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This article contributes to the quantification of systemic risk within the Moroccan banking system, focusing on listed banks. We utilize indicators derived from Tail Value at Risk and expectiles risk measures, as introduced by El qalli and Said (2013) (El Qalli & Said, 2023), to measure the...
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, they are subject to potential runs. We derive distinct liquidity, collateral, and asset liquidation constraints, which … ward off an individual run depends on whether it has sufficient liquidity, collateral, and asset liquidation capacity … possible if shocks to the valuation of collateral held by outside investors are sufficiently strong and uniform, and if the …
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