Basel III

In this study, we examine whether the joint use of macroprudential policies by countries that have strong financial or trade links can help slow the spread of a banking crisis from country to country. Research has shown that a financial crisis in …

We study the financial stability of Values-Based Banks (VBBs) and Global Systemically Important Banks (GSIBs), and how regulatory changes in the aftermath of the financial crisis affected bank stability. These two types of banks allow contrasting …

We propose a novel approach to calibrate the conditional value-at-risk (CoVaR) of financial institutions based on neural network quantile regression. Building on the estimation results, we model systemic risk spillover effects in a network context …

Der antizyklische Kapitalpuffer und der Kapitalerhaltungspuffer wurden für die Verstetigung der Kreditvergabe sowie eine höhere Resilienz des Finanzsystems geschaffen. Fraglich bleibt, wie gut diese Puffer speziell im Abschwung in der Praxis von …

Effective corporate governance is essential for proper functioning of the banking sector and the economy as a whole. Banks play an important role in the economy by channelling savings and depositors’ funds into activities that support …

This chapter presents different indices to measure the health of the financial sector of the economy and underscores that the increasing non-performing loans and toxic assets in banking sector and the frequent scams in capital market exhibit a …

The role of financial investors in infrastructure financing is key to closing the infrastructure gap and to sustaining growth since public budgets do not allow sufficient financing. This chapter reviews existing instruments for private …

Since the last financial crisis, the financial system has taken and continues to be on guard against these unexpected shocks. In this direction, this article focused with these decision-makers as well as his researchers on a more advanced …