The purpose of this work is to investigate the influence of macroeconomics determinants on
non-performing loans (NPLs) in the Italian banking system over the period 2008Q3 …

This article investigates the volatility connectedness of the Eurozone banking system over
the last 15 years (from 2005 to 2020). Applying the Diebold-Yilmaz Connectedness Index …

This paper analyses tail risk spillover, considering interaction of the 46 largest capitalization
firms in the Eurozone over the period 9 January 2006 to 28 December 2020 (including part …

The banking sectors are exposed to a lot of pressure due to the events taking place in the
region, the most important of which is the decline in global oil prices and geopolitical events …

The aim of the study is to identify the interrelations and interdependencies of systemic risk
formation in the banking sector under the influence of the COVID-19 pandemic. The analysis …

This paper aims to analyzes the English-language literature related to Systemically
Important Banks (SIBs) by applying the bibliometric methodology to present the current state …

Accurately measuring systemic risk in the banking industry and identifying systemically
important banks are significant parts of macro-prudential supervision. However, there is a …

This paper aims to identify the relationship between macroeconomic factors that could be
potential sources of concern for the banking sector in Saudi Arabia. To achieve this, the …

We examine the systemic risk (SR) of listed Islamic banks (IB) around the world for the 2005–
2020 period. Our research hypothesis states that if IB are resilient to economic crises, we …

An important part of the management activity is related to the management of financial risk
management. It involves the assessment of financial risks in relation to a particular financial …