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Journal articles on the topic 'Regulation of systemic financial risk'

Author: Grafiati

Published: 28 May 2022

Last updated: 31 July 2025

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1

Andriosopoulos, Kostas, and Raphael Douady. "Financial regulation and systemic risk." Journal of Banking & Finance 50 (January 2015): 381–82. http://dx.doi.org/10.1016/j.jbankfin.2014.08.025.

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Goodhart, C. A. E. "Financial Regulation, Credit Risk and Financial Stability." National Institute Economic Review 192 (April 2005): 118–27. http://dx.doi.org/10.1177/002795010519200111.

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In contrast to recent successful developments in macro monetary policies, the modelling, measurement and management of systemic financial stability has remained problematical. Indeed, the focus of most effort has been on improving individual, rather than systemic, bank risk management; the Basel II objective has been to bring regulatory bank capital into line with the (sophisticated) banks‘ assessment of their own economic capital. Even at the individual bank level there are concerns over (i) appropriate diversification allowances, (ii) differing objectives of banks and regulators, (iii) the n

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Masciandaro, Donato, and Francesco Passarelli. "Financial systemic risk: Taxation or regulation?" Journal of Banking & Finance 37, no. 2 (2013): 587–96. http://dx.doi.org/10.1016/j.jbankfin.2012.09.020.

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KHASHANAH, KHALDOUN. "FINANCIAL REGULATION, INNOVATION COMPLEXITY, AND SYSTEMIC RISK." Systems Research Forum 05, no. 01 (2011): 73–87. http://dx.doi.org/10.1142/s1793966611000254.

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5

Chen, Hesheng. "2008 Financial Crisis and Systemic Risk Regulation." Advances in Economics, Management and Political Sciences 34, no. 1 (2023): 19–26. http://dx.doi.org/10.54254/2754-1169/34/20231668.

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During the post-pandemic era, whether Covid-19 will cause a financial crisis is one of the key issues. Some research are done about the relationships between the Covid-19 crisis and the 2008 financial crisis, but there still exists much blank about mechanics and explanations in this field. This paper first focuses on the 2008 financial crisis, analyzing key factors attributing to such a serious financial crisis, giving suggestions in response to factors found, and then comparing the 2008 financial crisis to the Covid-19 crisis to give some warnings. In the course of analyzing key factors, this

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Gai, Prasanna, and Sujit Kapadia. "Networks and systemic risk in the financial system." Oxford Review of Economic Policy 35, no. 4 (2019): 586–613. http://dx.doi.org/10.1093/oxrep/grz023.

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Abstract The complex web of exposures and interlinkages across the financial system highlights the relevance of network analysis in understanding systemic risk and guiding the design of financial regulation. This paper discusses how network models—and those based on epidemiological approaches in particular—offer a compelling description of the structure of real-world financial systems and shed light on different contagion mechanisms seen during the global financial crisis. We also review how these insights may inform macroprudential risk assessment and policy in the areas of stress-testing the

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Conrad, Christian A. "Weaknesses of Financial Market Regulation." Applied Economics and Finance 5, no. 2 (2018): 32. http://dx.doi.org/10.11114/aef.v5i2.2914.

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In this paper we examine the extent newer developments affect the economic processes of the market and put financial markets at risk. We also analyze if the financial market regulations are sufficient to limit the systemic risk they cause. The biggest Shortcoming of the recent reforms to the stabilization of the financial system, such as Basel III and the American Dodd Frank Act, is that they increase the capital requirements rather than the causes of the increased risk. It would generally be better to forbid risky and complex financial products than to further increase regulation complexity a

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Conrad, Christian A. "Weaknesses of Financial Market Regulation." Applied Economics and Finance Vol. 5, No. 2; March 2018 (2018): 32–40. https://doi.org/10.11114/aef.v5i2.2914.

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In this paper we examine the extent newer developments affect the economic processes of the market and put financial markets at risk. We also analyze if the financial market regulations are sufficient to limit the systemic risk they cause. The biggest Shortcoming of the recent reforms to the stabilization of the financial system, such as Basel III and the American Dodd Frank Act, is that they increase the capital requirements rather than the causes of the increased risk. It would generally be better to forbid risky and complex financial products than to further increase regulation complexity a

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Jackson, Matthew O., and Agathe Pernoud. "Systemic Risk in Financial Networks: A Survey." Annual Review of Economics 13, no. 1 (2021): 171–202. http://dx.doi.org/10.1146/annurev-economics-083120-111540.

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We provide an overview of the relationship between financial networks and systemic risk. We present a taxonomy of different types of systemic risk, differentiating between direct externalities between financial organizations (e.g., defaults, correlated portfolios, fire sales), and perceptions and feedback effects (e.g., bank runs, credit freezes). We also discuss optimal regulation and bailouts, measurements of systemic risk and financial centrality, choices by banks regarding their portfolios and partnerships, and the changing nature of financial networks.

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10

Dong, Runze. "The Impact of Shadow Banking Risk on Systemic Financial Risk in China." Lecture Notes in Education Psychology and Public Media 88, no. 1 (2025): 31–36. https://doi.org/10.54254/2753-7048/2025.22257.

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After the subprime crisis, China's shadow banking industry has expanded rapidly, becoming an important financing channel outside the traditional banking system. However, because it is not subject to the conventional regulatory framework, shadow banking has increased systemic financial risks while raising financial leverage.Inadequate regulation of shadow banking could lead to systemic financial risks in the financial system and jeopardize economic stability. This paper discusses the advantages and disadvantages of shadow banking and its impact on monetary policy. Meanwhile, this paper further

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11

Arnold, Bruce R., Claudio Borio, Luci Ellis, and Fariborz Moshirian. "Systemic risk, Basel III, global financial stability and regulation." Journal of Banking & Finance 36, no. 12 (2012): 3123–24. http://dx.doi.org/10.1016/j.jbankfin.2012.07.025.

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Richardson, Matthew, Kermit L. Schoenholtz, and Lawrence J. White. "Deregulating Wall Street." Annual Review of Financial Economics 10, no. 1 (2018): 199–217. http://dx.doi.org/10.1146/annurev-financial-110217-022513.

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We argue that implementation of the Dodd-Frank Wall Street Reform and Consumer Protection Act has contributed significantly to the reduction of systemic risk in the United States. However, Dodd-Frank also introduced burdensome rules that have little to do with systemic risk. This article evaluates the trade-off between capital regulation and regulation of scope in the context of Dodd-Frank, with a particular emphasis on the Volcker Rule. Recent regulatory reforms aimed at rolling back Dodd-Frank are evaluated and discussed.

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Rusanov, Georgy M. "MACROPRUDENTIAL TOOLS FOR MANAGING SYSTEMIC RISK IN THE RUSSIAN FINANCIAL MARKET." EKONOMIKA I UPRAVLENIE: PROBLEMY, RESHENIYA 3/1, no. 144 (2024): 97–105. http://dx.doi.org/10.36871/ek.up.p.r.2024.03.01.011.

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The article is devoted to the analysis and assessment of the mechanism reventing the occurrence of systemic risk in the Russian financial system through the tools of macroprudential regulation. The degree and spheres of influence of macroprudential regulation tools on the sources of systemic risk are investigated. A scientific hypothesis in achieving financial stability through the tools of macroprudential regulation. Conclusions are drawn about the effectiveness of the tools used in modern Russian practice, an assessment of the prevention of systemic risk in the segments of unsecured and mort

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Parfenova, M. V., and N. A. L'vova. "Assessment of Russian non-financial companies' systemic risk in financial stability monitoring." Finance and Credit 26, no. 4 (2020): 724–43. http://dx.doi.org/10.24891/fc.26.4.724.

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Subject. The article addresses the issues of financial stability monitoring as part of macroprudental supervision and regulation. The study concerns non-financial companies as a source of systemic risk for the national financial system. There are a lot of discussions about monitoring of systemically important borrowers under the auspices of the Russian Regulator. Objectives. Research is aimed at developing a methodology for assessing the systemic risk of Russian non-financial companies. Methods. We propose a set of indicators to assess the systemic risk derived from non-financial companies in

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15

Alexander, Kern. "The Risk of Ratings in Bank Capital Regulation." European Business Law Review 25, Issue 2 (2014): 295–313. http://dx.doi.org/10.54648/eulr2014011.

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The article analyses the rationale of credit ratings in financial market regulation with a specific focus on bank capital regulation. Specifically, it traces the development of external credit ratings in bank capital regulation and in particular how they became a major component of Basel II. In doing so, it reviews how ratings were used in the structured finance markets before the global financial crisis began in 2007 and how their misuse contributed to the crisis. Because ratings had become an integrated feature in banking and securities market regulation, risk management in financial firms b

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Rusconi, Rob. "The contribution of South Africa’s insurers to systemic risk: thoughts for policymakers." South African Actuarial Journal 20, no. 1 (2021): 149–210. http://dx.doi.org/10.4314/saaj.v20i1.6.

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The rationale for regulating financial markets is strong. First, these markets have a critical role to play in the well-being of economies of all sizes. Second, the consequences of failure of these markets is frequently felt well outside of the markets themselves. This regulation should be based on the foundation of a clearly-written publicly-stated set of objectives. One of these objectives ought to be the mitigation of systemic risk, that is the risk that the actions of a financial-sector entity could trigger widespread damage to large parts of the financial markets and to the real economy.

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Issie, Franchel Mbon. "Regulation of the Financial System in the Republic of Congo." Jurnal Ilmu Ekonomi Terapan 8, no. 2 (2023): 297–311. http://dx.doi.org/10.20473/jiet.v8i2.47074.

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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. This paper needs to analyze and study financial regulation in the Republic of Congo. This paper mainly analyzes the current situation of the financial regulatory system of the Republic of the Congo (Brazzaville), finds the problems in the financial regulatory system, collects acces

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18

Евлахова, Ю. С. "Modern Challenges to Global Financial Stability: Transformation of Systemic Risk Management and Black Swans Risks." Финансовые Исследования, no. 2(75) (October 5, 2022): 38–50. http://dx.doi.org/10.54220/finis.1991-0525.2022.75.2.004.

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Актуальность темы исследования. Беспрецедентные изменения в глобальной экономике с начала 20-х годов XXI века обострили проблему обеспечения финансовой стабильности на глобальном и национальном уровнях. Постановка проблемы. Обеспечение финансовой стабильности сталкивается с внешними и внутренними вызовами, к которым относятся новые типы рисков и трансформация управления системными рисками. Цель исследования. Проведение анализа двух наиболее значимых современных вызовов (риски «черных лебедей», изменения в регулировании системно значимых финансовых организаций) для определения изменений в фокус

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Smet, Joeri De. "Article: The Systemic Importance of Asset Managers: A Case Study for the Future of SIFI Regulation." European Business Law Review 35, Issue 2 (2024): 227–62. http://dx.doi.org/10.54648/eulr2024017.

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The nexus between financial stability and the asset management industry remains understudied. I question whether asset managers and/or investment funds could be systemically important, and if so, how financial regulation in the EU and US should cope with this. From a review of the available economic literature and policy standpoints, it emerges that asset managers and the funds that they manage can create systemic risk through fire sales. While in some cases nonbanks can be designated as systemically important under EU and US law, asset managers and investment funds do not fit well in this fra

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SABITOVA, Nadiya M., and Mikhail V. LEONOV. "Ensuring financial stability in the context of banking ecosystems growth." Finance and Credit 28, no. 11 (2022): 2516–39. http://dx.doi.org/10.24891/fc.28.11.2516.

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Subject. This article deals with the issues related to the systemic risk of banking ecosystems and its impact on financial stability. Objectives. The article aims to define the risk of banking ecosystems and identify areas to improve the regulation of banking ecosystems within the framework of ensuring financial stability. Methods. For the study, we used the methods of comparative, logical and conceptual analyses, expert assessment, and heuristic modeling. Results. The article defines the systemic risk of banking ecosystems as a systemic risk of loss of financial stability, the main sources of

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Kou, Gang, Xiangrui Chao, Yi Peng, Fawaz E. Alsaadi, and Enrique Herrera-Viedma. "MACHINE LEARNING METHODS FOR SYSTEMIC RISK ANALYSIS IN FINANCIAL SECTORS." Technological and Economic Development of Economy 25, no. 5 (2019): 716–42. http://dx.doi.org/10.3846/tede.2019.8740.

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Financial systemic risk is an important issue in economics and financial systems. Trying to detect and respond to systemic risk with growing amounts of data produced in financial markets and systems, a lot of researchers have increasingly employed machine learning methods. Machine learning methods study the mechanisms of outbreak and contagion of systemic risk in the financial network and improve the current regulation of the financial market and industry. In this paper, we survey existing researches and methodologies on assessment and measurement of financial systemic risk combined with machi

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Zhou, Kaiyue. "Monetary Policy, Capital Regulation and Systemic Risk in Commercial Banks: Evidence from in China." Advances in Economics, Management and Political Sciences 97, no. 1 (2024): 42–48. http://dx.doi.org/10.54254/2754-1169/97/20230564.

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This paper examines the impact of monetary policy and capital regulation on commercial banks' systemic risk using a fixed panel model with data from 16 listed commercial banks in China from Q1 2011 to Q4 2019. The results show that both quantity-based monetary policy instruments, represented by currency issuance, and price-based monetary policy instruments, represented by interest rates, affect systemic risk. And they both show that accommodative monetary policies amplify commercial banks systemic risk. Besides, capital regulation has a dampening effect on systemic risk, and the intensity of r

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Jonker Sihombing. "Financial System Management Resilience and Systemic Risk in Banking: Regulatory Perspective." Journal of Law, Politic and Humanities 5, no. 4 (2025): 2333–42. https://doi.org/10.38035/jlph.v5i4.1498.

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Study This will explore How authority regulation arrange management risk systemic in banking For ensure resilience system finance in a way Overall . Focus specifically on the framework regulation and role institution government in overcome risk Systemic . Method research used is legal normative . Results study show based on on the frame regulation and role institution government in overcome risk systemic , then Government , Bank Indonesia, Institutions Guarantor Deposits , and the Financial Services Authority Already coordinate with very close . Coordination This of course it fits with authori

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Kou, Gang, Xiangrui Chao, Yi Peng, and Fan Wang. "NETWORK RESILIENCE IN THE FINANCIAL SECTORS: ADVANCES, KEY ELEMENTS, APPLICATIONS, AND CHALLENGES FOR FINANCIAL STABILITY REGULATION." Technological and Economic Development of Economy 28, no. 2 (2022): 531–58. http://dx.doi.org/10.3846/tede.2022.16500.

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Security against systemic financial risks is the main theme for financial stability regulation. As modern financial markets are highly interconnected and complex networks, their network resilience is an important indicator of the ability of the financial system to prevent risks. To provide a comprehensive perspective on the network resilience of financial networks, we review the main advances in the literature on network resilience and financial networks. Further, we review the key elements and applications of financial network resilience processing in financial regulation, including financial

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Cooper, Richard N., Kern Alexander, Rahul Dhumale, and John Eatwell. "Global Governance of Financial Systems: The International Regulation of Systemic Risk." Foreign Affairs 85, no. 1 (2006): 148. http://dx.doi.org/10.2307/20031858.

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Harrington, Scott E. "The Financial Crisis, Systemic Risk, and the Future of Insurance Regulation." Journal of Risk and Insurance 76, no. 4 (2009): 785–819. http://dx.doi.org/10.1111/j.1539-6975.2009.01330.x.

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27

Laurens, François. "Basel III and prudent risk management in banking: Continuing the cycle of fixing past crises." Risk Governance and Control: Financial Markets and Institutions 2, no. 3 (2012): 17–22. http://dx.doi.org/10.22495/rgcv2i3art1.

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Financial crises have had a significant impact on bank regulation and supervision. Reforms are often focussed on correcting past failings. Following the 2007 financial crisis, Basel III reforms have been introduced with a view to promote a more resilient banking sector and to improve the banking sector’s ability to absorb shocks arising from financial distress. A review of the Basel III reforms and the literature on the link between capital adequacy regulations and bank stability indicates that these regulations are unlikely to prevent the failure of banks resulting in systemic crises

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Hassan, Mohamad, and Evangelos Giouvris. "Bank mergers: the cyclical behaviour of regulation, risk and returns." Journal of Financial Economic Policy 13, no. 2 (2021): 256–84. http://dx.doi.org/10.1108/jfep-03-2020-0043.

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Purpose The purpose of this paper is to examine the effects of bank mergers on systemic and systematic risks on the relative merits of product and market diversification strategies. It also observes determinants of M&A deals criteria, product and market diversification positioning, crisis threshold and other regulatory and market factors. Design/methodology/approach This research examines the impact and association between merger announcements and regulatory reforms at bank and system levels by investigating the impact of various bank consolidation strategies on firms’ risks. We estimate b

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Gehrig, Thomas, and Maria Chiara Iannino. "Capital regulation and systemic risk in the insurance sector." Journal of Financial Economic Policy 10, no. 2 (2018): 237–63. http://dx.doi.org/10.1108/jfep-11-2017-0105.

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Purpose This paper aims to analyze systemic risk in and the effect of capital regulation on the European insurance sector. In particular, the evolution of an exposure measure (SRISK) and a contribution measure (Delta CoVaR) are analyzed from 1985 to 2016. Design/methodology/approach With the help of multivariate regressions, the main drivers of systemic risk are identified. Findings The paper finds an increasing degree of interconnectedness between banks and insurance that correlates with systemic risk exposure. Interconnectedness peaks during periods of crisis but has a long-term influence al

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30

Micelli, Daniel, and Lane Walsh. "NBFI: Emerging Channels of Systemic Risks." Science of Law 2023, no. 3 (2023): 1–11. http://dx.doi.org/10.55284/sol.v2023i3.112.

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Non-bank financial intermediation (NBFI) is one of the main channels of systemic risks in the financial sector. The recent financial crisis unveiled such regulatory gaps highlighting the need for novel tools and preemptive measures to reinforce the benefits of NBFI while limiting the risks posed to financial stability. The paper presents a novel discussion of how existing regulation can address the risks emerging from this sector whilst highlighting gaps in the current regu-latory framework. Understanding the influence of the transition to NBFI on shock amplitude and transmission involves anal

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Laura, Mehnaz Roushan, and Nafiz Ul Fahad. "Would Hedge Fund Regulation Mitigate Systemic Risk? Direct vs. Indirect Regulation Approach." International Business Research 10, no. 8 (2017): 31. http://dx.doi.org/10.5539/ibr.v10n8p31.

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This paper presents the direct vs. indirect debate of hedge fund regulation and attempts to find which approach is better able to mitigate systemic risk that the industry poses to the economy. The waves of regulatory reforms and enhanced concern regarding investors protection have recently brought attention of the regulators to hedge fund regulation issue. But, many academics fear that direct intervention may limit industry growth and benefit. Addressing these concerns, this paper observes the systemic importance of hedge fund industry based on four criteria’s [size, leverage, interconnectedne

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Kovalenko, Victoria, and Sergii Sheludko. "Macroprudential Regulation in Ensuring of the Development of Financial Markets." Modern Economics 22, no. 1 (2020): 24–30. http://dx.doi.org/10.31521/modecon.v22(2020)-04.

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Introduction. The study has confirmed that ensuring of financial markets’ development stability is connected with the development of an effective system for macroprudential regulation. The financial crisis has shown that price stability is not enough to ensure financial stability. The financial and business cycles are not synchronized – therefore risks can arise, especially during periods of “disconnection” between two cycles. Purpose. The aim of the paper is to systematize basic concepts of macroprudential regulation in financial markets, considering international practice of its instruments

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Bo, Wang. "Capital Adequacy Ratio and Systemic Risk: an Econometric Analysis of the Financial Risk Management of Chinese Commercial Banks." Journal of Business and Marketing 1, no. 5 (2024): 20–33. https://doi.org/10.62517/jbm.202409504.

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The capital adequacy ratio and systemic risk are two interlinked core concepts within the financial system, playing a crucial role in the risk management and stability of the banking sector. This study rigorously analyzes the impact of capital adequacy ratios on systemic risk among Chinese commercial banks employing advanced econometric methods. Considering the complexities of the global financial system, traditional capital adequacy frameworks have struggled to comprehensively address the multifaceted risks present in contemporary financial markets. By constructing multiple econometric models

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Chen, Ziyan. "The Impact of Financial Innovations on the Amplification of Financial Crises." Advances in Economics, Management and Political Sciences 160, no. 1 (2025): 68–73. https://doi.org/10.54254/2754-1169/2025.19783.

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A financial crisis arises when the value of financial assets or markets rapidly declines, often leading to panic, liquidity shortages, and the collapse of the banking systems. In modern financial systems, financial innovations such as mortgage-backed securities (MBS), credit default swaps (CDS), and high-frequency trading have emerged as key drivers of both market efficiency and systemic instability. These innovations can amplify financial crises by increasing leverage, introducing complexity, and precipitating abrupt market shocks. This paper examines how specific financial innovations, parti

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Moch, Nils. "The Contribution of Large Banking Institutions to Systemic Risk: What Do We Know? A Literature Review." Review of Economics 69, no. 3 (2018): 231–57. http://dx.doi.org/10.1515/roe-2018-0011.

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Abstract Against the background of the global financial crisis, we review recent literature on the debate about “too big to fail”. This is (still) one of the key issues in banking literature since it determines the conditions for adequate banking regulation, financial stability and economic welfare. Analyzing 30 papers from 2009 to 2017, our work focusses on the impact of large banks on systemic risk. Large financial institutions can affect systemic risk by either contributing to systemic risk or being extremely exposed to sources of systematic risk and contagion. We find a considerable number

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Bonollo, Michele, Irene Crimaldi, Andrea Flori, Fabio Pammolli, and Massimo Riccaboni. "Systemic risk and banking regulation: Some facts on the new regulatory framework." Corporate Ownership and Control 12, no. 2 (2015): 52–63. http://dx.doi.org/10.22495/cocv12i2p5.

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The recent financial crisis highlighted the relevant role of the systemic effects of banks’ defaults on the stability of the whole financial system. In this work we draw an organic picture of the current regulations, moving from the definitions of systemic risk to the issues concerning data availability. We show how a more detailed flow of data on traded deals might shed light on some systemic risk features taken into account only partially in the past. In particular, we analyse how the new regulatory framework allows regulators to describe OTC derivatives markets according to more detailed pa

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Yuan, Baoqi. "Regulation of Markets that Pose a Less Systemic Risk—The Crypto Asset Market Is an Example." Studies in Social Science & Humanities 2, no. 4 (2023): 31–39. http://dx.doi.org/10.56397/sssh.2023.04.04.

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It has been argued that ‘Some markets pose a such little systemic risk to the overall financial system that they should never be regulated.’ However, even markets that are small and pose less systemic risk should also be regulated scientifically and appropriately. The crypto-asset market is currently one of the markets that the Financial Conduct Authority regulates to a lesser extent, so this paper uses this as an example to analyse the various risks that the crypto-asset market may pose in terms of consumer protection, financial crime, and systemic risk, and then explores a series of regulato

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Kerste, Marco, Matthijs Gerritsen, Jarst Weda, and Bert Tieben. "Systemic risk in the energy sector—Is there need for financial regulation?" Energy Policy 78 (March 2015): 22–30. http://dx.doi.org/10.1016/j.enpol.2014.12.018.

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Croicu, Andreea-Elena, Laura Andreea Iancu, and Luana Cristina Rogojan. "A Review on the Impact of Shadow Banking on Financial Markets Prudential Regulation." Proceedings of the International Conference on Business Excellence 17, no. 1 (2023): 1596–602. http://dx.doi.org/10.2478/picbe-2023-0143.

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Abstract The evolution of shadow banking sector in terms of structure (concentration of institutions), expanded connections with banks, and in terms of activities there was an increase of the systemic relevance of these entities. The aim of this paper is to review the relevant literature on the topic and the progress that has been made regarding the implementation of macro-prudential policies since the global financial crisis of 2008. As the financial crisis highlighted, shadow banking sector should be considered a source of systemic risk and it is essential to identify its potential effects t

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Al-Majali, Mohannad, Baaeth Aldalaien, Suhaib AL-Khazaleh, and Raed Al-Smadi. "Exploring the Nexus of Fintech Development, Systematic Risk, and Market Discipline on Financial Stability: Evidence from Jordan." ECONOMICS 13, no. 2 (2025): 351–65. https://doi.org/10.2478/eoik-2025-0044.

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Abstract This research investigates the impact of FinTech innovation on the financial stability of emerging markets, using the case of thirteen Jordanian commercial banks from 2015 to 2022. The study aims to examine how FinTech innovations engage with systemic risk and market discipline in the formation of financial resilience. With a quantitative strategy, regression models subjected borrowing records to examination to test for indirect and direct effects. The findings indicate that FinTech growth is positively correlated with financial stability as systemic risk is a strong mediator that amp

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Prasch, Robert, and Thierry Warin. "Systemic risk and financial regulations: A theoretical perspective." Journal of Banking Regulation 17, no. 3 (2015): 188–99. http://dx.doi.org/10.1057/jbr.2015.4.

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Khiari, Wided, and Salim Ben Sassi. "On Identifying the Systemically Important Tunisian Banks: An Empirical Approach Based on the △CoVaR Measures." Risks 7, no. 4 (2019): 122. http://dx.doi.org/10.3390/risks7040122.

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The aim of this work is to assess systemic risk of Tunisian listed banks. The goal is to identify the institutions that contribute the most to systemic risk and that are most exposed to it. We use the CoVaR that considered the systemic risk as the value at risk (VaR) of a financial institution conditioned on the VaR of another institution. Thus, if the CoVaR increases with respect to the VaR, the spillover risk also increases among the institutions. The difference between these measurements is termed △CoVaR, and it allows for estimating the exposure and contribution of each bank to systemic ri

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MINTO, Andrea. "Characterising Corruption by Adopting a Systemic Risk Perspective: Importing Macro Prudential Financial Regulation into the Policy Debate." European Journal of Risk Regulation 11, no. 1 (2020): 1–17. http://dx.doi.org/10.1017/err.2020.1.

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This article aims to theorise corruption from a “macro” perspective. It elaborates upon a range of social sciences literatures, notably from criminology and political sciences, that have discussed various “macro”-level factors contributing to corruption, including market characteristics. Its most distinct contribution to the literature is in importing the concept of “systemic risk” – thus far chiefly examined in the financial regulation literature – to the analysis of corruption. It draws on the financial literature on systemic risk and macro-prudential regulation and supervision. In so doing,

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Hlebik, Sviatlana. "Liquidity Risk under The New Basel Global Regulatory Framework." Applied Economics and Finance 4, no. 6 (2017): 78. http://dx.doi.org/10.11114/aef.v4i6.2674.

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This paper contributes to understanding liquidity risk and its role in systemic financial crises. It focuses on the new banking regulation Basel III, in particularly on the Liquidity risk ratio that measures long-term liquidity positions of European banks. It emphasizes the importance and the issues relating to the Net Stable Funding Ratio (NSFR) which will become a minimum standard by 1 January 2018. Application at a level of 100% to credit institutions and systemic investment firms is not however expected before 2020, two years after the date of entry into force of the proposed Regulation. T

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Altinoglu, Levent, and Joseph E. Stiglitz. "Collective Moral Hazard and the Interbank Market." American Economic Journal: Macroeconomics 15, no. 2 (2023): 35–64. http://dx.doi.org/10.1257/mac.20210333.

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The concentration of risk within the financial system leads to systemic instability. We propose a theory to explain the structure of the financial system and show how it alters the risk-taking incentives of financial institutions when the government optimally intervenes during crises. By issuing interbank claims, risky institutions endogenously become large and interconnected. This concentrated structure enables institutions to share the risk of systemic crises in a privately optimal way but leads to excessive risk taking even by peripheral institutions. Interconnectedness and excessive risk t

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Reiffen, David, and Bruce Tuckman. "Systemic risk and firm size: is notional amount a good metric?" Journal of Financial Economic Policy 13, no. 5 (2021): 651–63. http://dx.doi.org/10.1108/jfep-06-2020-0142.

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Purpose Many recently enacted financial regulations exempt smaller entities. While the literature on systemic risk provides efficiency justifications for certain exemptions, the efficiency rationale depends on measuring size appropriately. This paper aims to argue that notional amount, the metric used in derivatives regulations, is a flawed measure of an entity’s contribution to systemic risk. This study discusses an alternative size measure – entity-netted notionals or ENNs – which better reflects risk exposure as discussed in that literature and provides empirical evidence on these two metri

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Haar, Lawrence, and Andros Gregoriou. "Regulation and De-Risking: Theoretical and Empirical Insights." Risks 11, no. 6 (2023): 104. http://dx.doi.org/10.3390/risks11060104.

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The purpose of the Bank for International Settlements regulatory agenda, as implemented by financial regulators globally, has been to make banks safer and reduce the likelihood of systemic events. Using an original model of bank profit maximisation under a regulatory constraint, we statistically examine how market risk exposure has interacted with financial performance and capital structure, to see if the Basel regulatory agenda concerning the quantity, quality and liquidity of capital, has prompted changes in banking behaviour as measured by exposure to market risk. Breaking new ground, we em

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Sagita, Danti, Fitria Heny Widyastuti, Yuyun Syafithri, and Mukhtaruddin Mukhtaruddin. "Development of Bank Systemic Risk: Systematic Literature Review." Journal of Finance and Business Digital 4, no. 1 (2025): 61–78. https://doi.org/10.55927/jfbd.v4i1.44.

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This study analyzes the development of systemic banking risk using the Systematic Literature Review (SLR) method. The key variables examined include economic crises, financial market volatility, regulations, financial innovations, and external factors such as the COVID-19 pandemic. The sample selection process involved filtering journals from the Emerald and Science Direct databases, indexed in Scopus, with publications in English from 2019 to 2025, resulting in 35 relevant journals. The findings indicate that increasing interconnectivity among banks and the use of complex financial instrument

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Barrell, Ray, Ian Hurst, and Simon Kirby. "Financial Crises, Regulation and Growth." National Institute Economic Review 206 (October 2008): 56–65. http://dx.doi.org/10.1177/0027950108099843.

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The paper discusses the effects on growth of a systemic banking crisis as a result of debt defaults. These effects will come from the impact of credit rationing on consumption and credit and from the impacts of a significant rise in the spread between lending and borrowing rates for both producers and consumers. The analysis uses the dynamic stochastic general equilibrium version of the National Institute global model. The paper also investigates the impact on output of a permanent, regulation induced, rise in margins in the financial sector, taking into account the impacts of regulation on eq

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Sum, Katarzyna. "Basic Indicators of Systemic Risk in the EU Banking Sector. Implications for Banking Regulation." International Journal of Management and Economics 47, no. 1 (2015): 36–55. http://dx.doi.org/10.1515/ijme-2015-0027.

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Abstract The issue of systemic risk regulation and management has gained substantial attention following the latest financial crisis. In the case of the EU it became crucial to deal with the systemic risk problem on a supranational level since the banking sectors of the member countries are highly integrated. While substantial measures have been undertaken to mitigate systemic risk in the EU, the discussion of further reforms continues. This study’s goal is to assess basic indicators of systemic risk in the EU banking sector by using three complementary methods: a forward-looking stock market

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