In der Studie werden die makroökonomischen Bedingungen in afrikanischen Ländern südlich der Sahara erläutert und die aktuellen Entwicklungen und Trends im Bankensektor der Region im Überblick erörtert. Dabei gehen die Autoren auf die Herausforderungen und Chancen ein, die sich für den...

This study explains the latest developments of the banking sectors in Mediterranean Partner Countries and discusses financing needs and opportunities that arise in these turbulent times. Its aim is to contribute to a better understanding of recent market developments as well as a to provide a...

We propose a framework for estimating network-driven time-varying systemic risk contributions that is applicable to a high-dimensional financial system. Tail risk dependencies and contributions are estimated based on a penalized two-stage fixed-effects quantile approach, which explicitly links...

We propose a framework for estimating time-varying systemic risk contributions that is applicable to a high-dimensional and interconnected financial system. Tail risk dependencies and systemic risk contributions are estimated using a penalized two-stage fixed-effects quantile approach, which...

The paper develops an early-warning model for predicting vulnerabilities leading to distress in European banks using both bank and country-level data. As outright bank failures have been rare in Europe, the paper introduces a novel dataset that complements bankruptcies and defaults with state...

We propose a framework for estimating network-driven time-varying systemic risk contributions that is applicable to a high-dimensional financial system. Tail risk dependencies and contributions are estimated based on a penalized two-stage fixed-effects quantile approach, which explicitly links...