Systemic risk measures and regulatory challenges

S Ellis, S Sharma, J Brzeszczyński - Journal of Financial Stability, 2022 - Elsevier
This paper discusses different definitions of systemic risk and identifies the challenges,
which regulators face in addressing this phenomenon. We conducted a systematic literature …

Does boardroom gender diversity decrease credit risk in the financial sector? Worldwide evidence

H Kinateder, T Choudhury, R Zaman… - Journal of International …, 2021 - Elsevier
Recent regulatory changes to promote boardroom gender diversity (BGD) around the globe
have prompted academic debates about the risk and return preferences of gender quotas …

Multilayer financial networks and systemic importance: Evidence from China

J Cao, F Wen, HE Stanley, X Wang - International Review of Financial …, 2021 - Elsevier
In this paper, we develop a multilayer network structure and reveal the relationship between
network structure and systemic risk. Unlike many previous studies, our model considers both …

Global systemic risk dynamic network connectedness during the COVID-19: Evidence from nonlinear Granger causality

P Zhang, S Yin, Y Sha - … of International Financial Markets, Institutions and …, 2023 - Elsevier
This study examined the global systemic risk network connectedness during the COVID-19
pandemic by focusing on the stock, bond, and foreign exchange markets of 14 countries …

The paradox of pledgeability

JR Donaldson, D Gromb, G Piacentino - Journal of Financial Economics, 2020 - Elsevier
We develop a model in which collateral serves to protect creditors from the claims of other
creditors. We find that, paradoxically, borrowers rely most on collateral when pledgeability is …

[PDF][PDF] Фінансова безпека держави в умовах глобалізаційних змін: теорія, методологія, практика

АС Полторак, АС Полторак - 2019 - dspace.mnau.edu.ua
Трансформаційні процеси в економічній системі України та її фінансовому секторі–
об'єктивна реальність сьогодення, пов'язана з новими потребами держави …

Paradigm changes that strengthen the financial security of the state through FINTECH development

N Sirenko, I Atamanyuk, Y Volosyuk… - 2020 IEEE 11th …, 2020 - ieeexplore.ieee.org
The comprehensive development of the state's innovation potential (through the creation of
mass innovative products, the development of high-tech production, the achievement of …

A theory of collateral for the lender of last resort

DB Choi, JAC Santos, T Yorulmazer - Review of Finance, 2021 - academic.oup.com
We consider a macroprudential approach to analyze the optimal lending policy for the
central bank, focusing on spillover effects that policy exerts on money markets. Lending …

Predicting systemic risk of banks: a machine learning approach

G Kumar, MR Rahman, A Rajverma… - Journal of Modelling in …, 2024 - emerald.com
Purpose This study aims to analyse the systemic risk emitted by all publicly listed
commercial banks in a key emerging economy, India. Design/methodology/approach The …

Internecine interrelations among liquidity risk, market risk and credit risk in Indian banking system

SKS Raavinuthala, G Jain… - Afro-Asian Journal of …, 2023 - inderscienceonline.com
Events like the 2008 financial crisis have highlighted the need to consider the complicated
interrelations between liquidity risk, credit risk, and market risk for better and integrated …