Identifying SIFI Determinants for Global Banks and Insurance Companies: Implications for D-SIFIs in Russia
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References listed on IDEAS
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More about this item
KeywordsSystemic importance; Basel committee; probability of default; financial coefficients; models of ordered choice; models of binary choice; global systemically important banks (G-SIB); insurance company.;
- C70 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - General
- 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
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-BAN-2014-09-29 (Banking)
- NEP-CIS-2014-09-29 (Confederation of Independent States)
- NEP-DCM-2014-09-29 (Discrete Choice Models)
- NEP-GER-2014-09-29 (German Papers)
- NEP-IAS-2014-09-29 (Insurance Economics)
- NEP-MAC-2014-09-29 (Macroeconomics)
- NEP-RMG-2014-09-29 (Risk Management)
- NEP-TRA-2014-09-29 (Transition Economics)
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