In response to the economic and financial crisis, the EU has adopted a new regulatory
framework of the banking sector. Its central elements consist of new capital requirements …

The paper proposes a novel model for the prediction of bank failures, on the basis of both
macroeconomic and bank-specific microeconomic factors. As bank failures are rare, in the …

In this paper we develop an in-depth analysis of the systemic risk and contagion
determinants through the differential effects of excluding one bank on the banking system …

We carry out a quantitative analysis of the financing measures proposed for the European
Deposit Insurance Scheme (EDIS) regarding the target level of the fund and the contribution …

The bank transactions are needed to be modeled to predict the future transactions of the
banks based on the previous transactions. In order to achieve efficient modeling of bank …

This paper uses a stylized simulation model to assess the potential impact of climate
transition risk on banks' balance sheets in a climate-stress-testing (ie short-run) framework …

We measure systemic risk when faced with simulated shocks through the systemic model of
banking originated losses. The formation mechanism of systemic risk is explored from the …

A retrospective view of the “subprime mortgage” crisis enables us to assess the actions of
banks, both those prompting the genesis of the crisis and those resulting from subsequent …

This paper analyses how the risk of commercial and cooperative banks may affect the
European Deposit Guarantee Scheme (EDIS) to assess the appropriateness of a …

Correlation networks and risk spillovers within financial institutions contribute to the
generation and dissemination of systemic risk. In this paper, a risk correlation network is …