Systemic risk: a survey
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Frankfurt am Main
Europ. Central Bank
2000
|
| Series: | European Central Bank: Working paper series
35 |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | Literaturverz. S. 57 - 74 |
| Physical Description: | 77 S. 30 cm |
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MARC
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Record in the Search Index
| _version_ | 1807593557552267264 |
|---|---|
| adam_text |
CONTENTS
ABSTRACT
5
NON-TECHNICAL
SUMMARY
6
I
INTRODUCTION
8
2
THE
CONCEPT
OF
SYSTEMIC
RISK
1
0
2.1
SYSTEMICEVENTS
10
2.2
THE
FINANCIAL
FRAGILITY
HYPOTHESIS
1
3
2.3
"
EFFICIENT
"
VERSUS
SELF-FULFILLING
SYSTEMIC
EVENTS
14
2.4
SYSTEMIC
RISK
AND
PUBLIC
POLICY
1
6
3
THEORETICAL
MODELS
OF
SYSTEMIC
RISK
18
3.1
SYSTEMIC
RISK
IN
BANKING
MARKETS
18
3.1.1
BANK
RUNS
VERSUS
BANK
CONTAGION
1
8
3.1.2
MACROECONOMIC
FLUCTUATIONS,
AGGREGATE
SHOCKS
AND
LENDING
BOOMS
23
3.2
SYSTEMIC
RISK
AND
FINANCIAL
MARKETS
26
3.2.
1
CONTAGION
AND
JOINT
CRASHES
IN
FINANCIAL
MARKETS
26
3.2.2
FINANCIAL
MARKETS
AS
SOURCES
OF
SYSTEMATIC
SHOCKS
3
1
3.3
SYSTEMIC
RISK
IN
PAYMENT
AND
SETTLEMENT
SYSTEMS
32
3.3.
1
INTERBANK
PAYMENT
SYSTEMS
32
3.3.2
FOREIGN
EXCHANGE
AND
SECURITY
SETTLEMENT
SYSTEMS
35
4
EMPIRICAL
EVIDENCE
ON
SYSTEMIC
RISK
36
4.
1
EVIDENCE
ON
BANK
CONTAGION
AND
JOINT
BANKING
CRISES
36
4.1.1
BANK
CONTAGION
36
4.
1
.2
BANKING
CRISES,
AGGREGATE
FLUCTUATIONS
AND
LENDING
BOOMS
42
4.2
EVIDENCE
ON
CONTAGION
AND
JOINT
CRASHES
IN
FINANCIAL
MARKETS
44
4.2.
1
CONTAGION
AND
JOINT
CRASHES
IN
SECURITIES
MARKETS
45
4.2.2
CONTAGIOUS
AND
JOINT
CURRENCY
CRISES
5
1
4.3
EVIDENCE
ON
CONTAGION
IN
PAYMENT
SYSTEMS
54
5
CONCLUSIONS
55
EUROPEAN
CENTRAL
BANK
WORKING
PAPER
SERIES
75 |
| any_adam_object | 1 |
| author | Bandt, Olivier de Hartmann, Philipp 1969- |
| author_GND | (DE-588)170805611 (DE-588)12054461X |
| author_facet | Bandt, Olivier de Hartmann, Philipp 1969- |
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| author_sort | Bandt, Olivier de |
| author_variant | o d b od odb p h ph |
| building | Verbundindex |
| bvnumber | BV013587543 |
| classification_rvk | QB 910 |
| ctrlnum | (OCoLC)76238742 (DE-599)BVBBV013587543 |
| discipline | Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV013587543 |
| illustrated | Not Illustrated |
| indexdate | 2024-08-17T00:45:49Z |
| institution | BVB |
| language | English |
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| physical | 77 S. 30 cm |
| publishDate | 2000 |
| publishDateSearch | 2000 |
| publishDateSort | 2000 |
| publisher | Europ. Central Bank |
| record_format | marc |
| series | European Central Bank: Working paper series |
| series2 | European Central Bank: Working paper series |
| spelling | Bandt, Olivier de Verfasser (DE-588)170805611 aut Systemic risk a survey by Olivier de Bandt and Philipp Hartmann Frankfurt am Main Europ. Central Bank 2000 77 S. 30 cm txt rdacontent n rdamedia nc rdacarrier European Central Bank: Working paper series 35 Literaturverz. S. 57 - 74 Hartmann, Philipp 1969- Verfasser (DE-588)12054461X aut European Central Bank: Working paper series 35 (DE-604)BV012681744 35 DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009279805&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Bandt, Olivier de Hartmann, Philipp 1969- Systemic risk a survey European Central Bank: Working paper series |
| title | Systemic risk a survey |
| title_auth | Systemic risk a survey |
| title_exact_search | Systemic risk a survey |
| title_full | Systemic risk a survey by Olivier de Bandt and Philipp Hartmann |
| title_fullStr | Systemic risk a survey by Olivier de Bandt and Philipp Hartmann |
| title_full_unstemmed | Systemic risk a survey by Olivier de Bandt and Philipp Hartmann |
| title_short | Systemic risk |
| title_sort | systemic risk a survey |
| title_sub | a survey |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009279805&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV012681744 |
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