Zarażenie w systemie bankowym – przyczyny i mechanizmy

• Authors: Lubiński Marek

Title variants

EN

Contagion in banking system – causes and mechanizm

• Languages of publication: PL

Abstracts

PL

Celem opracowania jest analiza przyczyn i mechanizmów zarażenia w systemie bankowym. Uwzględnione zostały trzy rodzaje szoków. Pierwszym z nich jest panika bankowa, powodowana zarówno przez zdarzenia losowe, jak i wyrastająca z czynników fundamentalnych. Pokazano, dlaczego tego typu zakłócenia rozprzestrzeniają się następnie w systemie i od czego zależy jego wrażliwość. Drugi typ szoków związany jest z dostosowaniami w bilansach banków. Wzajemne powiązanie portfeli banków prowadzi do zarażenia. I w końcu zarażenie powstaje na międzybankowym rynku pieniężnym i rozprzestrzenia się za pośrednictwem łączących banki sieci. O sile zarażenia w znacznej mierze decyduje charakter tych powiązań.

EN

The text analyzes the causes and mechanizm of contagion in banking system. Three kinds of shocks are considered. First of them is banking panics caused by random shocks as well by fundamental factors. It has been shown why this kind of disturbences is then disperced across the whole system. The second kind of shocks is clesely linked to adjustments of bank balance sheets. The interconection of bank potrtfolios lead to contagion. And last but not least contagion is created in the interbank money market. The reliance of banks on short –term wholesale funds is among the posible sources of finacial linkages which create networks. Character of this networks determines the sensivity of the whole system on the disturbing factors.

Keywords

PL

zarażenie; banki; panika bankowa; bilanse banków; sieci.

EN

contagion; banksbanking panic; bank’s balance sheet; network

• Publisher: Szkoła Główna Handlowa w Warszawie
• Journal: Prace i Materiały Instytutu Rozwoju Gospodarczego SGH
• Year: 2014
• Volume: 94: Polityka gospodarcza jako gra w wyzwania i odpowiedzi rozwojowe
• Pages: 129-152

Dates

published

2014-02-01

Contributors

author

Lubiński Marek

• Szkoła Główna Handlowa w Warszawie, Katedra Ekonomii Rozwoju i Polityki Ekonomicznej

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Identifiers

ISSN

0866-9503