Heterogeneous market structure and systemic risk: Evidence from dual banking systems
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Financial Stability"
DOI: 10.1016/j.jfs.2017.11.002
Abstract: This paper investigates how banking system stability is affected when we combine Islamic and conventional finance under the same roof. We compare systemic resilience of three types of banks in six GCC member countries with… read more here.
Keywords: banking systems; systemic risk; market; banking ... See more keywords
Measuring systemic vulnerability in European banking systems
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DOI: 10.1016/j.jfs.2018.03.004
Abstract: Abstract We construct a measure of systemic vulnerability in selected EU banking systems using an indirect, time-varying measure of the system covariance. Systemic vulnerability indicates the extent to which a banking system as a whole… read more here.
Keywords: banking systems; vulnerability; vulnerability european; measuring systemic ... See more keywords
Assessing cross-border interconnectedness between shadow banking systems
Sign Up to like & getrecommendations! Published in 2021 at "Journal of International Money and Finance"
DOI: 10.1016/j.jimonfin.2020.102278
Abstract: Abstract This paper investigates the interconnectedness among cross-border shadow banking systems using a broad measure of shadow banking defined by the Financial Stability Board. We find that the cross-border linkages between shadow banking systems are… read more here.
Keywords: banking systems; shadow banking; shadow; cross border ... See more keywords
Ranking of EU National Banking Systems Using Multi-Criteria Analysis in the Light of Brexit
Sign Up to like & getrecommendations! Published in 2017 at "Acta Oeconomica"
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