Search Results - subject:"Systemically Important Banks"

G-SIB denominators and scores dynamics : a ten-year assessment

Libertucci, Massimo; Araujo, Amandine; Farkas, Bettina; … - 2024

Persistent link: https://www.econbiz.de/10014557869

Salience theory value spillovers between China's systemically important banks : evidence from quantile connectedness

Jin, Xiaoye - In: Financial innovation : FIN 10 (2024), pp. 1-39

the STV interconnectedness of China's systemically important banks (C-SIBs). The quantile approach allows us to uncover …

Persistent link: https://www.econbiz.de/10014532458

Application of Fractal Processes and Fractional Derivatives in Finance

Chan, Leung Lung (contributor) - 2024

In recent years, there has been a fast growth in the application of long-memory processes to underlying assets including stock, volatility index, exchange rate, etc. The fractional Brownian motion is the most popular of the long-memory processes and was introduced by Kolmogorov in 1940 and later...

Persistent link: https://www.econbiz.de/10015324975

Heterogeneous dependence of the FinTech Index with Global Systemically Important Banks (G-SIBs)

Zeng, Hongjun; Abedin, Mohammad Zoynul; Lucey, Brian M. - In: Finance research letters 64 (2024), pp. 1-7

Persistent link: https://www.econbiz.de/10014531667

Systemically important banks: Emerging risk and policy responses. An agent-based investigation

Popoyan, Lilit; Napoletano, Mauro; Roventini, Andrea - 2023

We develop a macroeconomic agent-based model to study the role of systemically important banks (SIBs) in financial …

Persistent link: https://www.econbiz.de/10014541782

Nomination committee characteristics and exposure to environmental, social and governance (ESG) controversies : evidence from European global systemically important banks

Iannuzzi, Antonia Patrizia; Dell'Atti, Stefano; … - In: Corporate governance : international journal of … 23 (2023) 6, pp. 1314-1338

Persistent link: https://www.econbiz.de/10014338708

The market impact of systemic risk capital surcharges

Gündüz, Yalın - In: European financial management : the journal of the … 29 (2023) 5, pp. 1401-1440

Persistent link: https://www.econbiz.de/10014430209

Can a pro-public orientation explain the holding of capital by G-SIBs?

Ndebele, Cindy; De Jager, Phillip G.; Toerien, Francois - In: South African journal of business management 54 (2023) 1, pp. 1-14

determinants for a unique sample: Global Systemically Important Banks (G-SIBs). Design/methodology/approach: We augment the …

Persistent link: https://www.econbiz.de/10014520879

Systemically important banks : emerging risk and policy responses : an agent-based investigation

Popoyan, Lilit; Napoletano, Mauro; Roventini, Andrea - 2023

We develop a macroeconomic agent-based model to study the role of systemically important banks (SIBs) in financial …

Persistent link: https://www.econbiz.de/10014332099

Did regulatory compliance with governance standards really enhance the profit efficiency of Indian banks?

Gulati, Rachita - In: Macroeconomics and finance in emerging market economies 16 (2023) 3, pp. 458-484

Persistent link: https://www.econbiz.de/10014422136

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