Identifying Systemically Important Banks: A temporal approach for macroprudential policies
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Policy Modeling"
DOI: 10.1016/j.jpolmod.2018.06.004
Abstract: Contrary to the general belief, systemic risk does not only regard the risk posed by balance sheet relationships and interdependencies among institutions. It also features a temporal dimension related to the inappropriate responses of financial… read more here.
Keywords: important banks; banks temporal; time; systemically important ... See more keywords
On identifying the domestic systemically important banks: The case of Tunisia
Sign Up to like & getrecommendations! Published in 2017 at "Research in International Business and Finance"
DOI: 10.1016/j.ribaf.2017.07.071
Abstract: In this paper, we attempt to identify the Domestic Systemically Important Banks (D-SIB) in the Tunisian Banking System. Based on the CES measure proposed by Banulescu and Dumitrescu (2014), we compute the systemic risk of… read more here.
Keywords: systemically important; case tunisia; domestic systemically; important banks ... See more keywords
Systemic risk prevention policies targeting systemically important banks: Does clustering pattern matter?
Sign Up to like & getrecommendations! Published in 2023 at "PLOS ONE"
DOI: 10.1371/journal.pone.0284861
Abstract: It is well known that strengthening the soundness of individual banks that are too large or too interconnected is essential for maintaining financial stability. The clustering among homogeneous banks may also cause financial fragility but… read more here.
Keywords: systemic risk; network; important banks; risk ... See more keywords