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  • Search: subject:"macroprudentialregulation"
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Subject
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Financial crisis 1 Financial sector 1 Finanzkrise 1 Finanzsektor 1 Regulation 1 Regulierung 1 Risiko 1 Risikomanagement 1 Risikomaß 1 Risk 1 Risk management 1 Risk measure 1 South Africa 1 Systemic risk 1 Systemrisiko 1 Südafrika 1 component expected shortfall 1 macroprudentialregulation 1 micro-prudential regulation 1 systemic risk 1
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CC license 1 Free 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Manguzvane, Mathias Mandla 1 Sibusiso Blessing Ngobese 1
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International Journal of Financial Studies : open access journal 1
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ECONIS (ZBW) 1
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A component expected shortfall approach to systemic risk : an application in the South African financial industry
Manguzvane, Mathias Mandla; Sibusiso Blessing Ngobese - In: International Journal of Financial Studies : open … 11 (2023) 4, pp. 1-14
The accelerated growth and interconnectedness of financial institutions and movement towards products and activities outside the regulatory purview have been met with huge concerns. South Africa is one of the emerging economies that this conundrum has beset. Any potential instability in the...
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