additional aspect of necessary orchestration has emerged, that is the need to control systemic risk. Specific attention is paid …

This paper examines the driving effect of economic policy uncertainty on bank systemic risk with a distinction between … systemic linkage and bank tail risk. Using bank-level data of 25 economies during the period 2010-2020, we find consistent and … robust evidence that policy uncertainty is negatively associated with bank tail risk but positively related to systemic …

This paper examines the driving effect of economic policy uncertainty on bank systemic risk with a distinction between … systemic linkage and bank tail risk. Using bank-level data of 25 economies during the period 2010-2020, we find consistent and … robust evidence that policy uncertainty is negatively associated with bank tail risk but positively related to systemic …

measures allow us to rank firms in terms of risk connectedness and firm characteristics. We present a general systemic risk …. Second, the systemic risk in the financial sector built–up from early 2005, peaked in September 2008, and greatly reduced … after the introduction of TARP and the rescue of AIG. Anxiety about European debt markets saw the systemic risk begin to …

-carbon economy, namely, orderly transition, disorderly transition, and no transition (hot house world). We describe three systemic … risk metrics computed from a copula-based model of dependence between financial firm returns and financial asset market … returns: climate transition expected returns, climate transition value-at-risk, and climate transition expected shortfall …

interventions etc. This paper analyzes the relationship between systemic risk Management and regulation in the context of rules and … expectations. In this context, systemic risk arising from the too big financial institutions would continue to threat global …