Transcription of Risk Assessment for Banking Systems
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Risk Assessment for Banking Systems
Risk Assessment for Banking Systems Helmut Elsinger University of ViennaDepartment of Business StudiesAlfred Lehar University of ViennaDepartment of Business StudiesMartin Summer Oesterreichische NationalbankEconomic Studies Division We have to thank Ralf Dobringer, Bettina Kunz, Franz Partsch and Gerhard Fiam for their helpand support with the collection of data. We thank Michael Boss, Elena Carletti, Michael Crouhy, PhilDavis, Klaus D ullmann, Craig Furfine, Hans Gersbach, Charles Goodhart, Martin, Hellwig, EduardHochreiter, Patricia Jackson, George Kaufman, Elizabeth Klee, Markus Knell, David Llewellyn, TomMayer, Matt Pritsker, Gabriela de Raaij, Olwen Renowden, Isabel Schnabel, Hyun Song Shin, JohannesTurner, Christian Upper, Birgit Wlaschitz, and Andreas Worms for helpful comments. We also thankseminar and conference participants at OeNB, Technical University Vienna, Board of Governors of theFederal Reserve System, the IMF, University of Mannheim, the London School of Economics, the Bank ofEngland, the FSA, the University of Victoria, the University of British Columbia, the 2002 WEA meetings,the 2002 European economic Association Meetings, the 2002 European Meetings of the EconometricS
Risk Assessment for Banking Systems ... implications of such an economic shock on the banking system are then analyzed via the network model. If a bank’s equity is impaired by a shock and the bank is not able to ... many troubled banks might be saved by regulatory intervention, defaults due to a systemic crisis are rarely observed. Our ...
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