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   Articles with "vulnerability european" as a keyword



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Measuring systemic vulnerability in European banking systems

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recommendations! Published in 2018 at "Journal of Financial Stability"

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