2021
DOI: 10.2139/ssrn.3867915
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Measuring the Impact of a Bank Failure on the Real Economy: An EU-Wide Analytical Framework

Abstract: We present an analytical framework for quantifying the potential impact on the real economy stemming from a bank's sudden liquidation, focusing on the consequences that arise when a credit institution interrupts its lending activities. In a first step, we quantify the potential credit shortfall faced by firms and households due to the sudden liquidation of a bank. In a second step, we estimate the impact of a firm's credit shortfall on real outcomes via both a Factor-Augmented Vector Autoregression (FAVAR) mod… Show more

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