Search Results - subject:"” systemic risk"

Enhancing banking systemic risk indicators by incorporating volatility clustering, variance risk premiums, and considering distance-to-capital

Cevik, Emrah Ismail; Kenç, Turalay; Goodell, John W.; … - In: International review of economics & finance : IREF 97 (2025), pp. 1-23

Persistent link: https://www.econbiz.de/10015327028

Systemic risk among Chinese oil and petrochemical firms based on dynamic tail risk spillover networks

Chen, Tingqiang; Zheng, Xin; Wang, Lei - 2025

Persistent link: https://www.econbiz.de/10015374485

Understanding bank demand for sovereign debt and its systemic risk implications: The Kenyan experience

Ochenge, Rogers - 2025

and their implications for systemic risk. Key findings reveal that fiscal deficits, attractive bond yields, and capital … holdings across banks has increased, raising concerns about systemic risk due to potential correlated exposure to sovereign …

Persistent link: https://www.econbiz.de/10015397935

Illusive compliance and elusive risk-shifting after macroprudential tightening : evidence from EU banking

Koetter, Michael; Noth, Felix; Wöbbeking, Carl Fabian - Leibniz-Institut für Wirtschaftsforschung Halle - 2025

We study whether and how EU banks comply with tighter macroprudential policy (MPP). Observing contractual details for more than one million securitized loans, we document an elusive risk-shifting response by EU banks in reaction to tighter loan-to-value (LTV) restrictions between 2009 and 2022....

Persistent link: https://www.econbiz.de/10015202644

Stabilizing financial networks via mergers and acquisitions

Kallio, Markku; Khabazian, Aein - In: European journal of operational research : EJOR 321 (2025) 1, pp. 314-329

Persistent link: https://www.econbiz.de/10015094983

Introducing a novel fragility index for assessing financial stability amid asset bubble episodes

Lupu, Radu; Călin, Adrian Cantemir; Dumitrescu, Dan Gabriel - 2025

Persistent link: https://www.econbiz.de/10015359787

Static risk measures in a frequency-severity framework with systematic risk : application in reinsurance

Assa, Hirbod - In: North American actuarial journal : NAAJ ; leading the … 29 (2025) 1, pp. 94-118

Persistent link: https://www.econbiz.de/10015371153

Economic policy uncertainty, investor sentiment and systemic financial risk : evidence from China

Fang, Guobin; Zhou, Xuehua; Ma, Huimin; Zhao, XiaoFang; … - 2025

Persistent link: https://www.econbiz.de/10015372013

The estimation risk in extreme systemic risk forecasts

Hoga, Yannick - 2025

Persistent link: https://www.econbiz.de/10015374602

Sokrates Forms : a research instrument for creating social impact of science on the example of system risk management

Platje, Joost; Palak, Rafał; Wojtkiewicz, Krystian - In: Central European review of economics and management : CEREM 9 (2025) 1, pp. 47-62

Aim: This paper introduces Sokrates Forms, an innovative survey instrument with advanced functionalities that enhance data accuracy, respondent engagement, and compliance with data protection regulations. The primary objective is to develop and implement a dynamic, secure, and customizable...

Persistent link: https://www.econbiz.de/10015401987