turn, the topological structure is less random and presents more capitalized subnetworks with less risk. As for the nodes …

This article contributes to the quantification of systemic risk within the Moroccan banking system, focusing on listed … banks. We utilize indicators derived from Tail Value at Risk and expectiles risk measures, as introduced by El qalli and … Said (2013) (El Qalli & Said, 2023), to measure the marginal risk of each component. Additionally, we analyze extreme …

that credit risk, capital adequacy, management capacity, and Euribor are the most statistically significant for both return …

This study highlights some deficiencies of the stock markets’ risk legislation framework, and particularly the CESR … companies to invest in advanced models for more representative Value at Risk (VaR) estimations, and for this reason, in many …

system. The method also allows for what-if analyses to optimize the risk exposures, and to plan an emergency strategy in case …

Long-term debt contracts transfer aggregate risk from borrowing firms to lending banks. When aggregate shocks increase … the future default probability of firms, banks are not compensated for the default risk of existing contracts. If banks … results on the role of long-term debt completely reverse if financial regulation is implemented to increase banks' risk …

This study specifically explores the effect of domestic political and economic risks on risk-taking in the banking … estimation results underscore that a rise in political and economic risks triggers risk-taking behavior in the banking sector … power, and income diversification negatively impact risk-taking while credit risk, inefficiency, financial market …

This study explores the influence of funding liquidity risk and several control variables on Islamic rural banks’ asset … risk in Indonesia. Our study analyzes Islamic rural banks comprising 142 Islamic banks with quarterly data from 2013: Q1 to … analysis. Our results confirm the funding liquidity risk increase Islamic banks’ asset risk. Small Islamic banks encounter less …