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This paper presents an analysis of the dynamic measures of volatility connectedness of major bank stocks in the US and …
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policy decision-making process; stress testing results also help bank executives (and risk managers) better manage risks, and …-warning indicator. Stress testing is not a standalone tool and it does not supplant other tools in the central bank's arsenal; quite the …
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The unusual severity of the recent global financial crisis has drawn much attention to systemic risk, particularly its measurement, and the institutions that contribute most to it. This paper provides an empirical examination of the systemic risk potential among banking institutions in Asia...
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