Search Results - subject:"Systemic risk."

Cryptocurrencies and banking sector connectedness : don't worry, be happy … for now

Chan-Lau, Jorge A.; Quach, Toan Long - 2023

Persistent link: https://www.econbiz.de/10014437899

Macroprudential stance assessment: problems of measurement, literature review and some comments for the case of Croatia

Škrinjarić, Tihana - 2023

Persistent link: https://www.econbiz.de/10014371741

Macroprudential stress‑test models : a survey

Aikman, David; Beale, Daniel; Brinley-Codd, Adam; Covi, … - 2023

Persistent link: https://www.econbiz.de/10014373739

Margins, debt capacity, and systemic risk

Aramonte, Sirio; Schrimpf, Andreas; Shin, Hyun Song - 2023

Persistent link: https://www.econbiz.de/10014364297

Measuring the link between cyclical systemic risk and capital adequacy for Ukrainian banking sector

Shmygel, Alona - 2023

In this paper we investigate the impact of cyclical systemic risk on future bank profitability for a large … on linear local projections which allows us to study the estimated negative impact of cyclical systemic risk on bank … assess the impact of cyclical systemic risk on the tails of the future bank-level profitability distribution. Additionally …

Persistent link: https://www.econbiz.de/10014368443

Impact of banking sector competition on emerging market banks' safety and soundness : study on Indian Banks

Mohapatra, Sabyasachi; Misra, Arun Kumar; Rahman, Molla … - In: Cogent economics & finance 11 (2023) 1, pp. 1-23

with 2-SLS system equation modeling to further explore linkages between competition, systemic risk, and stability … prevailing in the Indian banking system. The study revealed that for Indian banks competition and systemic risk are inversely … related. Systemic risk build-up occurs during the business growth cycle, and it spillovers onto the banking system during the …

Persistent link: https://www.econbiz.de/10014500859

An axiomatization of the pairwise netting proportional rule in financial networks

Csóka, Péter; Herings, Peter Jean-Jacques - 2023

We consider financial networks where agents are linked to each other via mutual liabilities. In case of bankruptcy, there are potentially many bankruptcy rules, ways to distribute the assets of a bankrupt agent over the other agents. One common approach is to first apply pairwise netting of...

Persistent link: https://www.econbiz.de/10014454464

Multivariate systemic risk measures and computation by deep learning algorithms

Doldi, A.; Feng, Y.; Fouque, Jean-Pierre; Frittelli, Marco - In: Quantitative finance 23 (2023) 10, pp. 1431-1444

Persistent link: https://www.econbiz.de/10014419169

Does cross-industry loan diversification reduce bank systemic risk? : evidence from listed banks in China

Ma, Chuanhui; Fang, Junxiong - In: China journal of accounting studies 11 (2023) 4, pp. 719-755

diversification strategy aimed at reducing individual bank systemic risk is a significant topic in both theory and practice. In this … study, we investigate the impact of cross-industry loan diversification on bank systemic risk using data from listed banks …, and reveal a significant positive correlation, indicating a clear'diversification systemic risk' effect. This effect …

Persistent link: https://www.econbiz.de/10014550998

High earnings can counteract increased risks for the banks

Levring, Peter Nick Bøgeby - 2023

Persistent link: https://www.econbiz.de/10014552969