by the BCBS (2011) and used by the Financial Stability Board in its yearly G-SIFIs identification. This methodology is … based on publicly available data, providing fully transparent results with a G-SIFIs list that helps to bridge the gap … obtain their systemic importance ranking and SIFIs lists. A statistical analysis and some geographical and historical …

distinct strategies have affected bank profitability and risk before the crisis, and what impact they have put on the mortgage … crisis. Our results prove that the asset structure of banks was responsible for the systemic risk before the mortgage crisis …

This paper discusses the causes and the consequences of the financial crisis 2007-2008 with a focus on systemic risk …

financial systems all over the world. The aim of this paper is to point out the importance of systemic risk management in the … European Union (EU). Structured on two parts, the study presents the evaluation methods of the systemic risk in the mentioned …

This introductory note discusses the calculation of value at risk (VaR) of a company with two departments. The problem …

The article presents the initial proposal for the group risk measurement based on the comparison of two interconnected … sets of webs. The risk scalar has been presented both for each separated subsidiary as well as for the group itself. It was … shown the risk profile of the group could be aggregated into a single value, and some consequences of that attribute was …

empirical support for rationales of hedging with derivatives at the firm level. While various empirical challenges and … with derivatives use being just one part of a broader financial strategy that considers the type and level of financial … risks, the availability of risk-management tools, and the operating environment of the firm. In particular, recent evidence …