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Systemic risk around the world

In: Systemic Risk History, Measurement and Regulation

Author

Listed:
  • Yvonne Kreis
  • Dietmar Leisen
  • Jorge Ponce

Abstract

This chapter studies the temporal evolution of systemic risk from 2000 to 2016. We use a dataset consisting of 578 banks and covering the geographical regions of the world that we looked at in Chapter 1…

Suggested Citation

  • Yvonne Kreis & Dietmar Leisen & Jorge Ponce, 2019. "Systemic risk around the world," World Scientific Book Chapters, in: Systemic Risk History, Measurement and Regulation, chapter 7, pages 83-104, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789811201066_0007
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    More about this item

    Keywords

    Systemic Risk; Financial Stability; Financial Regulation; Macro-Prudential Regulation; Transmission Channels; Global Financial Crisis; Risk Measurement; Cross-sectional Risk;
    All these keywords.

    JEL classification:

    • G01 - Financial Economics - - General - - - Financial Crises
    • G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
    • G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill

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