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Multifactor risk attribution applied to systemic, climate and geopolitical tail risks for the Eurozone banking sector

Bettin, Giulia; Mensi, Gian Marco; Recchioni, Maria Cristina - In: Risks : open access journal 11 (2023) 10, pp. 1-26

The aim of this work is to introduce an innovative methodology for performing risk attribution within a multifactor … risk framework. We applied this analysis to the assessment of systemic, climate, and geopolitical risks relative to a … the combined risk to each factor and to the effect of their interaction by employing our proposed frequency-based approach …

Persistent link: https://www.econbiz.de/10014391739

Risk governance and financial stability : a comparative study of conventional and Islamic banks in the GCC

Raouf, Hajar; Ahmed, Habib - In: Global finance journal 52 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10013412596

European banks and risk management : did the 2008 financial crisis have any impact?

Falzon, Joseph; Vella, Jennifer - In: Journal of risk management in financial institutions 14 (2020/2021) 1, pp. 84-95

Persistent link: https://www.econbiz.de/10012504494

Risk diversification by European financial conglomerates

Slijkerman, Jan Frederik; Schoenmaker, Dirk; Vries, … - 2005

Persistent link: https://www.econbiz.de/10003233496

Perception of non-financial risk determinants in SMEs in Visegrad countries

Virglerova, Zuzana; Dvorský, Ján; Kozubikova, Ludmila; … - In: Oeconomia Copernicana 11 (2020) 3, pp. 509-529

Persistent link: https://www.econbiz.de/10012292042

Risk-taking behavior during financial crisis of European banking industry

Jabra, Wiem Ben; Mighri, Zouheir; Mansouri, Fayçal - In: The empirical economics letters : a monthly … 15 (2016) 10, pp. 1017-1028

Persistent link: https://www.econbiz.de/10011717136

Stress test impact and bank risk profile : evidence from macro stress testing in Europe

Gambetta, Nicolás; García-Benau, María Antonia; … - In: International review of economics & finance : IREF 61 (2019), pp. 347-354

Persistent link: https://www.econbiz.de/10012205434

Are systemically important eurozone banks undercapitalized? : a stress testing approach

Kahlert, Dennis; Wagner, Niklas F. - In: Three essays on capital and liquidity, (pp. 6-52). 2018

Persistent link: https://www.econbiz.de/10012116889

On the macro-drivers of realized volatility : the destabilizing impact of UK policy uncertainty across Europe

Karanasos, Menelaos; Yfanti, S. - In: The European journal of finance 26 (2020) 12, pp. 1146-1183

Persistent link: https://www.econbiz.de/10012264953

Financial crisis and extreme market risks : evidence from Europe

Orłowski, Lucjan T. - In: Review of financial economics : RFE 21 (2012) 3, pp. 120-130

Persistent link: https://www.econbiz.de/10009703032

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