Results 331 to 340 of about 10,459,346 (392)
Some of the next articles are maybe not open access.
Supervisory Enforcement Actions against Banks and Systemic Risk
Journal of Banking & Finance, 2020Prudential bank supervision is designed to enhance financial stability, but we are unaware of empirical research linking this supervision to financial system risk.
Allen N. Berger +3 more
semanticscholar +1 more source
Journal of Financial Intermediation, 2019
Theory suggests that government aid to banks may either reduce or increase systemic risk. We are the first to address this issue empirically, analyzing the Troubled Assets Relief Program (TARP).
Allen N. Berger +2 more
semanticscholar +1 more source
Theory suggests that government aid to banks may either reduce or increase systemic risk. We are the first to address this issue empirically, analyzing the Troubled Assets Relief Program (TARP).
Allen N. Berger +2 more
semanticscholar +1 more source
On the Origin of Systemic Risk
Social Science Research Network, 2020Systemic risk in the banking sector is usually associated with long periods of economic downturn and very large social costs. On one hand, shocks coming from correlated exposures towards the real economy may induce correlation in banks’ default ...
Mattia Montagna, G. Torri, Giovanni Covi
semanticscholar +1 more source
Journal of Risk and Insurance, 2020
In this article, we investigate systemic risk of 157 insurers around the globe. We construct tail risk networks among these insurers using a single‐index model for quantile regressions with a variable selection technique.
Hua Chen, T. Sun
semanticscholar +1 more source
In this article, we investigate systemic risk of 157 insurers around the globe. We construct tail risk networks among these insurers using a single‐index model for quantile regressions with a variable selection technique.
Hua Chen, T. Sun
semanticscholar +1 more source
SSRN Electronic Journal, 2000 This paper develops a broad concept of systemic risk, the basic economic concept for the understanding of financial crises. It is claimed that any such concept must integrate systemic events in banking and financial markets as well as in the related payment and settlement systems.
De Bandt, Olivier, Hartmann, Philipp
openaire +3 more sources
, 2013 In this paper we present systemic risk measures based on contingent claims approach, banking sector multivariate density and cluster analysis. These indicators aim to capture credit risk stress and its potential to become systemic. The proposed measures capture not only individual bank vulnerability, but also the stress dependency structure between ...
Solange Maria Guerra +3 more
openaire +1 more source
Bank Geographic Diversification and Systemic Risk
The Review of financial studies, 2019Exploiting staggered interstate banking deregulation as exogenous shocks to bank geographic expansion, we examine the causal effect of geographic diversification on systemic risk.
Yongqiang Chu, Saiying Deng, Cong Xia
semanticscholar +1 more source
Risk Analysis, 2002
The last few decades have seen increasingly widespread use of risk assessment and management techniques as aids in making complex decisions. However, despite the progress that has been made in risk science, there still remain numerous examples of risk‐based decisions and conclusions that have caused great controversy.
Adam J, Hatfield, Keith W, Hipel
openaire +2 more sources
The last few decades have seen increasingly widespread use of risk assessment and management techniques as aids in making complex decisions. However, despite the progress that has been made in risk science, there still remain numerous examples of risk‐based decisions and conclusions that have caused great controversy.
Adam J, Hatfield, Keith W, Hipel
openaire +2 more sources
How FinTech Affects Bank Systemic Risk: Evidence from China
Journal of financial services research, 2023Qian Chen, Chuang Shen
semanticscholar +1 more source
Monetary Policy and Systemic Risk-taking in the Euro Area Banking Sector
Economic Modelling, 2019Available empirical evidence on the significance of the (micro) risk-taking channel of monetary policy is not enough to indicate a threat to financial stability. Evidence of risk-taking with systemic risk implications is necessary.
A. Kabundi, Francisco Nadal De Simone
semanticscholar +1 more source