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  1. European banks after the global financial crisis
    peak accumulated losses, twin crises and business models
    Author: Haan, Leo de; Kakes, Jan
    Published: [2018]
    Publisher:  De Nederlandsche Bank NV, Amsterdam, the Netherlands

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Language: English
    Media type: Book
    Format: Online
    Series: Working paper / De Nederlandsche Bank NV ; no. 600 (July 2018)
    Subjects: Bank profitability; Business model; Financial crisis
    Scope: 1 Online-Ressource (circa 32 Seiten), Illustrationen
  2. Wirtschaftskrise und Staatsbankrott
    sind auch die Industrieländer bedroht?
    Author: Busch, Berthold; Jäger-Ambrożewicz, Manfred; Matthes, Jürgen
    Published: [2010]
    Publisher:  Institut der deutschen Wirtschaft Köln Medien GmbH, Köln

    Im Zuge der aktuellen Weltwirtschaftskrise hat sich gezeigt, dass auch entwickelte Volkswirtschaften dem Risiko von Staatsbankrotten ausgesetzt sein können. Diese Gefahr wird hier eingehend analysiert. Dabei stehen vor allem die Staaten in Süd- sowie... more

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    Im Zuge der aktuellen Weltwirtschaftskrise hat sich gezeigt, dass auch entwickelte Volkswirtschaften dem Risiko von Staatsbankrotten ausgesetzt sein können. Diese Gefahr wird hier eingehend analysiert. Dabei stehen vor allem die Staaten in Süd- sowie in Mittel- und Osteuropa im Fokus. Eingehend beleuchtet werden aber auch die USA. Staatsbankrotte – direkte oder indirekte – sind kein neues Phänomen. Die internationale Staatengemeinschaft hat es bislang aber nicht geschafft, für solche Fälle ein geregeltes Verfahren zu installieren. Auch die mit dem Maastrichter Vertrag über die Europäische Union und dem Stabilitäts- und Wachstumspakt geschaffenen Regelungen konnten eine Situation, wie sie im Falle Griechenlands entstanden ist, nicht verhindern. Die Europäische Währungsunion (EWU) steht vor einem Dilemma: Zum einen soll Moral Hazard verhindert werden, zum anderen will die Politik keinen Mitgliedstaat der EWU pleitegehen lassen. Um Schäden für den Integrationsgedanken der Europäischen Union zu vermeiden, ist es erforderlich, den Internationalen Währungsfonds (IWF) in konkrete Hilfsmaßnahmen einzubinden. The current global economic crisis has shown that even developed economies are not immune to sovereign default, a risk which the present paper analyses in detail. While it focuses primarily on the countries of southern, central and eastern Europe, the USA is also examined in depth. Sovereign default, whether direct or indirect, is not a new phenomenon. Despite this, the international community has so far failed to establish an orderly procedure for such cases. Even the regulations created by the Maastricht Treaty on European Union and the Stability and Growth Pact have not been able to prevent a situation like the one which has arisen in Greece. The European Monetary Union (EMU) faces a dilemma. On the one hand, the member countries want to avoid moral hazard; on the other, governments do not want an EMU member state to default. To avoid harming the European Union's idea of integration, it is important to involve the International Monetary Fund (IMF) in concrete aid measures.

     
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    Source: Union catalogues
    Language: German
    Media type: Ebook
    Format: Online
    ISBN: 9783602454761
    Other identifier:
    hdl: 10419/181823
    RVK Categories: QK 400 ; QL 700 ; QK 600 ; QC 330 ; QG 010
    Series: IW-Analysen ; Nr. 62
    Subjects: Staatsbankrott; Wirtschaftskrise; Öffentliche Schulden; EU-Staaten; USA; Financial crisis
    Scope: 1 Online-Ressource (circa 100 Seiten), Illustrationen
  3. Narratives of inequality
    postcolonial literary economics
    Author: Kennedy, Melissa
    Published: [2017]
    Publisher:  Palgrave Macmillan, Cham

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  4. Banking regulation with risk of sovereign default
    Author: D'Erasmo, Pablo N.; Livshits, Igor; Schoors, Koen
    Published: February 2019
    Publisher:  Research Department, Federal Reserve Bank of Philadelphia, Philadelphia, PA

    Banking regulation routinely designates some assets as safe and thus does not require banks to hold any additional capital to protect against losses from these assets. A typical such safe asset is domestic government debt. There are numerous examples... more

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    Banking regulation routinely designates some assets as safe and thus does not require banks to hold any additional capital to protect against losses from these assets. A typical such safe asset is domestic government debt. There are numerous examples of banking regulation treating domestic government bonds as "safe," even when there is clear risk of default on these bonds. We show, in a parsimonious model, that this failure to recognize the riskiness of government debt allows (and induces) domestic banks to "gamble" with depositors' funds by purchasing risky government bonds (and assets closely correlated with them). A sovereign default in this environment then results in a banking crisis. Critically, we show that permitting banks to gamble this way lowers the cost of borrowing for the government. Thus, if the borrower and the regulator are the same entity (the government), that entity has an incentive to ignore the riskiness of the sovereign bonds. We present empirical evidence in support of the key mechanism we are highlighting, drawing on the experience of Russia in the run-up to its 1998 default and on the recent Eurozone debt crisis

     
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    Language: English
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    Series: Working paper / Research Department, Federal Reserve Bank of Philadelphia ; 19, 15 (February 2019)
    FRB of Philadelphia Working Paper ; No. 19-15
    Subjects: Banking; Sovereign default; Prudential regulation; Financial crisis
    Scope: 1 Online-Ressource (circa 42 Seiten), Illustrationen
  5. Accounting for financial stability
    lessons from the financial crisis and future challenges
    Author: Bischof, Jannis; Laux, Christian; Leuz, Christian
    Published: [2018]
    Publisher:  Center for Financial Studies, Goethe University, Frankfurt am Main, Germany

    This paper investigates what we can learn from the financial crisis about the link between accounting and financial stability. The picture that emerges ten years after the crisis is substantially different from the picture that dominated the... more

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    This paper investigates what we can learn from the financial crisis about the link between accounting and financial stability. The picture that emerges ten years after the crisis is substantially different from the picture that dominated the accounting debate during and shortly after the crisis. Widespread claims about the role of fair-value (or mark-to-market) accounting in the crisis have been debunked. However, we identify several other core issues for the link between accounting and financial stability. Our analysis suggests that, going into the financial crisis, banks' disclosures about relevant risk exposures were relatively sparse. Such disclosures came later after major concerns about banks' exposures had arisen in markets. Similarly, banks delayed the recognition of loan losses. Banks' incentives seem to drive this evidence, suggesting that reporting discretion and enforcement deserve careful consideration. In addition, bank regulation through its interlinkage with financial accounting may have dampened banks' incentives for corrective actions. Our analysis illustrates that a number of serious challenges remain if accounting and financial reporting are to contribute to financial stability.

     
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    Language: English
    Media type: Book
    Format: Online
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    Series: CFS working paper series ; no. 622
    Other subjects: Array
    Scope: 1 Online-Ressource (circa 76 Seiten), Illustrationen
  6. Contagion effect of financial crisis on OECD stock markets
    Author: Kazi, Irfan Akbar; Guesmi, Khaled; Kaabia, Olfa
    Published: 2011
    Publisher:  Kiel Institute for the World Economy (IfW), Kiel

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  7. Discerning good from bad credit booms
    the role of construction
    Author: Dell'Ariccia, Giovanni; Ebrahimy, Ehsan; Igan, Deniz; Puy, Damien
    Published: 2020
    Publisher:  International Monetary Fund, [Washington, D.C.]

    Credit booms are a focal point for policymakers and scholars of financial crises. Yet our understanding of how the real sector behaves during booms, and why some booms may go bad, is limited. Despite a large and growing body of literature, most of... more

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    Credit booms are a focal point for policymakers and scholars of financial crises. Yet our understanding of how the real sector behaves during booms, and why some booms may go bad, is limited. Despite a large and growing body of literature, most of the work has focused on aggregate economic activity, and relatively little is known about which industries benefit and which suffer during these episodes. This note aims to fill this gap by analyzing disaggregated output and employment data in a large sample of advanced and emerging market economies between 1970 and 2014

     
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    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9781513529370
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    Series: IMF staff discussion note ; SDN/20, 02 (January 2020)
    Subjects: Financial crisis; Bank credit; Credit boom; Value added; Employment
    Scope: 1 Online-Ressource (circa 37 Seiten), Illustrationen
  8. Small and vulnerable
    small firm productivity in the great productivity slowdown
    Author: Chen, Sophia; Lee, Do
    Published: December 2020
    Publisher:  International Monetary Fund, [Washington, DC]

    We provide broad-based evidence of a firm size premium of total factor productivity (TFP) growth in Europe after the Global Financial Crisis. The TFP growth of smaller firms was more adversely affected and diverged from their larger counterparts... more

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    We provide broad-based evidence of a firm size premium of total factor productivity (TFP) growth in Europe after the Global Financial Crisis. The TFP growth of smaller firms was more adversely affected and diverged from their larger counterparts after the crisis. The impact was progressively larger for medium, small, and micro firms relative to large firms. It was also disproportionally larger for firms with limited credit market access. Moreover, smaller firms were less likely to have access to safer banks: those that were better capitalized banks and with a presence in the credit default swap market. Horseraces suggest that firm size may be a more important and robust vulnerability indicator than balance sheet characteristics. Our results imply that the tightening of credit market conditions during the crisis, coupled with limited credit market access especially among micro, small, and medium firms, may have contributed to the large and persistent drop in aggregate TFP

     
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    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9781513564647
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    Series: IMF working paper ; WP/20, 294
    Subjects: Credit constraint; Financial crisis; Firm size; Intangibles; Producvitity; SMEs
    Scope: 1 Online-Ressource (circa 52 Seiten), Illustrationen
  9. Le cinéma et la crise de 29
    Author: Prédal, René
    Published: 2010
    Publisher:  Cerf, Paris ; Corlet, Condé-sur-Noireau

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    Source: Staatsbibliothek zu Berlin
    Language: French
    Media type: Book
    Format: Print
    ISBN: 2204094315; 9782204094313
    Series: 7e art ; 139
    Subjects: Film; Weltwirtschaftskrise <1929-1932, Motiv>;
    Other subjects: Array
    Scope: 225 p., ill.
  10. CEO risk-taking incentives and bank failure during the 2007-2010 financial crisis
    Author: Boyallian, Patricia; Ruiz-Verdú, Pablo
    Published: 2015-03
    Publisher:  Universidad Carlos III de Madrid, Departamento de Economía de la Empresa, Getafe

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    VS 87 (2015,01)
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    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10016/20279
    Series: Array ; 15, 01 (marzo 2015)
    Subjects: Executive compensation; Risk-taking incentives; Leverage; Risk shifting; Bank governance; Financial crisis
    Scope: 1 Online-Ressource (circa 53 Seiten), Illustrationen
  11. Bankenimage und Finanzmarktkrise
    was Sparer über Einlagensicherheit wissen und wie sie Banken (ein)schätzen
    Published: 2009
    Publisher:  Dt. Inst. für Altersvorsorge, Köln

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    Source: Union catalogues
    Language: German
    Media type: Book
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    ISBN: 9783934446359
    RVK Categories: QK 000 ; QK 600 ; QK 950 ; QK 820
    Subjects: Bank; Firmenimage; Einlagensicherung; Anlageverhalten; Informationsverhalten; Finanzkrise; Deutschland; Financial crisis; Banks and banking; Banks and banking; Financial crisis
    Scope: 84 S., graph. Darst.
    Notes:

    Literaturverz. S. 79 - 80
  12. Wirtschaftskrise und Staatsbankrott
    sind auch die Industrieländer bedroht?
    Author: Busch, Berthold; Jäger-Ambrożewicz, Manfred; Matthes, Jürgen
    Published: 2010
    Publisher:  Inst. der Dt. Wirtschaft, Köln

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    Content information
    Source: Staatsbibliothek zu Berlin
    Language: German; English
    Media type: Book
    Format: Print
    ISBN: 9783602148615
    Other identifier:
    9783602148615
    RVK Categories: QK 400 ; QG 010 ; QC 330 ; QK 600 ; QL 700
    Series: IW-Analysen ; 62
    Subjects: Staatsbankrott; Wirtschaftskrise; Öffentliche Schulden; EU-Staaten; USA; Financial crisis; Financial crisis
    Scope: 98 S., graph. Darst., 210 mm x 148 mm
    Notes:

    Kurzfass. in dt. und engl

    E: 2010
  13. The Great Recession and a missing generation of exporters
    Author: Lincoln, William F.; McCallum, Andrew H.; Siemer, Michael
    Published: October 3, 2017
    Publisher:  Divisions of Research & Statistics and Monetary Affairs, Federal Reserve Board, Washington, D.C.

    The collapse of international trade surrounding the Great Recession has garnered significant attention. This paper studies firm entry and exit in foreign markets and their role in the post-recession recovery of U.S. exports using confidential... more

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    The collapse of international trade surrounding the Great Recession has garnered significant attention. This paper studies firm entry and exit in foreign markets and their role in the post-recession recovery of U.S. exports using confidential microdata from the U.S. Census Bureau. We find that incumbent exporters account for the vast majority of the decline in export volumes during the crisis. The recession also induced a missing generation of exporters, with large increases in exits and a substantial decline in entries into foreign markets. New exporters during these years tended to have larger export volumes, however, compensating for the decline in the number of exporting firms. Thus, while entry and exit were important for determining the variety of U.S. goods that were exported, they were less important for the trajectory of aggregate foreign sales

     
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Finance and economics discussion series ; 2017, 108
    FEDS Working Paper ; No. 2017-108
    Subjects: Business cycles; Entry; Exit; Exports; Financial crisis; Firm dynamics; Great recession; Recession
    Scope: 1 Online-Ressource (circa 52 Seiten), Illustrationen
  14. Housing bust, bank lending & employment
    evidence from multimarket banks
    Author: Glancy, David
    Published: November 7, 2017
    Publisher:  Divisions of Research & Statistics and Monetary Affairs, Federal Reserve Board, Washington, D.C.

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    Source: Union catalogues
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    Series: Finance and economics discussion series ; 2017, 118
    Subjects: Bank lending; Employment; Financial crisis; Residential real estate
    Scope: 1 Online-Ressource (circa 48 Seiten), Illustrationen
  15. US crashes of 2008 and 1929
    how did the French market react? : an empirical study
    Author: Hekimian, Raphael; Le Bris, David
    Published: [2016]
    Publisher:  Université de Paris Ouest Nanterre La Défense, Nanterre

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    Source: Union catalogues
    Language: English
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    Series: Working paper / EconomiX ; 2016, 21
    Subjects: Financial history; Financial crisis; Stock market; Contagion
    Scope: 1 Online-Ressource (circa 31 Seiten), Illustrationen
  16. Monetary policy and endogenous financial crises
    Author: Boissay, Frédéric; Collard, Fabrice; Galí, Jordi; Manea, Cristina
    Published: [2022]
    Publisher:  Deutsche Bundesbank, Frankfurt am Main

    We study whether a central bank should deviate from its objective of price stability to promote financial stability. We tackle this question within a textbook New Keynesian model augmented with capital accumulation and microfounded endogenous... more

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    We study whether a central bank should deviate from its objective of price stability to promote financial stability. We tackle this question within a textbook New Keynesian model augmented with capital accumulation and microfounded endogenous financial crises. We compare several interest rate rules, under which the central bank responds more or less forcefully to inflation and output. Our main findings are threefold. First, monetary policy affects the probability of a crisis both in the short run (through aggregate demand) and in the medium run (through capital accumulation). Second, a central bank can both reduce the probability of a crisis and increase welfare by departing from strict inflation targeting and responding systematically to fluctuations in output. Third, financial crises may occur after a long period of unexpectedly loose monetary policy as the central bank abruptly reverses course.

     
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    ISBN: 9783957298898
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    hdl: 10419/261210
    Series: Discussion paper / Deutsche Bundesbank ; no 2022, 21
    Subjects: Financial crisis; monetary policy
    Scope: 1 Online-Ressource (circa 44 Seiten), Illustrationen
  17. The nonlinear transmission of financial shocks
    some evidence
    Author: Forni, Mario; Gambetti, Luca; Maffei-Faccioli, Nicolò; Sala, Luca
    Published: 23 March 2022
    Publisher:  Centre for Economic Policy Research, London

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    Series: Array ; DP17130
    Subjects: SVAR; Financial shocks; Non-linearity; Asymmetry; Financial crisis
    Scope: 1 Online-Ressource (circa 50 Seiten), Illustrationen
  18. Nonlinear transmission of financial shocks
    some new evidence
    Author: Forni, Mario; Gambetti, Luca; Maffei-Faccioli, Nicolò; Sala, Luca
    Published: [2022]
    Publisher:  Norges Bank, Oslo

    Financial shocks generate a protracted and quantitatively important effect on real economic activity and financial markets only if the shocks are both negative and large. Otherwise, their role is quite modest. Financial shocks have become more... more

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    Financial shocks generate a protracted and quantitatively important effect on real economic activity and financial markets only if the shocks are both negative and large. Otherwise, their role is quite modest. Financial shocks have become more important for economic fluctuations after the 2000 and have contributed substantially to deepening the recessions of 2001 and 2008. The evidence is obtained using a new econometric procedure based on a Vector Moving Average representation that includes a nonlinear function of the financial shock.

     
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    ISBN: 9788283792256
    Other identifier:
    hdl: 11250/2997495
    hdl: 10419/264945
    Series: Working paper / Norges Bank ; 2022, 3
    Subjects: SVAR; Financial shocks; Non-linearity; Asymmetry; Financial crisis
    Scope: 1 Online-Ressource (circa 49 Seiten), Illustrationen
  19. Measuring systemic financial stress and its impact on the macroeconomy
    Author: Chavleishvili, Sulkhan; Kremer, Manfred
    Published: 2021
    Publisher:  Verein für Socialpolitik, [Köln]

    This paper proposes a general statistical framework for systemic financial stress indexes. Several existing index designs can be represented as special cases. We introduce a daily variant of the ECB's CISS for the euro area and the US. The CISS... more

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    This paper proposes a general statistical framework for systemic financial stress indexes. Several existing index designs can be represented as special cases. We introduce a daily variant of the ECB's CISS for the euro area and the US. The CISS aggregates a representative set of stress indicators using their time-varying cross-correlations as systemic weights, like portfolio risk is computed from the risk characteristics of individual assets. A bootstrap algorithm delivers test statistics. A linear VAR suggests that systemic stress is the main cause behind the Great Recession, while its contribution to the Covid-19 crisis appears limited. A quantile VAR features stronger real effects of financial stress in the worst states of the economy.

     
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    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/242346
    Edition: Version: February 9, 2021
    Series: Jahrestagung 2021 / Verein für Socialpolitik ; 29
    Subjects: Financial crisis; Financial stress index; Macro-financial linkages; Quantile vectorautoregression; Systemic risk
    Scope: 1 Online-Ressource (circa 55 Seiten), Illustrationen
  20. Arab LDCs
    development challenges and opportunities
    Published: [2020]
    Publisher:  United Nations, ESCWA, Beirut, Lebanon

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    Max-Planck-Institut für ausländisches öffentliches Recht und Völkerrecht, Bibliothek
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  21. Corporate financing frictions and employee mental health
    Author: Kárpáti, Dániel; Renneboog, Luc
    Published: 25 January 2021
    Publisher:  CentER, Center for Economic Research, Tilburg

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    Series: Discussion paper / CentER, Center for Economic Research ; no. 2021, 003
    Subjects: Financial crisis; credit supply; mental health; job insecurity
    Scope: 1 Online-Ressource (circa 60 Seiten), Illustrationen
  22. Monetary policy and endogenous financial crises
    Author: Boissay, Frederic; Collard, Fabrice; Galí, Jordi; Manea, Cristina
    Published: December 2021
    Publisher:  Universitat Pompeu Fabra, Department of Economics and Business, Barcelona

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    Series: Economics working paper series ; no. 1810
    Subjects: Financial crisis; monetary policy
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  23. Economists in the 2008 financial crisis
    slow to see, fast to act
    Author: Levy, Daniel C.; Mayer, Tamir; Raviv, Alon
    Published: [2022]
    Publisher:  Bar Ilan University, Department of Economics, Ramat-Gan, Israel

    We study the economics and finance scholars' reaction to the 2008 financial crisis using machine learning language analyses methods of Latent Dirichlet Allocation and dynamic topic modelling algorithms, to analyze the texts of 14,270 NBER working... more

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    We study the economics and finance scholars' reaction to the 2008 financial crisis using machine learning language analyses methods of Latent Dirichlet Allocation and dynamic topic modelling algorithms, to analyze the texts of 14,270 NBER working papers covering the 1999-2016 period. We find that academic scholars as a group were insufficiently engaged in crises' studies before 2008. As the crisis unraveled, however, they switched their focus to studying the crisis, its causes, and consequences. Thus, the scholars were "slow-to-see," but they were "fast-to-act." Their initial response to the ongoing Covid-19 crisis is consistent with these conclusions.

     
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    Other identifier:
    hdl: 10419/272971
    Edition: Last revision: February 13, 2022
    Series: [Working papers] / Bar-Ilan University, Department of Economics ; 2022, 01
    Subjects: Financial crisis; Economic Crisis; Great recession; NBER working papers; LDA textual analysis; Topic modeling; Dynamic Topic Modeling; Machine learning
    Scope: 1 Online-Ressource (circa 89 Seiten), Illustrationen
  24. Monetary policy and endogenous financial crises
    Author: Boissay, Frédéric; Collard, Fabrice; Galí, Jordi; Manea, Cristina
    Published: December 2021
    Publisher:  [Toulouse School of Economics], [Toulouse]

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    Series: Working papers / Toulouse School of Economics ; no 1277
    Subjects: Financial crisis; monetary policy
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  25. Economists in the 2008 financial crisis
    slow to see, fast to act
    Author: Levy, Daniel C.; Mayer, Tamir; Raviv, Alon
    Published: [2022]
    Publisher:  Rimini Centre for Economic Analysis, [Waterloo, Ontario]

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    Edition: Last Revision: February 13, 2022
    Series: Working paper series / Rimini Centre for Economic Analysis ; wp 22, 04
    Subjects: Financial crisis; Economic Crisis; Great recession; NBER working papers; LDAtextual analysis; Topic modeling; Dynamic Topic Modeling; Machine learning
    Scope: 1 Online-Ressource (circa 90 Seiten), Illustrationen