| 来源类型 | Discussion paper |
| 规范类型 | 论文 |
| 来源ID | DP14724 |
| DP14724 Bank Resolution Regimes and Systemic Risk | |
| Dayen Radev; Isabel Schnabel | |
| 发表日期 | 2020-05-06 |
| 出版年 | 2020 |
| 语种 | 英语 |
| 摘要 | We assess the ability of bank resolution frameworks to deal with systemic banking fragility. Using a novel and detailed database on bank resolution regimes in 22 member countries of the Financial Stability Board, we show that systemic risk, as measured by △CoVaR, increases more for banks in countries with more comprehensive bank resolution frameworks after negative system-wide shocks, such as Lehman Brothers' default, while it decreases more after positive system-wide shocks, such as Mario Draghi's "whatever it takes'' speech. These results suggest that more comprehensive bank resolution may exacerbate the effect of system-wide shocks and should not be solely relied on in cases of systemic distress. |
| 主题 | Financial Economics |
| 关键词 | Bank resolution regimes Bail-in Systemic risk |
| URL | https://cepr.org/publications/dp14724 |
| 来源智库 | Centre for Economic Policy Research (United Kingdom) |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/543645 |
| 推荐引用方式 GB/T 7714 | Dayen Radev,Isabel Schnabel. DP14724 Bank Resolution Regimes and Systemic Risk. 2020. |
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