Search Results - "Systemic risk"

How FinTech affects bank systemic risk : evidence from China

Chen, Qian; Shen, Chuang - In: Journal of financial services research 65 (2024) 1, pp. 77-101

Persistent link: https://www.econbiz.de/10014494730

A simulation of the insurance industry : the problem of risk model homogeneity

Heinrich, Torsten; Sabuco, Juan; Farmer, J. Doyne - In: Journal of economic interaction and coordination 17 (2022) 2, pp. 535-576

Persistent link: https://www.econbiz.de/10013271950

A heatmap for monitoring systemic financial stability risks in Ukraine

Geršl, Adam; Dadashova, Pervin; Bazhenova, Yuliya; … - In: Visnyk Nacionalʹnoho Banku Ukraïny (2022) 253, pp. 27-46

Persistent link: https://www.econbiz.de/10014388673

The impact of policy interventions on systemic risk across banks

Nistor, Simona; Ongena, Steven - In: Journal of financial services research 64 (2023) 2, pp. 155-206

Persistent link: https://www.econbiz.de/10014380686

Iceland : Financial Sector Assessment Program-Technical Note on Stress Testing and Systemic Risk Analysis

International Monetary Fund / Monetary and Capital … - 2023

This technical note on Iceland focuses on Stress Testing and Systemic Risk Analysis. The Financial Sector Assessment …

Persistent link: https://www.econbiz.de/10015059202

Interbank asset-liability networks with fire sale management

Feinstein, Zachary; Hałaj, Grzegorz - 2023

Interconnectedness is an inherent feature of the modern financial system. While it contributes to efficiency of financial services, it also creates structural vulnerabilities: pernicious shock transmission and amplification impacting banks' capitalization. This has recently been seen during the...

Persistent link: https://www.econbiz.de/10014278677

Modelling systemic risk in Morocco's banking system

Kyoud, Ayoub; El Msiyah, Cherif; Madkour, Jaouad - In: International Journal of Financial Studies : open … 11 (2023) 2, pp. 1-16

ability to meet their obligations, implicitly raising systemic risk. In such circumstances, the collapse of one financial … devoted to the analysis of systemic risk in the Moroccan banking system, this paper aimed to fill this gap by analyzing the … Moroccan banks' systemic risk exposure and assessing their stability during the COVID-19 crisis, using Quantile Regression …

Persistent link: https://www.econbiz.de/10014285321

Margins, debt capacity, and systemic risk

Aramonte, Sirio; Schrimpf, Andreas; Shin, Hyun Song - 2023

Persistent link: https://www.econbiz.de/10014364297

Bank stability and systemic risk measurement : application of z-score variations to the turkish banking sector

Tarkocin, Coskun; Donduran, Murat - In: International journal of finance & banking studies : JJFBS 12 (2023) 1, pp. 63-73

Persistent link: https://www.econbiz.de/10014308022

Impact of banking sector competition on emerging market banks' safety and soundness : study on Indian Banks

Mohapatra, Sabyasachi; Misra, Arun Kumar; Rahman, Molla … - In: Cogent economics & finance 11 (2023) 1, pp. 1-23

with 2-SLS system equation modeling to further explore linkages between competition, systemic risk, and stability … prevailing in the Indian banking system. The study revealed that for Indian banks competition and systemic risk are inversely … related. Systemic risk build-up occurs during the business growth cycle, and it spillovers onto the banking system during the …

Persistent link: https://www.econbiz.de/10014500859