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'Too Big to Fail' or 'Too Non-Traditional to Fail'? : The Determinants of Banks' Systemic Importance

Moore, Kyle - 2013

This paper empirically analyzes the determinants of banks' systemic importance. In constructing a measure on the systemic importance of financial institutions we find that size is a leading determinant. This confirms the usual "Too big to fail" argument. Nevertheless, banks with size above a...

Persistent link: https://www.econbiz.de/10013091736

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

Systemic Risk, Corporate Governance and Regulation of Banks Across Emerging Countries

Andries, Alin Marius - 2016

This paper investigates the impact of governance and regulation on systemic risk across a sample of banks from 10 Emerging CEE countries during 2005-2012. Overall, our results show that tight internal risk management mechanisms and shareholder-friendly supervisory boards are associated with...

Persistent link: https://www.econbiz.de/10012997465

Systemically important banks : emerging risk and policy responses : an agent-based investigation

Popoyan, Lilit; Napoletano, Mauro; Roventini, Andrea - 2023

to Basel III macro-prudential frameworks and manage their liquidity in the interbank market. The Central Bank performs … type and management strategy of the bank, leading to the ''one-size-fits-all'' problem. Finally, we found that additional …

Persistent link: https://www.econbiz.de/10014332099

The UBS-Credit Suisse Merger : Helvetia's Gift

Böni, Pascal; Kroencke, Tim-Alexander; Vasvari, Florin P. - 2023

The UBS- Credit Suisse (CS) merger in March 2023, one of the biggest banking unions in history, was an emergency rescue deal engineered by Swiss authorities to avoid more market-shaking turmoil in global banking. The merger resulted in a significant increase in the combined stakeholder net...

Persistent link: https://www.econbiz.de/10014349670

Measuring the evolution of competition and the impact of the financial reform in the Mexican banking sector, 2008-2019

Bátiz-Zuk, Enrique; Sánchez, José Luis Lara - 2021

This paper analyzes the monthly evolution of bank competition in Mexico from 2008 to 2019 using different measures …

Persistent link: https://www.econbiz.de/10012584137

Measuring Systemic Risk in the Korean Banking Sector via Dynamic Conditional Correlation Models

Yun, Jaeho - 2015

across banks. Second, we find that systemic risk contributions are closely related to certain bank characteristic variables …

Persistent link: https://www.econbiz.de/10013026041

Concentrated Commonalities and Systemic Risk in China’s Banking System : A Contagion Network Approach

Shi, Qing; Sun, Xiaoqi; Jiang, Yile - 2022

; (4) a bank’s systemic importance/vulnerability depends on complex interaction between asset volume, leverage rate, and … contributes to more efficient and precise regulations. Moreover, we contribute a ranking framework to assess each bank’s systemic …

Persistent link: https://www.econbiz.de/10013321482

Banking Stability : The Impact of Financial Sector Heterogeneity on Systemic Risk in Financial Crises and Economic Recessions

León, Carlos; LIU, Zihao; Renneboog, Luc - 2023

hypothesis using a bank holding company (BHC) level heterogeneity index based on granular balance-sheet, income statements, cash … flow statements, and off-balance-sheet information for the U.S. bank holding companies over a sample period spanning the …-2009) and the COVID-19 Recession, especially for the largest bank holding companies (BHCs). As such, a declining level of …

Persistent link: https://www.econbiz.de/10014355963

Banking Stability : The Impact of Financial Sector Heterogeneity on Systemic Risk in Financial Crises and Economic Recessions

León, Carlos; Liu, Zihao; Renneboog, Luc - 2023

hypothesis using a bank holding company (BHC) level heterogeneity index based on granular balance-sheet, income statements, cash … flow statements, and off- balance-sheet information for the U.S. bank holding companies over a sample period spanning the …) and the COVID-19 Recession, especially for the largest bank holding companies (BHCs). As such, a declining level of …

Persistent link: https://www.econbiz.de/10014258573