Shocks at large banks and banking sector distress: the Banking Granular Residual
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- Blank, Sven & Buch, Claudia M. & Neugebauer, Katja, 2009. "Shocks at large banks and banking sector distress: The Banking Granular Residual," Journal of Financial Stability, Elsevier, vol. 5(4), pages 353-373, December.
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More about this item
Keywords
Banking sector distress; size effects; shock propagation; Granular Residual;All these keywords.
JEL classification:
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2009-09-05 (Banking)
- NEP-BEC-2009-09-05 (Business Economics)
- NEP-MAC-2009-09-05 (Macroeconomics)
- NEP-REG-2009-09-05 (Regulation)
- NEP-RMG-2009-09-05 (Risk Management)
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