Banking Fragility
Banking Fragility is a theoretical construct in financial economics that denotes the susceptibility of a banking system to sudden collapses or runs due to inherent structural vulnerabilities, such as maturity mismatches, asset-liability imbalances, and depositor panic, distinguishing it from broader systemic risk by focusing specifically on institutional and behavioral instabilities within the deposit and credit intermediation process.
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2017–2026
521
Variants
Bank Fragility
Parents
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Bank lending during the financial crisis of 2008
Victoria Ivashina, David Scharfstein · Journal of Financial Economics · 2009 · 2.6K citations
The Theory of Bank Risk Taking and Competition Revisited
John H. Boyd, Gianni De Nicolò · The Journal of Finance · 2005 · 2.1K citations
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National Bureau of Economic Research
Cambridge, United States
49 h-index
179 publications
23.3K citations

International Monetary Fund
Washington D.C., United States
48 h-index
111 publications
13.7K citations
Centre for Economic Policy Research
London, United Kingdom
39 h-index
95 publications
7.3K citations
Federal Reserve Board of Governors
Washington D.C., United States
33 h-index
108 publications
6.3K citations
Federal Reserve
Washington D.C., United States
31 h-index
101 publications
5.7K citations
European Central Bank
Frankfurt am Main, Germany
29 h-index
84 publications
6.4K citations
New York University
New York, United States
28 h-index
68 publications
5.3K citations

Bank of England
London, United Kingdom
24 h-index
67 publications
5.4K citations
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Repository · 89 publications · 3.1K citations
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