ESBies: safety in the tranches

B-Tier
Journal: Economic Policy
Year: 2017
Volume: 32
Issue: 90
Pages: 175-219

Score contribution per author:

0.335 = (α=2.01 / 6 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Summary The euro crisis was fuelled by the diabolic loop between sovereign risk and bank risk, coupled with cross-border flight-to-safety capital flows. European Safe Bonds (ESBies), a euro area-wide safe asset without joint liability, would help to resolve these problems. We make three contributions. First, numerical simulations show that ESBies with a subordination level of 30% would be as safe as German bunds and would increase safe asset supply. Second, a model shows how, when and why the two features of ESBies – diversification and seniority – can weaken the diabolic loop and its diffusion across countries. Third, we propose how to create ESBies, starting with limited issuance by public or private-sector entities.

Technical Details

RePEc Handle
repec:oup:ecpoli:v:32:y:2017:i:90:p:175-219.
Journal Field
General
Author Count
6
Added to Database
2026-01-24