Search Results - "Systemic risk"

Exploring systemic risk dynamics in the Chinese stock market : a network analysis with risk transmission index

Zeng, Xiaowei; Hu, Yifan; Pan, Chengjun; Hou, Yanxi - In: Risks : open access journal 12 (2024) 3, pp. 1-24

Systemic risk refers to the potential for a disruption in one part of a financial system to trigger a cascade of … adverse effects, impacting the functioning of the system. Despite the progress on novel systemic risk measures, research on … dynamics of systemic risk network structure and its community effect is still in its initial state. In this study, we utilize …

Persistent link: https://www.econbiz.de/10014497412

Quantifying systemic risk in Morocco's banking system using Euler indicators and extreme dependence

Said, Khalil; El Qalli, Yassine; Fadlallah, Abdellali - In: Cogent business & management 10 (2023) 3, pp. 1-19

This article contributes to the quantification of systemic risk within the Moroccan banking system, focusing on listed …

Persistent link: https://www.econbiz.de/10014505870

Measuring european banks' exposure to climate risk

Giacchetta, Gianandrea; Giacometti, Rosella - In: Review of corporate finance 4 (2024) 1/2, pp. 151-176

Persistent link: https://www.econbiz.de/10014554014

Anticipating the unforeseen and expecting the unexpected : effectiveness of macro-prudential policies in Curbing the impact of stranded assets in the banking sector

Nkwaira, Chekani; Van der Poll, Huibrecht Margaretha - In: Risks : open access journal 11 (2023) 5, pp. 1-16

can spawn systemic risk. After the Great Recession, macro-prudential instruments effectively addressed systemic risk …-related risks. The adaptability of macro-prudential instruments to address climatic risks and, by implication, systemic risk is …

Persistent link: https://www.econbiz.de/10014332090

Influential risk spreaders and systemic risk in Chinese financial networks

Yang, Ming-Yuan; Wu, Zhen-Guo; Wu, Xin; Li, Sai-Ping - In: Emerging markets review 60 (2024), pp. 1-21

Persistent link: https://www.econbiz.de/10014533619

An AI approach to measuring financial risk

Yu, Lining; Härdle, Wolfgang; Borke, Lukas; Benschop, Thijs - In: The Singapore economic review 68 (2023) 5, pp. 1529-1549

Persistent link: https://www.econbiz.de/10014436192

Credit rating downgrades and systemic risk

Kladakis, George; Skouralis, Alexandros - In: Journal of international financial markets, … 90 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10014494699

Risky firms and fragile banks : implications for macroprudential policy

Gasparini, Tommaso; Lewis, Vivien; Moyen, Stéphane; … - 2024

Increases in firm default risk raise the default probability of banks while decreasing output and inflation in US data. To rationalize the empirical evidence, we analyse firm risk shocks in a New Keynesian model where entrepreneurs and banks engage in a loan contract and both are subject to...

Persistent link: https://www.econbiz.de/10014501102

Can market risk explain the systemic risk? : evidence from the US banking industry

Tzouvanas, Panagiotis - In: Journal of economic studies 51 (2024) 1, pp. 165-184

Persistent link: https://www.econbiz.de/10014466448

Reverse stress testing : scenario design for macroprudential stress tests

Baes, Michel; Schaanning, Eric - In: Mathematical finance : an international journal of … 33 (2023) 2, pp. 209-256

Persistent link: https://www.econbiz.de/10014278668