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Source: Journal Citation ReportsTM from ClarivateTM 2022

Entrepreneurship and Sustainability Issues Open access
Journal Impact FactorTM (2022) 1.7
Journal Citation IndicatorTM (2022) 0.42
Received: 2019-11-26  |  Accepted: 2020-03-10  |  Published: 2020-06-30

Title

Bail-in and interbank contagion risk: an application of FSQCA methodology


Abstract

This work uses fuzzy set theory and qualitative comparative analysis (QCA) to determine the causal configurations leading to interbank contagion in a resolution event. This study pioneers the introduction of fsQCA methodology in banking crisis analyses. The event providing the necessary data for this study is the resolution of the Spanish bank Banco Popular. We develop sufficient and necessary condition analyses to find the key metrics that lead to interbank contagion. The results demonstrate that weak solvency metrics, low asset quality and belonging to the same country where the resolution has been triggered tend to lead to higher contagion.


Keywords

bail-in, banking resolution, FSQCA, contagion risk


JEL classifications

G10 , G20 , G21


URI

http://jssidoi.org/jesi/article/542


DOI


Pages

2604-2614


Funding

Norat Roig-Tierno wish to thank Project GV/2019/063, funded by the Generalitat Valenciana, Spain, for supporting this research

This is an open access issue and all published articles are licensed under a
Creative Commons Attribution 4.0 International License

Authors

Sanchez-Roger, Marc
University of Seville, Seville, Spain https://www.us.es
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Oliver-Alfonso, María Dolores
University of Seville, Seville, Spain https://www.us.es
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Sanchís-Pedregosa, Carlos
University of Seville, Seville, Spain https://www.us.es
Universidad del Pacífico, Lima, Peru http://www.up.edu.pe
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Roig-Tierno, Norat
ESIC Business & Marketing School, Barcelona, Spain https://www.esic.edu
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Journal title

Entrepreneurship and Sustainability Issues

Volume

7


Number

4


Issue date

June 2020


Issue DOI


ISSN

ISSN 2345-0282 (online)


Publisher

VšĮ Entrepreneurship and Sustainability Center, Vilnius, Lithuania

Cited

Google Scholar

Article views & downloads

HTML views: 2684  |  PDF downloads: 1533

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