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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
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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
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Twelve years after the financial crisis - too-big-to-fail is still with us : comments on the Financial Stability Board's Consultation Report "Evaluation of the effects of too-big-to-fail reforms"
Hellwig, Martin - 2020
linear causal relationships. Finally, the comments point out that bank resolution of systemically important institutions is … resolution (in the EI), for lack of fiscal backstops (in the EU), and for lack of political acceptance of bank resolution with …
Persistent link: https://www.econbiz.de/10012306407
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Incentive Compatible Relationship between Ermii and Close-Cooperation in the Banking Union : The Case of Bulgaria and Croatia
Nieto, María J.; Singh, Dalvinder - 2020
; coordination of micro-prudential supervision and bank resolution)? It is evident from the research undertaken in this paper that …
Persistent link: https://www.econbiz.de/10014351944
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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
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On the optimal control of interbank contagion in the euro area banking system
Fukker, Gábor; Kok Sørensen, Christoffer - 2021
In this paper we present a methodology of model-based calibration of additional capital needed in an interconnected financial system to minimize potential contagion losses. Building on ideas from combinatorial optimization tailored to controlling contagion in case of complete information about...
Persistent link: https://www.econbiz.de/10012519357
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A macroprudential contagion stress test framework
Bjørland, Christian; Kockerols, Thore - 2020
shock to bank capital at the macro level. The framework looks at how fire sales of common asset holdings can lead to …
Persistent link: https://www.econbiz.de/10012240728
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Shadow Bank Runs
Andolfatto, David; Nosal, Ed - 2020
Short-term debt is commonly used to fund illiquid assets. A conventional view asserts that such arrangements are run-prone in part because redemptions must be processed on a first-come, first-served basis. This sequential service protocol, however, appears absent in the wholesale banking...
Persistent link: https://www.econbiz.de/10014048855
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Systemic Risk Early Warning System : A Micro-Macro Prudential Synthesis
Oet, Mikhail V. - 2013
feedback amplification mechanism. The models explain financial stress using data from the five largest bank holding companies …
Persistent link: https://www.econbiz.de/10013083893
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Measuring Macroprudential Risk : Financial Fragility Indexes
Tymoigne, Eric - 2011
With the Great Recession and the regulatory reform that followed, the search for reliable means to capture systemic risk and to detect macrofinancial problems has become a central concern. In the United States, this concern has been institutionalized through the Financial Stability Oversight...
Persistent link: https://www.econbiz.de/10013128524