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
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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
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
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
Ranking of EU National Banking Systems Using Multi-Criteria Analysis in the Light of Brexit
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DOI: 10.1556/032.2017.67.4.1
Abstract: In order to define and implement the most effective measures to overcome the difficulties of the post-crisis period, the policy-makers of ECB must identify not just main weaknesses of each banking system, but their strong… read more here.
Keywords: banking system; multi criteria; banking systems; banking ... See more keywords
Interbank Network Topology in the Agent-based Model of Banking System
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DOI: 10.17323/1813-8691-2018-22-3-387-417
Abstract: The study analyzes the topology of the interbank network in the agent-based model of the banking system with detailed description of the protocols and stylized one of the external (with respect to the banking system)… read more here.
Keywords: banking system; topology; model; interbank ... See more keywords
DIGITAL INFRASTRUCTURE PROLIFERATION IN BANKING SYSTEM
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DOI: 10.21474/ijar01/10936
Abstract: Rajesh Kumar Saini Research Scholar, School of Studies in Commerce,Vikram University, Ujjain. ...................................................................................................................... Manuscript Info Abstract ......................... ........................................................................ Manuscript History Received: 08 March 2020 Final Accepted: 10 April 2020 Published: May 2020 read more here.
Keywords: proliferation banking; banking system; infrastructure proliferation; digital infrastructure ... See more keywords