-indexed loans, leaving unhedged bank customers exposed to potential swings in exchange rates or foreign interest rates …

indices determined throughout the 2008 financial crisis are Poland, Romania and Russia. The novel methodology combines two … Russia and energy sectors from Russia and Romania. All of them show signs of the DOW effect in contagion: five exhibit higher …

The COVID-19 pandemic is damaging economies across the world including financial markets and institutions in all … situation. Using a state-designed stress testing model, the paper estimates the impacts of COVID-19 pandemic on three particular … bank and sectoral levels. However, estimates show that larger banks are relatively more vulnerable. The decline in all …