This article contributes to the quantification of systemic risk within the Moroccan banking system, focusing on listed banks. We utilize indicators derived from Tail Value at Risk and expectiles risk measures, as introduced by El qalli and Said (2013) (El Qalli & Said, 2023), to measure the...

We consider differential inclusions with strengthened one-sided Lipschitz (SOSL) right-hand sides. The class of SOSL multivalued maps is wider than the class of Lipschitz ones and a subclass of the class of one-sided Lipschitz maps. We prove a Filippov approximation theorem for the solutions of...

This article contributes to the quantification of systemic risk within the Moroccan banking system, focusing on listed banks. We utilize indicators derived from Tail Value at Risk and expectiles risk measures, as introduced by El qalli and Said (2013) (El Qalli & Said, 2023), to measure the...