Systemic risk in the Chinese financial system: A copula‐based network approach

2020 ◽  
Author(s):  
Zhiwei Zhang ◽  
Dayong Zhang ◽  
Fei Wu ◽  
Qiang Ji
Keyword(s):  
Systemic Risk ◽  
Financial System ◽  
Network Approach ◽  
System A

Systemic risk in the Angolan interbank payment system – a network approach

2020 ◽  
Vol 52 (45) ◽  
pp. 4900-4912
Author(s):  
Maria Rosa Borges ◽  
Lauriano Ulica ◽  
Mariya Gubareva
Keyword(s):  
Systemic Risk ◽  
Payment System ◽  
Network Approach ◽  
System A

scholarly journals Measuring systemic risk in the Colombian financial system : a systemic contingent claims approach

2011 ◽  
Author(s):  
Mariana Laverde ◽  
Esteban Gómez-González ◽  
Miguel Ángel Morales-Mosquera
Keyword(s):  
Systemic Risk ◽  
Financial System ◽  
Contingent Claims ◽  
System A

Macroprudential Policy Instruments of Central Banks

2012 ◽  
pp. 32-47
Author(s):  
S. Andryushin ◽  
V. Kuznetsova
Keyword(s):  
Systemic Risk ◽  
Financial Stability ◽  
Financial System ◽  
Policy Instruments ◽  
Central Banks ◽  
Macroprudential Policy ◽  
Policy Studies ◽  
The Future ◽  
Financial Cycles

The paper analyzes central banks macroprudencial policy and its instruments. The issues of their classification, option, design and adjustment are connected with financial stability of overall financial system and its specific institutions. The macroprudencial instruments effectiveness is evaluated from the two points: how they mitigate temporal and intersectoral systemic risk development (market, credit, and operational). The future macroprudentional policy studies directions are noted to identify the instruments, which can be used to limit the financial systemdevelopment procyclicality, mitigate the credit and financial cycles volatility.

scholarly journals Systemic risk measurement: bucketing global systemically important banks

2021 ◽  
Author(s):  
Marina Brogi ◽  
Valentina Lagasio ◽  
Luca Riccetti
Keyword(s):  
Systemic Risk ◽  
Financial System ◽  
Capital Requirements ◽  
Insurance Premium ◽  
Risk Measurement ◽  
Marginal Contribution ◽  
General Consensus ◽  
Systemically Important Banks

AbstractThe general consensus on the need to enhance the resilience of the financial system has led to the imposition of higher capital requirements for certain institutions, supposedly based on their contribution to systemic risk. Global Systemically Important Banks (G-SIBs) are divided into buckets based on their required additional capital buffers ranging from 1% to 3.5%. We measure the marginal contribution to systemic risk of 26 G-SIBs using the Distressed Insurance Premium methodology proposed by Huang et al. (J Bank Financ 33:2036–2049, 2009) and examine ranking consistency with that using the SRISK of Acharya et al. (Am Econ Rev 102:59–64, 2012). We then compare the bucketing using the two academic approaches and supervisory buckets. Because it leads to capital surcharges, bucketing should be consistent, irrespective of methodology. Instead, discrepancies in the allocation between buckets emerge and this suggests the complementary use of other methodologies.

scholarly journals Tunisian Financial System: A Growth Factor

2010 ◽  
Vol 2 (5) ◽  
Author(s):  
Imène Ben Fredj ◽  
Christophe Schalck
Keyword(s):  
Growth Factor ◽  
Financial System ◽  
System A
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