Showing 1 - 10 of 9,326
Persistent link: https://www.econbiz.de/10012209232
context, this paper analyzes the systemic risk of both banks and non-bank sectors (securities firms and insurance companies …) in South Korea over different time periods. Using the widely recognized ΔCoVaR methodology for measuring systemic risk …, the analysis reveals that systemic risk increased substantially across all three sectors (banks, securities firms, and …
Persistent link: https://www.econbiz.de/10014496710
Persistent link: https://www.econbiz.de/10013463003
This paper presents an approach to a macroprudential stress test for the euro area banking system, comprising the 91 largest euro area credit institutions across 19 countries. The approach involves modelling banks'reactions to changing economic conditions. It also examines the effects of adverse...
Persistent link: https://www.econbiz.de/10012033284
die in der Finanzkrise 2007 - 2009 etablierten staatlich induzierten Bankenrettungsmaßnahmen (Bailouts). Sie zeigt auf …, dass diese das systemische Risiko insgesamt erhöhen können und infolgedessen das Ziel einer langfristigen …, Kapitalmärkte Fach- und Führungskräfte aus dem Bankbereich und Risikomanagement Die Autorin Vera Stolz-Gerhardt ist …
Persistent link: https://www.econbiz.de/10012401800
risk as the Basel process unfolds. Most strikingly, we find that the exposure to systemic risk as measured by SRISK has … in containing systemic risk for the majority of European banks but not for the largest and most risky institutions. In … the second part we analyze the drivers of systemic risk. We find compelling evidence that the increase in exposure to …
Persistent link: https://www.econbiz.de/10012910412
Persistent link: https://www.econbiz.de/10011654436
Persistent link: https://www.econbiz.de/10011914259
risk as the Basel process unfolds. Most strikingly, we find that the exposure to systemic risk as measured by SRISK has … in containing systemic risk for the majority of European banks but not for the largest institutions. In the second part … we analyse the drivers of systemic risk. We find compelling evidence that the increase in exposure to systemic risk …
Persistent link: https://www.econbiz.de/10012946327