H
Helmut Elsinger
Researcher at National Bank of Austria
Publications - 31
Citations - 2725
Helmut Elsinger is an academic researcher from National Bank of Austria. The author has contributed to research in topics: Interbank lending market & Systemic risk. The author has an hindex of 12, co-authored 31 publications receiving 2514 citations. Previous affiliations of Helmut Elsinger include University of Vienna.
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Network topology of the interbank market
TL;DR: In this article, the authors provide an empirical analysis of the network structure of the Austrian interbank market based on Austrian Central Bank (OeNB) data and find that the degree distributions of the interbank network follow power laws.
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Risk Assessment for Banking Systems
TL;DR: It is found that correlation in banks' asset portfolios dominates contagion as the main source of systemic risk and the “value at risk” for a lender of last resort is surprisingly small.
Journal ArticleDOI
Risk Assessment for Banking Systems
TL;DR: In this article, the authors proposed a new approach to assess systemic financial stability of a banking system using standard tools from modern risk management in combination with a network model of interbank loans.
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Using Market Information for Banking System Risk Assessment
TL;DR: In this article, the authors proposed a new method for the analysis of systemic stability of a banking system relying mostly on market data, and applied their method to a dataset of the 10 major UK banks and analyzed insolvency risk over a one year horizon.
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Using Market Information for Banking System Risk Assessment
TL;DR: In this article, the authors proposed a new method for the analysis of systemic stability of a banking system relying mostly on market data, and applied their method to a data set of the ten major UK banks and analyzed insolvency risk over a one-year horizon.