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Financial network systemic risk contributions

Hautsch, Nikolaus; Schaumburg, Julia; Schienle, Melanie - 2013

We propose the realized systemic risk beta as a measure for financial companies' contribution to systemic risk given network interdependence between firms' tail risk exposures. Conditional on statistically pre-identified network spillover effects and market as well as balance sheet information,...

Persistent link: https://www.econbiz.de/10010201170

Systemic risk spillovers in the European banking and sovereign network

Betz, Frank; Hautsch, Nikolaus; Peltonen, Tuomo; … - 2014

-stage fixed-effects quantile approach, which explicitly links bank interconnectedness to systemic risk contributions. The … equity and CDS prices. We provide new evidence on how banking sector fragmentation and sovereign-bank linkages evolved over …

Persistent link: https://www.econbiz.de/10010411283

What do banks do? : what should banks do?

Wray, L. Randall - 2010

Before we can reform the financial system, we need to understand what banks do; or, better, what banks should do. This paper will examine the later work of Hyman Minsky at the Levy Institute, on his project titled “Reconstituting the United States’ Financial Structure.” This led to a...

Persistent link: https://www.econbiz.de/10008657990

Wind-Down of Bank Trading Books

Santoni, Alessandro; Rossignol, Ghislain; Akhouen, Richard - 2023

This article focuses on some of the operational aspects of winding down a bank’s trading book portfolio and discusses …

Persistent link: https://www.econbiz.de/10014350584

Institutional quality's influence on financial inclusion' impact on bank stability

Dao Ha; Nguyen, Yen - In: Cogent economics & finance 11 (2023) 1, pp. 1-22

financial inclusion negatively hurts bank stability, and this effect will be improved if it is implemented in an environment of … results are consistent across all three measures of bank stability, Zscore, standardized Zscore, and non-performing loans (NPL …

Persistent link: https://www.econbiz.de/10014500740

Financial network systemic risk contributions

Hautsch, Nikolaus; Schaumburg, Julia; Schienle, Melanie - 2012

Persistent link: https://www.econbiz.de/10009583171

Financial Transparency to the Rescue : Effects of Country-by-Country Reporting in the EU Banking Sector on Tax Avoidance

Overesch, Michael - 2020

We analyze the effect of mandatory financial transparency on corporate tax avoidance. Capital Requirements Directive IV by the European Commission required multinational banks to publish key financial and tax data in the form of public Country-by-Country Reporting. We examine tax avoidance of...

Persistent link: https://www.econbiz.de/10012853394

Contrasting Worldviews at Bank and Securities Market Regulators

Flannery, Mark J. - 2019

Bank and securities regulators operate with different attitudes about the appropriate regulation of financial … institutions and markets. Bank regulators' prudential oversight protects depositors from worrying about the repayment of their bank …

Persistent link: https://www.econbiz.de/10012863463

Systemic Risk in the Italian Banking Sector

Borri, Nicola - 2015

' contribution to systemic risk by ΔCoVaR, that measures the contribution of bank i to the financial system VaR when bank i is in a … banks and on the need to curb their size. We find that size is indeed the main predictor of a bank contribution to systemic …

Persistent link: https://www.econbiz.de/10013029151

A Tale of Two Banking Systems : The Performance of U.S. and European Banks in the 21st Century

Weigand, Robert A. - 2015

meaningful. Despite unprecedented central bank intervention, the stock returns of both U.S. and European banks have remained … significantly related to market and bank-level fundamentals in the years since the financial crisis. Modeling bank returns as a … function of their profitability, growth and solvency explains 44% to 60% of the variation in U.S. and European bank stock …

Persistent link: https://www.econbiz.de/10013030666