Search Results - subject:"” systemic risk"

Prediction of Financial System Risk Based on Complex Network

SONG, SHIJIA; Handong, Li - 2023

Financial systemic risk can be characterized by coexceedances in asset prices in financial markets. This paper proposes … stocks to predict the systemic risk occurring in the lagging stocks, which is identified as the exceedance of a composite …, constructing an index to predict the possibility of systemic risk of lagging stocks based on the exceedances of leading stocks …

Persistent link: https://www.econbiz.de/10014258030

Banking on Immunity : EU Macroprudential Policy and Systemic Risk

Neill, Ashleigh - 2023

-up of systemic risk. This paper investigates the effectiveness of macroprudential policy in containing the systemic risk of … systemic risk, namely the Delta-CoVaR (∆CoVaR) methodology and a comprehensive database of enacted EU macroprudential policies … policies are not associated with reducing a bank's systemic risk contribution to the EU financial sector, which raises concerns …

Persistent link: https://www.econbiz.de/10014258053

Efficiency of central clearing under liquidity stress

Bardoscia, Marco; Caccioli, Fabio; GAO, HAOTIAN - 2023

We explore the impact of central clearing on the demand for collateral arising from variation margin calls in the derivatives market. We find that the aggregate demand for collateral is not necessarily minimal when all contracts are centrally cleared. Hence, at least in this respect, increasing...

Persistent link: https://www.econbiz.de/10014258128

Measuring Systemic Risk in China : A Textual Analysis

Ma, Weibo; Li, Kai; Pan, Wei-Fong; Wang, Xinjie - 2023

This paper develops a systemic risk index for China (SRIC) using textual information from 26 leading newspapers in … sources of systemic risk. We examine the predictability of SRIC for China’s macroeconomic variables. The results show that … policymakers to manage systemic risk …

Persistent link: https://www.econbiz.de/10014258309

Systemic cascades on inhomogeneous random financial networks

Hurd, T. R. - In: Mathematics and financial economics 17 (2023) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10014226247

The relationship between the risks of adopting FinTech in banks and their impact on the performance

Al-Shari, Hussein Ahmed; Lokhande, M. A. - In: Cogent business & management 10 (2023) 1, pp. 1-35

Banks give great attention to identifying the risks of adopting FinTech and the extent of its negative impact on their business. This study aims to explore the relationship between the risks of adopting FinTech in banks and their impact on performance, where the balanced scorecard was used to...

Persistent link: https://www.econbiz.de/10014467146

Financial contagion within the interbank network

Mikropoulou, Christina D.; Vouldis, Angelos T. - 2023

The analysis of contagion in financial networks has primarily focused on transmission channels operating through direct linkages. This paper develops a model of financial contagion in the interbank market featuring both direct and indirect transmission mechanisms. The model is used to analyse...

Persistent link: https://www.econbiz.de/10014483684

Global Banking Systems, Financial Stability and Uncertainty : How have Countries Coped with Geopolitical Risk?

Trinh, Hai Hong; Tran, Thao Phuong - 2023

The study universally examines the consequences of geopolitical risk (GPR) on the financial stability of global banking systems with a large panel of 158 economies around the world over the past decades. We find the adverse effects of GPR on financial stability with the predicted (increase)...

Persistent link: https://www.econbiz.de/10014349166

Systemic Risk and the Interaction Between Monetary and Macroprudential Policies

Beppler, Lucas; Ely, Regis Augusto; Teixeira, Anderson; … - 2023

conflict between monetary and macroprudential policies when dealing with systemic risk …

Persistent link: https://www.econbiz.de/10014349432

Beyond Domar Weights : A New Measure of Systemic Importance in Production Networks

Bahal, Girish; Lenzo, Damian - 2023

We present a new measure of producers’ aggregate importance in a production economy with input-output linkages. Unlike existing measures, which capture the impact of an isolated TFP shock to a sector on aggregate output, we quantify how a sector amplifies simultaneous shocks to all producers...

Persistent link: https://www.econbiz.de/10014349543