Systemic risk and interconnectedness in Gulf Cooperation Council banking systems

Nowadays, financial interconnectedness is the main driver of systemic risk. Thus, there is a constant need for tools to assess and manage systemic risk. This paper offers an alternative model framework to measure systemic risk and examine interconnectedness between direct exposures across banking sy...

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Bibliographic Details
Main Author: Ramzi Nekhili
Format: Article
Language:English
Published: LLC "CPC "Business Perspectives" 2020-03-01
Series:Banks and Bank Systems
Subjects:
Online Access:https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/13267/BBS_2020_01_Nekhili.pdf