[HTML][HTML] Risk spillovers and interconnectedness between systemically important institutions

AM Andrieş, S Ongena, N Sprincean… - Journal of Financial …, 2022 - Elsevier
In this paper, we gauge the degree of interconnectedness and quantify the linkages
between global and other systemically important institutions, and the global financial system …

An AI approach for managing financial systemic risk via bank bailouts by taxpayers

D Petrone, N Rodosthenous, V Latora - Nature Communications, 2022 - nature.com
Bank bailouts are controversial governmental decisions, putting taxpayers' money at risk to
avoid a domino effect through the network of claims between financial institutions. Yet very …

Systemic risk in Indian financial institutions: A probabilistic approach

S Karmakar, G Bandyopadhyay… - Asia-Pacific Financial …, 2024 - Springer
In this paper, we have carried out the predictions for growth or spurt in Systemic Risk across
the different categories of financial institutions in India relative to the change in the market …

The importance of board risk oversight in times of crisis

M Dupire, C Haddad, R Slagmulder - Journal of Financial Services …, 2022 - Springer
This study investigates the relationship between board risk oversight practices at financial
institutions in the EU and systemic risk during the sovereign debt crisis. More specifically, we …

[HTML][HTML] Competition, regulation, and systemic risk in dual banking systems

I Ernaningsih, H Smaoui, IB Salah - International Review of Economics & …, 2024 - Elsevier
This study investigates the impact of competition and banking regulation on the systemic risk
of Islamic Banks (IBs) and Conventional Banks (CBs). Utilizing a random effects panel …

Cyclical behaviour of systemic risk in the banking sector

AM Andrieș, N Sprincean - Applied Economics, 2021 - Taylor & Francis
This paper examines cyclical behaviour of banks' systemic risk contribution and exposure.
Using a panel of 787 banks from country members of the Organization for Economic Co …

On becoming an O-SII (“other systemically important institution”)

AM Andrieș, S Nistor, S Ongena… - Journal of Banking & …, 2020 - Elsevier
How have financial markets reacted to the disclosure of the list of Other Systemically
Important Institutions by the European Banking Authority? With an event study of bank stock …

Do capital requirements make banks safer? Evidence from a quasinatural experiment

D Bostandzic, F Irresberger, RE Juelsrud… - Journal of Financial and …, 2022 - cambridge.org
We use the EBA capital exercise of 2011 as a quasinatural experiment to investigate how
capital requirements affect various measures of bank solvency risk. We show that, while …

Prudential policies and systemic risk: The role of interconnections

M Karamysheva, E Seregina - Journal of International Money and Finance, 2022 - Elsevier
The impact of prudential policies in open economies depends on their intrinsic efficacy and
the spillovers from the close financial partners. Using a sample of advanced economies, we …

The impact of culture on government interventions in the banking sector

IG Fărcaș, S Nistor - Economic Modelling, 2023 - Elsevier
In the aftermath of the Global Financial crisis, the governments offered financial institutions
significant financial packages to re-establish financial stability. Yet, despite the rich literature …