We examine systemic risk in the Chinese banking system by estimating the conditional value at risk (CoVaR), the … China. Although these measures show different patterns, our results suggest that systemic risk in the Chinese banking system … that Chinese banks are at greater risk according to the CoVaR, the SII and the VI approaches, but have the lowest MES …

In this paper we review recent advances in financial economics in relation to the measurement of systemic risk. We … start by reviewing studies that apply traditional measures of risk to financial institutions. However, the main focus of the …. Applications of these techniques for the analysis and pricing of systemic risk has already provided significant benefits at least …

This paper analyzes the effect of the removal of government guarantees on bank risk taking. We exploit the removal of …

We analyze the link between banking sector quality and sovereign risk in the whole European Union over 1999–2014. We … employ four different indicators of sovereign risk (including market- and opinion-based assessments), a rich set of … is associated with increased sovereign risk. The sector's depth provides mixed results. The stability (capital adequacy …

institution faces a growing risk of lending into insolvency, most widespread among low income countries in chronic arrears to the …