Narrow search
Showing 1 - 10 of 64,305
Cover Image
Systemic Illiquidity Noise-based measure : a solution for systemic liquidity monitoring in frontier and emerging markets
Dziwok, Ewa; Kara's, Marta A. - In: Risks : open access journal 9 (2021) 7, pp. 1-29
financial system illiquidity. We empirically apply our method to a set of 10 divergent Central and Eastern Europe countries …
Persistent link: https://www.econbiz.de/10012598934
Cover Image
Has "too big to fail" been solved? : a longitudinal analysis of major U.S. banks
Thosar, Satish; Schwandt, Bradley - In: Journal of risk and financial management : JRFM 12 (2019) 1/24, pp. 1-14
In the wake of the global financial crisis that erupted in 2008, there has been extensive commentary and regulatory focus on the 'Too Big to Fail' issue. In this paper, we survey the proposed solutions and regulatory initiatives that have been undertaken. We conduct a longitudinal analysis of...
Persistent link: https://www.econbiz.de/10012022346
Cover Image
The impact of non-performing loan sales on the stock market : the role of corporate governance in an emerging market
Pirgaip, Burak; Uysal, Aydın - In: Borsa Istanbul Review 23 (2023) 3, pp. 674-684
that the market reacts positively to NPL sales and that this reaction is more pronounced when the selling bank has better …
Persistent link: https://www.econbiz.de/10014308822
Cover Image
Impact of banking sector competition on emerging market banks' safety and soundness : study on Indian Banks
Mohapatra, Sabyasachi; Misra, Arun Kumar; Rahman, Molla … - In: Cogent economics & finance 11 (2023) 1, pp. 1-23
competition exerts competitive pressure on the banking system, and hence it negatively contributes to the bank's stability. It has …
Persistent link: https://www.econbiz.de/10014500859
Cover Image
Measuring systemic risk of china's listed banks
Zhang, Ping; Wang, Yiru; Zhao, Min; Yang, Tzu-Yi - In: Financial studies 25 (2021) 3, pp. 6-29
After the financial crisis in 2008, the world becamemore aware of the importance of the systemic risk. Within China's financial system, commercial banks have a dominant position. Therefore, the study of systemic risk of the banking industry in China has an important and real meaning. The present...
Persistent link: https://www.econbiz.de/10012664694
Cover Image
A sentiment-based risk indicator for the Mexican financial sector
Fernandez, Raul; Palma Guizar, Brenda; Rho, Caterina - In: Latin American journal of central banking : LAJCB 2 (2021) 3, pp. 1-27
We apply sentiment analysis to Twitter messages in Spanish to build a sentiment risk index for the financial sector in Mexico. We classify a sample of tweets from 2006-2019 to identify messages in response to a positive or negative shock to the Mexican financial sector, relative to merely...
Persistent link: https://www.econbiz.de/10012659015
Cover Image
Modelling systemically important banks vis-à-vis the basel prudential guidelines
Salim, M. Zulkifli; Daly, Kevin James - In: Journal of risk and financial management : JRFM 14 (2021) 7, pp. 1-20
concordance with the Basel guidelines as applied by a bank supervisor. The findings show that SRISK produced a more consistent …
Persistent link: https://www.econbiz.de/10012622472
Cover Image
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
Cover Image
Groups, pricing, and cost of debt : evidence from Turkey
Küllü, A. Melih; Raymar, Steven B. - In: Journal of risk and financial management : JRFM 11 (2018) 1, pp. 1-31
impact on borrowing cost of affiliated firms. Bank loans are a dominant source of corporate funding in emerging markets, in … diversification increase the cost of loans. However, a group bank is advantageous in terms of borrowing, and decreases the cost of … financial firm and being cross-listed are not significantly associated with bank loan terms. Borrowing costs are thus influenced …
Persistent link: https://www.econbiz.de/10011855158
Cover Image
Quantifying systemic risk in Morocco's banking system using Euler indicators and extreme dependence
Said, Khalil; El Qalli, Yassine; Fadlallah, Abdellali - In: Cogent business & management 10 (2023) 3, pp. 1-19
dependencies within the system using tail dependence coefficients. Empirical results identify Attijariwafa Bank and Banque Centrale …
Persistent link: https://www.econbiz.de/10014505870