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Ayoub Kyoud, Cherif El Msiyah and Jaouad Madkour
The Moroccan banking system suffered a significant impact due to the extreme market conditions caused by the COVID-19 outbreak, which led to an increase in non-performance loans. This, in turn, reduced the value of banks? assets and their ability to meet...
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LI CHENYU, Naziruddin Abdullah,, Sheikh M.Hizam
This paper analyzes the empirical relationship between debt leverage and systemic risk based on SCCA model. The result shows the climbing of debt leverage would push up the level of risks across all national economic departments, and further accumulate t...
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Dirk Visser,Gary van Vuuren
AbstractA stress-testing model to evaluate liquidity and systemic risk in banks of developed and emerging economies has been assembled and tested. The Liquidity Stress Tester model (LST) was applied to Dutch and UK markets during crisis and non-crisis pe...
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Aymen Mselmi
Pág. 53 - 60
This paper examines the effect of financial institutions management information system migration to blockchain technology on systemic risk. Our study examines a sample of 40 financial institutions around the world. The aim is to identify to what extent t...
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Ionu? Nica, Camelia Delcea, Nora Chiri?a and ?tefan Ionescu
This study describes a comprehensive bibliometric analysis of shadow banking and financial contagion dynamics from 1996 to 2022. Through a holistic approach, our study focuses on quantifying the impact and uncovering significant trends in scientific rese...
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Coskun Tarkocin, Murat Donduran
Pág. 63 - 73
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Mathias Mandla Manguzvane and Sibusiso Blessing Ngobese
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 be...
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David Pastor-Escuredo, Philip Treleaven and Ricardo Vinuesa
The digital revolution has brought ethical crossroads of technology and behavior, especially in the realm of sustainable cities. The need for a comprehensive and constructive ethical framework is emerging as digital platforms encounter trouble to articul...
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John Weirstrass Muteba Mwamba and Ehounou Serge Eloge Florentin Angaman
In this paper, a dynamic mixture copula model is used to estimate the marginal expected shortfall in the South African insurance sector. We also employ the generalized autoregressive score model (GAS) to capture the dynamic asymmetric dependence between ...
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Yajing Huang and Feng Chen
This paper studies the community structure of the bank correlation network in the financial system and analyzes the systemic risk of the community sub-networks. Based on the balance sheet data of U.S. commercial banks from 2008, we establish a bank corre...
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Cristina Zeldea
Balance-sheet indicators may reflect, to a great extent, bank fragility. This inherent relationship is the object of theoretical models testing for balance-sheet vulnerabilities. In this sense, we aim to analyze whether systemic risk for a sample of US b...
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In 1972, The Limits to Growth, using the World3 System Dynamics model, modeled for the first time the long-term risk of food security, which would emerge from the complex relation between capital and population growth within the limits of the planet. In ...
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Morgan Escalera and Wayne Tarrant
In the wake of the 2008 financial crisis, the Financial Stability Board (FSB) and the Basel Committee on Banking Supervision (BCBS) created a list of systemically important financial institutions (SIFIs) with the intention of determining which financial ...
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Muhammad Jamal Haider,Adrian Hemmes,Gao Changchun,Tayyaba Akram
Pág. 469 - 509
The exposure of banks to systemic risk has been rising in an ever more financialized and interconnected economy. In China, economic slowdown and more non-performing loans mean that the financial system has operate in an increasingly stressed environment,...
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Buddi Wibowo(1), (1) Department of Management, Economic and Business Faculty, Universitas Indonesia, Jakarta
Pág. 150 - 158
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Clements Akinsoyinu
Pág. 11 - 24
The great recession heralded in by the subprime mortgage crisis, took a dramatic turn for worse as a result of collapse of the Lehman Brothers bank in September 2008. The crisis deemed to be the most devastating after the Great Depression of 1929, had a ...
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Annika Westphal
This paper draws on network theory to investigate European banks? sovereign debt exposures. Banks? holdings of sovereign debt build a network of financial linkages with European countries that exhibits a long-tail distribution of node degrees. A highly c...
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Pablo Herrera,Javier García Fronti
Pág. 247 - 268
The global financial crisis that began in 2008 triggered a growing interestin issues related to financial stability and a consequent need for changein their regulation. This work proposes a three-agents theoretical model ?financial intermediaries, firms ...
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Augustine Ujunwa, Ifeoma Nwakoby, Chinwe Okoyeuzu
Pág. 1301 - 1311
Purpose: The purpose of this paper is to critique the suitability of macro prudential policy as a proactive and effective toolkit for mitigating financial system risk in developing economies.Design/methodology/approach: The author first discusses the cau...
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