by portfolio investors, but instead by foreign banks which ...

Cross-Border Bank Contagion in Europe

We find evidence of significant cross-border contagion among large European banks, which is consistent with a tiered cross-border interbank structure. The ...

Regional bank stocks struggle amid fears of Silicon Valley Bank ...

Regional bank stocks struggle amid fears of Silicon Valley Bank contagion. There were multiple trading halts on bank shares as the KBW ...

Financial Contagion | Journal of Political Economy: Vol 108, No 1

Financial contagion is modeled as an equilibrium phenomenon. Because liquidity preference shocks are imperfectly correlated across regions, banks hold ...

Shadowy Banks and Financial Contagion during the Great Depression

In 1929, nearly all interbank deposits held by Federal Reserve member banks belonged to "shadowy" nonmember banks which were outside the regulatory reach of ...

Contagion — Commentary - Money, Banking and Financial Markets

Our ability to identify and quarantine people infected with COVID-19 is analogous to our ability to recognize and isolate a bank bordering on insolvency. This ...

Wall Street ends sharply lower on bank contagion fears - YouTube

Wall Street closed lower, marking the end of a tumultuous week dominated by an unfolding crisis in the banking sector, with investors now ...

Martin J. Gruenberg, Chairman, FDIC Lessons Learned from the ...

Also like SVB, over 90 percent of Signature Bank's deposits were uninsured. Faced with growing contagion in the system, the Boards of Directors ...