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Too-systemic-to-fail : empirical comparison of systemic risk measures in the Eurozone financial system
Armanious, Amir - In: Journal of financial stability 73 (2024), pp. 1-48
Persistent link: https://www.econbiz.de/10015083444
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Do the Troika's financial assistance programs reduce systemic risk? : evidence from Eurozone countries
Moutsianas, Konstantinos A.; Kosmidou, Kyriaki - In: International journal of banking, accounting and finance 7 (2016) 2, pp. 149-171
Persistent link: https://www.econbiz.de/10011688312
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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 representative sample of Eurozone banks between 2011 and 2022....
Persistent link: https://www.econbiz.de/10014391739
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Systemic risk in European sovereign debt markets : a CoVaR-copula approach
Reboredo, Juan Carlos; Ugolini, Andrea - In: Journal of international money and finance 51 (2015), pp. 214-244
Persistent link: https://www.econbiz.de/10011475258
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Systemic risk - cause or effect of the financial crisis in the euro area? : the Case of Spanish banking system bailouts
Santos, Juan Luis; Kaszowska, Jagoda - In: Olsztyn economic journal 13 (2018) 4, pp. 457-473
Persistent link: https://www.econbiz.de/10012221735
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Transmission channels of systemic risk and contagion in the European financial network
Paltalidis, Nikos; Gounopoulos, Dimitrios; Kizys, Renatas; … - In: Journal of banking & finance 61 (2015), pp. 36-52
Persistent link: https://www.econbiz.de/10011584245
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Assessing shadow banking : non-bank financial intermediation in Europe
Grillet-Aubert, Laurent; Haquin, Jean-Baptiste; … - 2016
Owing to the disruptive events in the shadow banking system during the global financial crisis, policymakers and regulators have sought to strengthen the monitoring framework and to identify any remaining regulatory gaps. In accordance with its mandate, the European Systemic Risk Board (ESRB)...
Persistent link: https://www.econbiz.de/10011972880
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Financial regulation in the EU : cross-border capital flows, systemic risk and the European Banking Union as reference points for EU financial market integration
Haar, Brigitte - 2014
This is a chapter for a forthcoming volume Oxford Handbook of Financial Regulation (Oxford University Press 2014) (eds …. Eilís Ferran, Niamh Moloney, and Jennifer Payne). It provides an overview of EU financial regulation from the first banking … the accommodation of cross-border capital flows and their regulation necessarily require an orchestration of the …
Persistent link: https://www.econbiz.de/10010372581
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Systemic Risk in the European Banking Sector
Borri, Nicola - 2012
Brunnermeier (2011) based on the CoVaR and find that size is a predictor of a bank contribution to systemic risk, but it is not the … financial regulation designed only to curb banks' size would not completely eliminate systemic risk. On average, balance sheet …
Persistent link: https://www.econbiz.de/10013103612
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A new macro stress testing approach for financial realignment in the Eurozone
Apergis, Emmanuel; Apergis, Iraklis; Apergēs, Nikolaos - In: Journal of international financial markets, … 61 (2019), pp. 52-80
Persistent link: https://www.econbiz.de/10012128279