ON THE IMPORTANCE OF TRADITIONAL LENDING ACTIVITY FOR BANKING SYSTEMS STABILITY
In this paper, we analyzed the role of banks’ traditional lending on systemic stability. Firstly, we quantified the effect of correlation among banks’ results on systemic risk through Monte Carlo simulation. Secondly, we verified how traditional lending affects banks’ results correlation. Finally, c...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
World Scientific Publishing
2020-12-01
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| Series: | Journal of Financial Management, Markets and Institutions |
| Subjects: | |
| Online Access: | http://www.worldscientific.com/doi/epdf/10.1142/S2282717X2050005X |