Search Results - subject:"” systemic risk"

How macroeconomic conditions affect systemic risk in the short and long-run?

Kurter, Zeynep O. - 2022

Persistent link: https://www.econbiz.de/10013272025

Enacting economic resilience : a synthesis of economic and communication frameworks

Betts, Timothy; Buzzanell, Patrice M. - In: Journal of risk and financial management : JRFM 15 (2022) 4, pp. 1-18

This work examines three frameworks for responding to economic disruption: risk mitigation, systemic recovery, and economic resilience. Specifically, by reviewing the metatheoretical commitments, analytic contexts, and implications of two economic perspectives, represented by risk mitigation and...

Persistent link: https://www.econbiz.de/10013273095

Does ownership structure moderate the relationship between systemic risk and corporate governance? : evidence from Gulf Cooperation Council countries

Abidi, Ilyes; Nsaibi, Mariem; Hussainey, Khaled - In: Journal of risk and financial management : JRFM 15 (2022) 5, pp. 1-17

between systemic risk and corporate governance. It complements prior research by studying the relationship between the … proportion of capital held by state institutions and systemic risk. It also examines the internal governance mechanisms that … mitigate systemic risk. For this purpose, this research used a dataset consisting of 22 banks from Gulf Cooperation Council …

Persistent link: https://www.econbiz.de/10013273469

The great game will never end : why the Global Financial Crisis is bound to be repeated

Blake, David - In: Journal of risk and financial management : JRFM 15 (2022) 6, pp. 1-61

decision making, systemic risk, and regulatory arbitrage and capture-and finds a common underlying cause, namely gaming by …

Persistent link: https://www.econbiz.de/10013273594

The impact of macroprudential policy instruments on financial stability in Southern Europe

Lorenčič, Eva; Festić, Mejra - In: Naše gospodarstvo : NG 68 (2022) 1, pp. 25-34

This paper is a contribution to the body of research examining the impact of macroprudential policy instruments on financial stability. The following hypothesis was tested (H1): Macroprudential policy instruments (household borrowing costs; interbank loans as a percentage of total loans; loan to...

Persistent link: https://www.econbiz.de/10013184351

Centralized clearing mechanisms in financial networks : a programming approach

Csóka, Péter; Herings, Peter Jean-Jacques - 2022

We consider financial networks where agents are linked to each other with financial contracts. A centralized clearing mechanism collects the initial endowments, the liabilities and the division rules of the agents and determines the payments to be made. A division rule specifies how the assets...

Persistent link: https://www.econbiz.de/10013173929

Life insurance convexity

Kubitza, Christian; Grochola, Nicolaus; Gründl, Helmut - 2022 - This version: March 22, 2022

Life insurers sell savings contracts with surrender options, allowing policyholders to prematurely withdraw guaranteed surrender values. Surrender options move toward the money when interest rates rise. Hence, higher interest rates raise surrender rates, as we document for the German life...

Persistent link: https://www.econbiz.de/10013175693

ESG and systemic risk

Aevoae, George; Andrieş, Alin Marius; Ongena, Steven; … - 2022

How do changes in Environmental, Social and Governance (ESG) scores influence banks’ systemic risk contribution? We … interconnectedness and maintaining financial stability. A similar relationship for banks’ exposure to systemic risk is also found. Our …

Persistent link: https://www.econbiz.de/10013169195

Addressing systemic risk in Europe during Covid-19 : the role of regulation and the policy mix

Dotta, Vitor - 2022

This work examines the impacts which the Covid-19 pandemic brought to the stability of the European financial sector. Lockdowns, businesses unable to operate and uncertainty about how the pandemic would evolve fueled a sharp recession. From the lessons learned in the global financial crises and...

Persistent link: https://www.econbiz.de/10013188926

Credit market concentration and systemic risk in Europe

Kukk, Merike; Paulus, Alari; Reig, Nicolas - 2022

Persistent link: https://www.econbiz.de/10013192725