This paper sheds light on the impact of firms' risk measures on systemic risk. Firm risk, which is captured by the … volatility of stock market returns, is also decomposed into systematic and idiosyncratic risk. Using a sample of 2,667 US banks … for over 30 years, it is shown that idiosyncratic risk can surge systemic risk, while systematic risk plays a less …

requirments on hedge funds and collection of systemic risk data. On the other hand, as an additional direct regulatory measure … of hedge funds is unlikely to mitigate the potential systemic risk of hedge funds …

Basel III regulation intent is to increase the resiliency of banks through effective risk management practices that can … reduce significant idiosyncratic operational losses. A systemic risk event that leads to significant losses in a bank holding … referred to as idiosyncratic viral loss theory. This idiosyncratic viral loss theory discusses systemic operational losses that …

-2009 financial crisis, research has also paid more attention to systemic risk and the impact of financial institutions on systemic … risk. As fintech grows, so too should the concern about its possible impact on systemic risk. This paper analyzes two … firms against the financial system to measure their impact on systemic risk. Our results show that at this time fintech …

We analyze link between mortgage-related regulatory penalties levied on banks and the level of systemic risk in the U ….S. banking industry. We employ a frequency decomposition of volatility spillovers (connectedness) to assess system-wide risk … the public, long-term systemic risk among banks tends to increase. From the dynamic perspective, bank penalties represent …