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Financial crises, concentration and efficiency : effects on performance and risk of banks

Sanfilippo Azofra, Sergio; Cantero Saiz, María; Torre … - In: Finance a úvěr 63 (2013) 6, pp. 537-558

Persistent link: https://www.econbiz.de/10010244899

Forecasting systemic impact in financial networks

Hautsch, Nikolaus; Schaumburg, Julia; Schienle, Melanie - In: International journal of forecasting 30 (2014) 3, pp. 781-794

Persistent link: https://www.econbiz.de/10010515583

Global crisis and credit risk management by banks : a comparative study of banks in Pakistan

Ali, Azam; Ghauri, Saghir Pervaiz - In: International journal of business and economics … 2 (2013) 6, pp. 158-168

Persistent link: https://www.econbiz.de/10010341585

Modelling systemically important banks vis-à-vis the basel prudential guidelines

Salim, M. Zulkifli; Daly, Kevin James - In: Journal of risk and financial management : JRFM 14 (2021) 7, pp. 1-20

Our paper investigates Indonesia's systemically important banks (SIBs) using theoretical approaches-CoVaR, marginal expected shortfall (MES), and SRISK-to compare with the Basel guidelines as benchmark. We use Indonesian banks' market and supervisory data over the 2008-2019 period. The research...

Persistent link: https://www.econbiz.de/10012622472

Pitfalls in systemic-risk scoring

Benoit, Sylvain; Hurlin, Christophe; Pérignon, Christophe - In: Journal of financial intermediation 38 (2019), pp. 19-44

Persistent link: https://www.econbiz.de/10012269638

Stand-alone vs systemic risk-taking of financial institutions

Strobl, Sascha - In: Journal of risk finance : the convergence of financial … 17 (2016) 4, pp. 374-389

Persistent link: https://www.econbiz.de/10011572083

Corporate governance structure and capital adequacy : implications to bank risk taking

Abou-El-Sood, Heba - In: International journal of managerial finance : IJMF 13 (2017) 2, pp. 165-185

Persistent link: https://www.econbiz.de/10011699278

When Banks Grow Too Big for their National Economies : Tail Risks, Risk Channels, and Government Guarantees

Hagendorff, Jens - 2017

(measured as a bank's liabilities divided by national GDP) are linked to banks displaying higher tail risk. This effect is not … entirely due to risk channels that disproportionately expose relatively large banks to systematic tail risks, sovereign risks …, or banking crises. Instead, we detect a persistent component in the tail risk of relatively large banks that is bank …

Persistent link: https://www.econbiz.de/10012974803

When banks grow too big for their national economies : tail risks, risk channels, and government Guarantees

Hagendorff, Jens; Keasey, Kevin; Vallascas, Francesco - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 5, pp. 2041-2066

Persistent link: https://www.econbiz.de/10011959067

Are "too big to fail" banks just different in size? : a study on systemic risk and stand-alone risk

Li, Zongyuan; Lai, Rose Neng - In: International review of financial analysis 93 (2024), pp. 1-23

Persistent link: https://www.econbiz.de/10014543518

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