Modeling the Control Effects of the Banking System on the Functioning of the Economy. I. Dynamics and Adjustment of Crisis Situations
Sign Up to like & getrecommendations! Published in 2020 at "Cybernetics and Systems Analysis"
DOI: 10.1007/s10559-020-00217-w
Abstract: The paper examines mathematical modeling of the dynamics of the global financial and economic system. The features of the full mathematical model of the financial-economic system are indicated. The choice of the mathematical apparatus that… read more here.
Keywords: banking system; modeling control; system; system functioning ... See more keywords
Systemic risk governance in a dynamical model of a banking system
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DOI: 10.1007/s10898-019-00790-1
Abstract: We consider the problem of governing systemic risk in a banking system model. The banking system model consists in an initial value problem for a system of stochastic differential equations whose dependent variables are the… read more here.
Keywords: banking system; systemic risk; risk; time ... See more keywords
Does competition make banks riskier in dual banking system?
Sign Up to like & getrecommendations! Published in 2019 at "Borsa Istanbul Review"
DOI: 10.1016/j.bir.2018.09.002
Abstract: Abstract This paper investigates competition and risk-taking behaviour of Islamic banks taking a sample of 59 Islamic banks and 149 conventional banks from 10 highly developed Islamic banking countries between 2006 and 2016. The level… read more here.
Keywords: banking system; competition; islamic banks; conventional banks ... See more keywords
An assessment of contagion risks in the banking system using non-parametric and Copula approaches
Sign Up to like & getrecommendations! Published in 2020 at "Economic Analysis and Policy"
DOI: 10.1016/j.eap.2019.11.007
Abstract: This study endeavours to shed some light on the Contagion risk in the Vietnamese banking system. In so doing, we analyse the contagion risk through stock returns on listed commercial banks by employing non-parametric and… read more here.
Keywords: banking system; copula approaches; parametric copula; contagion ... See more keywords
Financial networks and systemic risk in China's banking system
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DOI: 10.1016/j.frl.2019.07.009
Abstract: In this paper, using two alternative methods, we investigate the contagion effects and systemic risk in China’s commercial banks system based on the balance sheet data and the estimation on interbank exposures. First, we calculate… read more here.
Keywords: china banking; banking system; system; systemic risk ... See more keywords
A credit theory of anti-credit money: How the cryptocurrency sphere turned into a shadow banking system
Sign Up to like & getrecommendations! Published in 2025 at "Review of International Political Economy"
DOI: 10.1080/09692290.2025.2476738
Abstract: Abstract Cryptocurrencies were designed to function as money without banks. How, then, could they run into a banking crisis in 2022? We argue that the evolution of the crypto sphere into a credit based system… read more here.
Keywords: banking system; cryptocurrency sphere; money; credit ... See more keywords
Systemic risk in the European sovereign and banking system
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DOI: 10.1080/14697688.2016.1205212
Abstract: We investigate the systemic risk of the European sovereign and banking system during 2008–2013. We utilize a conditional measure of systemic risk that reflects market perceptions and can be intuitively interpreted as an entity’s conditional… read more here.
Keywords: banking system; risk; systemic risk; sovereign banking ... See more keywords
Multilayer interdependencies in the banking system of Japan: correlation dynamics and determinants
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DOI: 10.1080/14697688.2025.2503270
Abstract: In this paper, we analyse the multilayer architecture of the correlation dynamics among Japanese banks over the period from 1982 to 2011. This period encompasses nearly all significant events in the Japanese economy over the… read more here.
Keywords: correlation dynamics; banking system; multilayer interdependencies; japan ... See more keywords
Examining the Indonesian dual banking system: an exploration of market discipline indicators
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DOI: 10.1108/ijmf-01-2024-0004
Abstract: PurposeThis research aims to investigate the disciplinary functions of depositors and subordinated debt holders within Indonesia's dual banking system, examining the impact of regulatory changes on market discipline.Design/methodology/approachThe study employs a comprehensive analysis of the… read more here.
Keywords: dual banking; market; discipline; market discipline ... See more keywords
Overview of Intelligent Online Banking System Based on HERCULES Architecture
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DOI: 10.1109/access.2020.2997079
Abstract: The online banking transaction system is the application system with the most complex business, the most demanded, and frequent version updates in the software engineering application system. The existing online banking business sub-module is intelligent… read more here.
Keywords: system; banking system; online banking; intelligent online ... See more keywords
Structural Changes in the Russian Banking System: Directions and Evaluation
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DOI: 10.1134/s1075700722010099
Abstract: Abstract— The article presents the results of a correlation and regression analysis of the spatial placement of banking divisions in Russia as a basis for the development of structural transformations corresponding to solving the problems… read more here.
Keywords: banking system; changes russian; russian banking; structural changes ... See more keywords