Measuring the link between cyclical systemic risk and capital adequacy for Ukrainian banking sector
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References listed on IDEAS
- Lang, Jan Hannes & Forletta, Marco, 2020. "Cyclical systemic risk and downside risks to bank profitability," Working Paper Series 2405, European Central Bank.
- Bolt, Wilko & de Haan, Leo & Hoeberichts, Marco & van Oordt, Maarten R.C. & Swank, Job, 2012. "Bank profitability during recessions," Journal of Banking & Finance, Elsevier, vol. 36(9), pages 2552-2564.
- Lang, Jan Hannes & Izzo, Cosimo & Fahr, Stephan & Ruzicka, Josef, 2019. "Anticipating the bust: a new cyclical systemic risk indicator to assess the likelihood and severity of financial crises," Occasional Paper Series 219, European Central Bank.
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More about this item
Keywords
Systemic risk; Linear projections; Quantile regressions; Bank capital; Macroprudential policy;All these keywords.
JEL classification:
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2023-10-16 (Banking)
- NEP-CBA-2023-10-16 (Central Banking)
- NEP-CIS-2023-10-16 (Confederation of Independent States)
- NEP-FDG-2023-10-16 (Financial Development and Growth)
- NEP-GER-2023-10-16 (German Papers)
- NEP-RMG-2023-10-16 (Risk Management)
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