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Modeling and simulating cross country banking contagion risks

Zedda, Stefano; Spinace-Casale, Antonella - In: Journal of risk and financial management : JRFM 14 (2021) 8, pp. 1-16

The recent financial crisis proved that financial contagion could spread among countries resulting in disruptive effects. In this paper, by modeling and simulating banking system behavior and linkages across countries, we assess, based on data from the BIS and IMF, the possible outcome of...

Persistent link: https://www.econbiz.de/10012626421

Stress testing and elements of consolidated supervision as key instruments for enhanced risk-oriented monitoring of banks' activities

Alibeki, Hamid; Samsonov, Maksym - In: Financial markets, institutions and risks : FMIR 1 (2017) 4, pp. 37-46

Persistent link: https://www.econbiz.de/10011773772

European Banking Union structures and dynamics

Fernández Fernández, José Alejandro - In: Cogent economics & finance 11 (2023) 2, pp. 1-30

network are analyzed with Machine Learning, obtaining as push and pull bank variables solvency and bank income structure …

Persistent link: https://www.econbiz.de/10014502810

Developing banking system stability index for Nigeria

Sere-Ejembi, Angela; Udom, Ini S.; Salihu, Audu; Atoi, … - In: CBN journal of applied statistics 5 (2014) 1, pp. 49-77

This study constructed a banking system stability index (BSSI) for Nigeria, using a combination of financial soundness indicators and macro-fundamentals. It applied statistical and Conference Board Methodology normalisation processes on Nigeria's banking and macroeconomic data from 2007Q1 to...

Persistent link: https://www.econbiz.de/10011488817

The influence of foreign direct investment on banking stability in a dual banking system during the COVID-19 pandemic and the global financial crisis

Alzarooni, Lubna; Al-Shboul, Mohammad; Maghyereh, Aktham I. - In: Borsa Istanbul Review 24 (2024) 5, pp. 1046-1058

This study investigates the impact of foreign direct investment (FDI) on bank stability in the Gulf Cooperation Council … FDI and bank stability, and Islamic banks can mitigate this impact, enhancing overall stability. Notably, during recent … crises (the global financial crisis (GFC) and the COVID-19 pandemic (COVID-19)), FDI's effect on bank stability intensified …

Persistent link: https://www.econbiz.de/10015142027

Value at risk, legislative framework, crises, and procyclicality : what goes wrong?

Vasileiou, Evangelos; Samitas, Aristeidis - In: Review of Economic Analysis : REA 12 (2020) 3, pp. 345-369

This study highlights some deficiencies of the stock markets’ risk legislation framework, and particularly the CESR (2010) guidelines. We show that the current legislative framework fails to offer incentives to financial management companies to invest in advanced models for more representative...

Persistent link: https://www.econbiz.de/10012406119

The contribution of macroprudential policies to banks' resilience : lessons from the systemic crises and the COVID-19 pandemic shock

Matos, Tiago F. A.; Teixeira, João; Dutra, Tiago M. - In: International review of finance : the official journal … 23 (2023) 4, pp. 794-830

Persistent link: https://www.econbiz.de/10014440272

Systemic risk in an interconnected banking system with endogenous asset markets

Bluhm, Marcel; Krahnen, Jan Pieter - In: Journal of financial stability 13 (2014), pp. 75-94

Persistent link: https://www.econbiz.de/10011288874

Dynamical macroprudential stress testing using network theory

Levy Carciente, Sary; Kenett, Dror Y.; Avakian, Adam; … - In: Journal of banking & finance 59 (2015), pp. 164-181

Persistent link: https://www.econbiz.de/10011544421

Macroprudential policies, crisis and risk-taking : evidence from dual banking systems in GCC countries

Ghosh, Saibal - In: Journal of Islamic accounting and business research : JIABR 7 (2016) 1, pp. 6-27

Persistent link: https://www.econbiz.de/10011459662