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The Financial Stability Board and Global Systemically Important Banks : Unintended Consequences?

Dewenter, Kathryn L. - 2013

We identify, measure and compare the characteristics of Global Systemically Important Banks (G-SIBs) vis-à-vis banks not chosen by the Financial Stability Board (FSB) to be in the 2011 G-SIB group; investors' responses to banks being classified as a G-SIB and how these responses relate to...

Persistent link: https://www.econbiz.de/10013074670

The Use of Systemic Risk Measures in the Indonesian Banking Sector

Raz, Arisyi - 2016

in terms of bank-specific and country-specific of the banking sector. We also find that the use of MES is more …

Persistent link: https://www.econbiz.de/10013001052

Cyclical Systemic Risk and Downside Risks to Bank Profitability

Lang, Jan Hannes - 2020

This paper studies the impact of cyclical systemic risk on future bank profitability for a large representative panel … risk predict large drops in the average bank-level return on assets (ROA) with a lead time of 3-5 years. Based on quantile … local projections we further show that the negative impact of cyclical systemic risk on the left tail of the future bank …

Persistent link: https://www.econbiz.de/10012834322

Cyclical Behavior of Systemic Risk in the Banking Sector

Andries, Alin Marius - 2020

-wide distress move procyclically during credit and house cycles, meaning that during upturns in credit and house cycles bank … cycle. Additionally, the empirical analysis shows that both bank-specific and macroeconomic factors influence banks …

Persistent link: https://www.econbiz.de/10012839826

Systemic Risk in a Structural Model of Bank Default Linkages

Kreis, Yvonne - 2017

We study a structural model of individual bank defaults across the banking sector; banks are interconnected through …

Persistent link: https://www.econbiz.de/10012970529

What's the Contingency? A Proposal for Bank Contingent Capital Triggered by Systemic Risk

Allen, Linda - 2016

, measured using CATFIN, and (2) the individual bank's contribution to overall systemic risk, measured using delta CoVaR. The …

Persistent link: https://www.econbiz.de/10013003028

Measuring Systemic Risk Potential Across Banks in Asia

Mensah, Jones Odei - 2016

The unusual severity of the recent global financial crisis has drawn much attention to systemic risk, particularly its measurement, and the institutions that contribute most to it. This paper provides an empirical examination of the systemic risk potential among banking institutions in Asia...

Persistent link: https://www.econbiz.de/10013005020

What's the Contingency? A Proposal for Bank Contingent Capital Triggered by Systemic Risk

Allen, Linda - 2016

, measured using CATFIN, and (2) the individual bank's contribution to overall systemic risk, measured using delta CoVaR. The …

Persistent link: https://www.econbiz.de/10013005755

Playing it Safe : Global Systemically Important Banks after the Crisis

Goel, Tirupam - 2019

Post-crisis reforms aim to mitigate the systemic risks that arise from global systemically important banks (G-SIBs). Based on our estimates of G-SIBs' probability of distress, we find that their resilience has improved in recent years on the back of higher capital ratios. Furthermore, by...

Persistent link: https://www.econbiz.de/10012861338

What's the Contingency? A Proposal for Bank Contingent Capital Triggered by Systemic Risk

Allen, Linda - 2014

banking system, measured using CATFIN, and (2) individual bank contribution to overall risk in the banking system, measured …) and the impact of individual bank distress on system stability (ΔCoVaR) …

Persistent link: https://www.econbiz.de/10013052159