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Mathias Mandla Manguzvane and John Weirstrass Muteba Mwamba
Systemic susceptibility highlights the extent to which a banking sector is sensitive to negative shocks. Policymakers and regulators? objective is to avoid financial crises, and even though they can somewhat control local conditions, internationally tran...
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John Weirstrass Muteba Mwamba and Ehounou Serge Eloge Florentin Angaman
In this paper, a dynamic mixture copula model is used to estimate the marginal expected shortfall in the South African insurance sector. We also employ the generalized autoregressive score model (GAS) to capture the dynamic asymmetric dependence between ...
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Cristina Zeldea
Balance-sheet indicators may reflect, to a great extent, bank fragility. This inherent relationship is the object of theoretical models testing for balance-sheet vulnerabilities. In this sense, we aim to analyze whether systemic risk for a sample of US b...
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Aymen Mselmi
Pág. 53 - 60
This paper examines the effect of financial institutions management information system migration to blockchain technology on systemic risk. Our study examines a sample of 40 financial institutions around the world. The aim is to identify to what extent t...
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