Artikel
Bad banks choking good banks: simulating balance sheet contagion
We investigate the propagation of contagion through banks' balance sheets in a two-country model. We simulate an increase in non-performing loans in one bank, and study the effects on other banks and the macro-economy of each country. We show that credit crunches destabilize each economy in the short run and in the long run reduce potential output. We quantify this loss.
- Sprache
-
Englisch
- Erschienen in
-
Journal: European Journal of Economics and Economic Policies: Intervention (EJEEP) ; ISSN: 2052-7772 ; Volume: 12 ; Year: 2015 ; Issue: 1 ; Pages: 51-72
- Klassifikation
-
Wirtschaft
Business Fluctuations; Cycles
Prices, Business Fluctuations, and Cycles: Forecasting and Simulation: Models and Applications
Money Supply; Credit; Money Multipliers
Bankruptcy; Liquidation
- Thema
-
credit crunch
contagion
stock-flow consistent models
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Khalil, Saed
- Ereignis
-
Veröffentlichung
- (wer)
-
Edward Elgar Publishing
- (wo)
-
Cheltenham
- (wann)
-
2015
- DOI
-
doi:10.4337/ejeep.2015.01.06
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:44 MEZ
Datenpartner
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Objekttyp
- Artikel
Beteiligte
- Khalil, Saed
- Edward Elgar Publishing
Entstanden
- 2015
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