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The analytical framework for identifying and benchmarking systemically important financial institutions in Europe
Published 2014-11-01Subjects: Get full text
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Proposals to improve the regulatory measures in relation to systemically important financial institutions
Published 2020-01-01“…In article are presented the variants to rework the existing principles of systemically important financial institutions regulation in Russia and abroad.…”
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Volatility Spillover Effects in the Moroccan Interbank Sector before and during the COVID-19 Crisis
Published 2022-06-01Subjects: Get full text
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Predicting systemic risk in financial systems using Deep Graph Learning
Published 2023-09-01“…Having powerful tools to analyze and predict systemic risk in large financial networks is essential to ensure the stability of the financial system, avoiding the negative externalities derived from the failure of a systemically important financial institution. In this context, Machine Learning (ML) has proved to be a useful tool thanks to its ability to deal with complex relations. …”
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Determining Systemic Risk of Banks, Financial Services, and Insurance Firms of Pakistan
Published 2018-06-01“…We find that top most systemically important financial institutions of Pakistan are National Bank of Pakistan (NBP), Allied Bank Limited (ABL), and Habib Bank of Pakistan (HBP). …”
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Macroeconomics of Systemic Risk: Transmission Channels and Technical Integration
Published 2022-09-01“…We propose a practical systemic risk assessment framework and samples of technical integration to capture the overall risk endogenously and externally expose the systemically important financial institutions.…”
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Identifying influential financial stocks using simulation with a two-layer network
Published 2023-04-01“…Our findings show that stock liquidity and the concentration of funds’ holding on stocks play important roles in determining systemically important financial institutions. Our results also confirm the statements of “too-big-to-fail” and “too-interconnected-to-fail” of financial institutions in the Chinese market. …”
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The Impact of COVID-19 on Banking Sector Returns, Profitability, and Liquidity in South Africa
Published 2024-03-01“…Given that banks are regarded as systemically important financial institutions, this heightened uncertainty increased the possibility of a financial crisis because instabilities in the banking sector could have further detrimental effects on national and global economies. …”
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Regulation of the Financial System in the Republic of Congo
Published 2023-12-01“…After the 2008 subprime crisis, financial institutions in the Congo (Brazzaville) underwent a series of significant adjustments and reforms in line with their regulatory traditions of systemically important financial institutions, the evolution of the regulatory system, and the country’s financial development needs. …”
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Comparison of Systemic Financial Risks in the US before and after the COVID-19 Outbreak—A Copula–GARCH with CES Approach
Published 2022-11-01“…This paper aims to predict the systemic financial risk in the US before and during the COVID-19 pandemic by using copula–GJR–GARCH models with component expected shortfall (CES), and also identify systemically important financial institutions (SIFIs) for the two comparative periods. …”
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Identifying Systemically Important Companies by Using the Credit Network of an Entire Nation
Published 2018-10-01“…The work demonstrates that the notions of systemically important financial institutions (SIFIs) can be directly extended to firms.…”
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Monetary Policy and Financial (In)Stability
Published 2010-06-01“…It is not surprising that it consists of cutting interest rates and bail-out of insolvent, systemically important financial institutions. Such policy, especially when run too long and changed too abruptly, not only creates moral hazards but it also sets the stage for another „search for yield” and build-up of another speculative bubble. …”
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Ripple-Spreading Network of China’s Systemic Financial Risk Contagion: New Evidence from the Regime-Switching Model
Published 2024-01-01“…A better understanding of financial contagion and systemically important financial institutions (SIFIs) is essential for the prevention and control of systemic financial risk. …”
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