Systemic Risk in Central and Eastern European Banking and its Determinants. Merton Option Model Approach.

SSRN Electronic Journal ◽

10.2139/ssrn.2349017 ◽

2013 ◽

Author(s):

Renata Karkowska

Keyword(s):

Systemic Risk ◽

Eastern European ◽

European Banking ◽

Option Model ◽

Model Approach

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Systemic Risk in the European Banking System

SSRN Electronic Journal ◽

10.2139/ssrn.1102001 ◽

2008 ◽

Author(s):

Andrea Cipollini

Keyword(s):

Systemic Risk ◽

Banking System ◽

European Banking

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The Threat of Systemic Risk in European Banking

SSRN Electronic Journal ◽

10.2139/ssrn.302770 ◽

2002 ◽

Cited By ~ 2

Author(s):

Martin Sch�ler

Keyword(s):

Systemic Risk ◽

European Banking

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Measuring Systemic Risk-Adjusted Liquidity (SRL): A Model Approach

SSRN Electronic Journal ◽

10.2139/ssrn.2247219 ◽

2012 ◽

Author(s):

Andreas A. Jobst

Keyword(s):

Systemic Risk ◽

Model Approach

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Calculating Systemic Risk Capital Requirements: A Factor Model Approach

SSRN Electronic Journal ◽

10.2139/ssrn.2432947 ◽

2014 ◽

Author(s):

Panagiotis Avramidis ◽

Fotios Pasiouras

Keyword(s):

Systemic Risk ◽

Factor Model ◽

Capital Requirements ◽

Risk Capital ◽

Model Approach

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Competitive conditions in the Central and Eastern European banking systems

Omega ◽

10.1016/j.omega.2008.09.002 ◽

2010 ◽

Vol 38 (5) ◽

pp. 268-274 ◽

Cited By ~ 30

Author(s):

Manthos D. Delis

Keyword(s):

Eastern European ◽

Banking Systems ◽

European Banking

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A productivity analysis of Central and Eastern European banking taking into account risk decomposition and environmental variables

Research in International Business and Finance ◽

10.1016/j.ribaf.2010.05.003 ◽

2011 ◽

Vol 25 (1) ◽

pp. 26-38 ◽

Cited By ~ 9

Author(s):

Karligash A. Kenjegalieva ◽

Richard Simper

Keyword(s):

Environmental Variables ◽

Eastern European ◽

Productivity Analysis ◽

Risk Decomposition ◽

European Banking

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Is the Central and Eastern European Banking Systems Stable? Evidence from the Recent Financial Crisis

Challenges to Financial Stability – Perspective, Models and Policies Volume I A Framework for Modeling Systemic Risk Drivers of Different Markets ◽

10.14505/cfs.2014.ch4 ◽

2014 ◽

pp. 100-120

Author(s):

Renata KARKOWSKA ◽

Keyword(s):

Financial Crisis ◽

Eastern European ◽

Banking Systems ◽

European Banking ◽

Recent Financial Crisis

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Systemic risk affected by country level development. The case of the European banking sector

Argumenta Oeconomica ◽

10.15611/aoe.2019.2.11 ◽

2019 ◽

Vol 2 (43) ◽

pp. 255-282 ◽

Cited By ~ 1

Author(s):

Renata Karkowska

Keyword(s):

Systemic Risk ◽

Banking Sector ◽

Country Level ◽

European Banking

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Diversification, Diversity and Systemic Risk in European Banking

Crisis, Risk and Stability in Financial Markets ◽

10.1057/9781137001832.0007 ◽

2013 ◽

Author(s):

Pierluigi Morelli ◽

Giovanni B. Pittaluga ◽

Elena Seghezza

Keyword(s):

Systemic Risk ◽

European Banking

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Three ways to improve the systemic risk analysis of the Central and Eastern European region using SRISK and CoVaR

The Journal of Credit Risk ◽

10.21314/jcr.2021.001 ◽

2021 ◽

Author(s):

Marta Karaś ◽

Witold Szczepaniak

Keyword(s):

Risk Analysis ◽

Systemic Risk ◽

European Region ◽

Eastern European

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