Bail-in and interbank contagion risk: An application of fsqca methodology

Marc Sanchez-Roger, María Dolores Oliver-Alfonso, Carlos Sanchís-Pedregosa, Norat Roig-Tierno

Producción científica: Contribución a una revistaArtículo de revista revisión exhaustiva

5 Citas (Scopus)


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.
Idioma originalInglés
Páginas (desde-hasta)2604-2614
Número de páginas11
PublicaciónEntrepreneurship and Sustainability Issues
EstadoPublicada - 1 jun. 2020

Nota bibliográfica

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

Publisher Copyright:
© 2020 by author(s) and VsI Entrepreneurship and Sustainability Center.

Palabras clave

  • Bail-in
  • Banking resolution
  • Contagion risk


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