Search Results - subject:"Systemic risk."

Financial risk meter for the Romanian stock market

Pele, Daniel Traian; Conda, Alexandra Ioana; Bag, Raul … - In: Romanian journal of economic forecasting 26 (2023) 1, pp. 5-24

Persistent link: https://www.econbiz.de/10014279606

Quantifying systemic risk in the presence of unlisted banks : application to the European banking sector

Dimitrov, Daniel; Wijnbergen, Sweder van - 2023

We propose a credit portfolio approach for evaluating systemic risk and attributing it across institutions. We … banks where we find discrepancies between the capital adequacy of the largest contributors to systemic risk relative to less …

Persistent link: https://www.econbiz.de/10014280065

Macroprudential policies and climate risks

Grünewald, Seraina Neva - 2023

It has become widely acknowledged that the looming climate crisis and the necessary transition to a low-carbon economy can and will be financially material for financial institutions. Accordingly, microprudential supervisors have started including climate-related financial risks in their daily...

Persistent link: https://www.econbiz.de/10014263182

Latent fragility: conditioning banks' joint probability of default on the financial cycle

Bochmann, Paul; Hiebert, Paul; Schüler, Yves; … - 2023

Persistent link: https://www.econbiz.de/10014283811

Contagion in debt and collateral markets

Chang, Jin Wook; Chuan, Grace - 2023

Persistent link: https://www.econbiz.de/10014284097

Too-many-to-fail and the design of bailout regimes

Wagner, Wolf; Zeng, Jing - 2023

-best allocation equalizes benefits from more banks investing in high-return projects with endogenously higher systemic risk due to …

Persistent link: https://www.econbiz.de/10014284579

Modelling systemic risk in Morocco's banking system

Kyoud, Ayoub; El Msiyah, Cherif; Madkour, Jaouad - In: International Journal of Financial Studies : open … 11 (2023) 2, pp. 1-16

ability to meet their obligations, implicitly raising systemic risk. In such circumstances, the collapse of one financial … devoted to the analysis of systemic risk in the Moroccan banking system, this paper aimed to fill this gap by analyzing the … Moroccan banks' systemic risk exposure and assessing their stability during the COVID-19 crisis, using Quantile Regression …

Persistent link: https://www.econbiz.de/10014285321

Interbank money market concerns and actors' strategies : a systematic review of 21st century literature

Alaeddini, Morteza; Madiès, Philippe; Reaidy, Paul J.; … - In: Journal of economic surveys 37 (2023) 2, pp. 573-654

Persistent link: https://www.econbiz.de/10014287862

Systemic risk : a comparative study between public and private banks

Mselmi, Aymen; Mahmoud, Imen - In: International journal of economics and financial issues … 13 (2023) 3, pp. 117-125

Persistent link: https://www.econbiz.de/10014288652

Connectedness among EU investment funds : insights from timevarying and frequency decomposition spillover indices

Bouveret, Antoine; Ferrari, Massimo; Gentile, Monica - 2023

Persistent link: https://www.econbiz.de/10014319682