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 to draw conclusions about system-wide risk … the public, long-term systemic risk among banks tends to increase. In contrast, a settlement with regulatory authorities …

-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 …

stressed expected loss (SEL). We simulate a market downturn as a negative shock on interest rate and credit market risk factors …

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 …

We assess the efficacy of systemic risk measures that rely on U.S. financial firms' stock return co-movements with … bond spreads and narrative dating. Systemic risk measures exhibit substantial and robust predictive power in explaining the … emanating from banking sector fragility. Overall, market-based systemic risk measures offer a promising complement to macro …

-2009 financial crisis, more attention has also been given to systemic risk and the impact of financial institutions on systemic risk …. As fintech grows, so too should the concern for its possible impact on systemic risk. This paper analyzes two indices of … against the financial system to measure their impact on systemic risk. Our results show that at this time fintech firms do not …

, and near-frictionless refinancing opportunities - led to vastly increased systemic risk in the financial system …