Lending behaviour, political environment and systemic banking crisis in developing economies
The paper examines the impact of bank lending behaviour and political events (i.e., election cycles) on the predicted probability of a systemic banking crisis in developing countries.
Daniel Ofori-Sasu
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Why have credit variables taken centre stage in predicting systemic banking crises?
In this paper, we investigate the growing prominence of credit in the systemic banking crisis prediction literature. Through the application of the signal extraction model and multivariate probit panel regression, we evaluate the performance of the ...
Dooneshsingh Audit, Nafis Alam
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Three Objectives of International banking Regulation: Analysis of Their Interrelationship and Issues
In response to the Global Financial Crisis of 2008–2009, international financial regulators tightened the regime of banking supervision in order to minimize systemic risks, strengthen banking sector resilience and ensure financial stability.
E. P. Dzhagityan, O. R. Mukhametov
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Measurement of Systemic Risk in the Colombian Banking Sector
This paper uses three methodologies for measuring the existence of systemic risk in the Colombian banking system. The determination of its existence is based on implementing three systemic risk measures widely referenced in academic works after the ...
Orlando Rivera-Escobar +2 more
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Polish banking system during the global financial crisis [PDF]
Lasting for over a year the global crisis in financial markets, affected individual countries’ banking systems to a different degree. The present article discusses the phenomenon and its effects on the Polish banking system. The aim of the article is to present trends, the scale of the crisis and the current level of danger to stability of domestic ...
Wiszniowski, Edward, Wiszniowski, Edward
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Banking regulation and banking crises Probability in european countries
The main hypothesis of the paper was the thesis that banking regulation is intended to minimize the probability of financial instability, including banking crises, which have long-lasting and destructive consequences for the economy.The practical aim of ...
M. M. Mursalov
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Financial instability and oil price fluctuations: evidence from oil exporting developing countries [PDF]
How financial market stability in oil exporting developing countries might be impacted by oil price fluctuations in the long term? The purpose of this paper is to answer this question. The present study is based on a sample including 35 net oil-exporting
Brahim Gaies +3 more
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Assessing the Systemic Risk in the Financial System of Iran using Granger Causality Network Method [PDF]
Objective: Systemic risk occurs when failure or crisis in a particular segment of a market propagates to other segments and develops into a pervasive crisis, so that the loss incurred by one or more influential major institutions spreads to others.The ...
Ali Rahimi Baghi +2 more
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The drivers of volume volatility: A big data analysis based on economic uncertainty measures for the Greek banking system [PDF]
In this paper, an investigation is conducted to estimate the effect of economic uncertainty on volume volatility, focusing on four systemic Greek banking institutions, including (i) Alpha Bank, (ii) Eurobank, (iii) National Bank of Greece, and (iv ...
Leonidas Theodorakopoulos +3 more
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Tracking Banks’ Systemic Importance Before and After the Crisis [PDF]
AbstractWe develop a methodology to identify and rank ‘systemically important financial institutions’ (SIFIs). Our approach is free of discretion and based entirely on publicly available data, thus filling the gap between the judgment of the regulator and the views that market participants may form with their own information.
Piergiorgio Alessandri +2 more
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