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systemic risk contributions of individual banks and find that these are mainly determined by the bank size. Depending on the …
Persistent link: https://www.econbiz.de/10013114931
The general consensus on the need to enhance the resilience of the financial system has led to the imposition of higher capital requirements for certain institutions, supposedly based on their contribution to systemic risk. Global Systemically Important Banks (G-SIBs) are divided into buckets...
Persistent link: https://www.econbiz.de/10012963256
institutions. The aim of the study is to estimate the contribution systemic risk of the bank i in the analyzed banking sector of a … total of 40 banks, traded on the public market, which provided a market valuation of the bank's capital. The conclusions are …
Persistent link: https://www.econbiz.de/10013027996
Prudential tools that target financial stability need to be calibrated at the level of the financial system but implemented at the level of each regulated institution. They require a methodology for the allocation of system-wide risk to the individual institution in line with its systemic...
Persistent link: https://www.econbiz.de/10013095639
-level financial cycle measurement and early warning methods, and (iii) the ECB stress testing framework for macroprudential purposes. …
Persistent link: https://www.econbiz.de/10012033308
Fintech has increasingly become part of the global economy with the evolution of technology, increasing investments in fintech firms, and greater integration between traditional incumbent financial firms and fintech. Since the 2007-2009 financial crisis, research has also paid more attention to...
Persistent link: https://www.econbiz.de/10012219547
measurement of the effectiveness of these events in a network setting. In particular, it allows discerning interventions which …
Persistent link: https://www.econbiz.de/10011958261
measurement of the effectiveness of these events in a network setting. In particular, it allows discerning interventions which …
Persistent link: https://www.econbiz.de/10011992508
Fintech has increasingly become a part of the global economy with the evolution of technology, increasing investments in fintech firms, and greater integration between traditional incumbent financial firms and fintech. Since the 2007-2009 financial crisis, more attention has also been given to...
Persistent link: https://www.econbiz.de/10012847340
Persistent link: https://www.econbiz.de/10011419194