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The impact of seven macroprudential policy instruments on financial stability in six euro area economies

Lorenčič, Eva; Festić, Mejra - In: Národohospodářský obzor : časopis věnovaný … 21 (2021) 3, pp. 259-290

The aim of this paper is to investigate whether macroprudential policy instru-ments can influence the credit growth rate and hence financial stability. We use a fixed effects panel regression model to test the following hypothesis for six euro area econo-mies (Austria, Finland, Germany, Italy,...

Persistent link: https://www.econbiz.de/10012651338

Does fintech contribute to systemic risk? : evidence from the US and Europe

Franco, Lavinia; García, Ana Laura; Husetović, Vigor; … - 2020

Fintech has increasingly become part of the global economy with the evolution of technology, increasing investments in fintech firms, and greater integration between traditional incumbent financial firms and fintech. Since the 2007-2009 financial crisis, research has also paid more attention to...

Persistent link: https://www.econbiz.de/10012219547

Negative feedback loop between banks and sovereigns in the euro area : experience of the crisis and post-crisis perspective

Stawasz-Grabowska, Ewa - In: Comparative economic research : Central and Eastern Europe 23 (2020) 3, pp. 41-61

has been formulated: in the post-crisis conditions the euro area remains vulnerable to the sovereign-bank nexus, which in … particular stems from the very legacy of the crisis, bank-based financial system, as well as incomplete reforms of the euro area … some progress in recent years, institutional reforms aimed at breaking the sovereign-bank nexus are far from complete. …

Persistent link: https://www.econbiz.de/10012417814

Systemic risk in the banking sector : the German model

Burghof, Hans-Peter; Gischer, Horst - In: Vierteljahreshefte zur Arbeits- und … 1 (2024) 2, pp. 155-183

Angebotsstruktur im Finanzsektor grundsätzlich überlegen ist. Dies gilt explizidann, wenn Bankengruppen ähnlicher Ausrichtung …

Persistent link: https://www.econbiz.de/10015393718

Banks' foreign claims in the aftermath of the 2008 crisis : institutional response, financial efficiency, and integration of cross-border banking in the Euro area

Warin, Thierry; Stojkov, Aleksandar - In: Journal of risk and financial management : JRFM 14 (2021) 2/61, pp. 1-17

provides an impetus for deepening bank integration and greater financial market efficiency. This article proposes an empirical …

Persistent link: https://www.econbiz.de/10012483954

Post crisis banking sector regulation and European Union economic growth nexus

Klinac, Ivica; Ercegovac, Roberto; Pečarić, Mario - In: Economic review : journal of economics & business 19 (2021) 2, pp. 15-26

the main consequences of the global financial crisis, the pro-cyclical contraction of bank credit, and the advanced …

Persistent link: https://www.econbiz.de/10014466503

Modeling and simulating cross country banking contagion risks

Zedda, Stefano; Spinace-Casale, Antonella - In: Journal of risk and financial management : JRFM 14 (2021) 8, pp. 1-16

The recent financial crisis proved that financial contagion could spread among countries resulting in disruptive effects. In this paper, by modeling and simulating banking system behavior and linkages across countries, we assess, based on data from the BIS and IMF, the possible outcome of...

Persistent link: https://www.econbiz.de/10012626421

A sentiment-based risk indicator for the Mexican financial sector

Fernandez, Raul; Palma Guizar, Brenda; Rho, Caterina - In: Latin American journal of central banking : LAJCB 2 (2021) 3, pp. 1-27

We apply sentiment analysis to Twitter messages in Spanish to build a sentiment risk index for the financial sector in Mexico. We classify a sample of tweets from 2006-2019 to identify messages in response to a positive or negative shock to the Mexican financial sector, relative to merely...

Persistent link: https://www.econbiz.de/10012659015

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

capital invested in a bank is found to be a strong predictor of a bank's international exposure. Knowledge of the linkages …

Persistent link: https://www.econbiz.de/10013040986

The great game will never end : why the Global Financial Crisis is bound to be repeated

Blake, David - In: Journal of risk and financial management : JRFM 15 (2022) 6, pp. 1-61

This article re-examines key explanations of the Global Financial Crisis-product complexity, behavioural biases in decision making, systemic risk, and regulatory arbitrage and capture-and finds a common underlying cause, namely gaming by personnel at all levels in the banking sector and its...

Persistent link: https://www.econbiz.de/10013273594