Cyclical systemic risk and downside risks to bank profitability
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More about this item
Keywordsbank profitability; Growth-at-risk; local projections; quantile regressions; systemic risk;
All these keywords.
- G01 - Financial Economics - - General - - - Financial Crises
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C54 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Quantitative Policy Modeling
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-BAN-2020-06-22 (Banking)
- NEP-CBA-2020-06-22 (Central Banking)
- NEP-RMG-2020-06-22 (Risk Management)
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