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  • Search: subject:"Systemic vulnerability"
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Year of publication
Subject
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contagion 2 financial crisis 2 financial stability 2 mixture Copula 2 systemic vulnerability 2 Ansteckungseffekt 1 Bankenkrise 1 Banking crisis 1 Contagion effect 1 Credit risk 1 Financial crisis 1 Finanzkrise 1 Kreditrisiko 1 Multivariate Verteilung 1 Multivariate distribution 1 Risikomaß 1 Risk measure 1 South Africa 1 Systemic risk 1 Systemrisiko 1 Südafrika 1
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Online availability
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Free 2 CC license 1
Type of publication
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Article 2
Type of publication (narrower categories)
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Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 2
Author
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Manguzvane, Mathias Mandla 2 Muteba Mwamba, John 2
Published in...
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International Journal of Financial Studies 1 International Journal of Financial Studies : open access journal 1
Source
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ECONIS (ZBW) 1 EconStor 1
Showing 1 - 2 of 2
Cover Image
South African banks' cross-border systemic risk exposure: An application of the gas copula marginal expected shortfall
Manguzvane, Mathias Mandla; Muteba Mwamba, John - In: International Journal of Financial Studies 10 (2022) 1, pp. 1-19
Systemic susceptibility highlights the extent to which a banking sector is sensitive to negative shocks. Policymakers and regulators' objective is to avoid financial crises, and even though they can somewhat control local conditions, internationally transmitted crises are difficult to tackle....
Persistent link: https://www.econbiz.de/10013200416
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Cover Image
South African banks' cross-border systemic risk exposure : an application of the gas copula marginal expected shortfall
Manguzvane, Mathias Mandla; Muteba Mwamba, John - In: International Journal of Financial Studies : open … 10 (2022) 1, pp. 1-19
Systemic susceptibility highlights the extent to which a banking sector is sensitive to negative shocks. Policymakers and regulators' objective is to avoid financial crises, and even though they can somewhat control local conditions, internationally transmitted crises are difficult to tackle....
Persistent link: https://www.econbiz.de/10013040986
Saved in:
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