This paper studies the systemic risk contribution of a set of large publicly traded European
banks. Over a sample covering the last twenty years and three different crises, we find that …

Security against systemic financial risks is the main theme for financial stability regulation.
As modern financial markets are highly interconnected and complex networks, their network …

In this article, we examine the influence of income diversification on systemic risk, using
quarterly data from 42 publicly traded banks operating across six Gulf Cooperation Council …

Employing a novel control function regression method that accounts for the endogenous
matching of banks and executives, we find that equity portfolio vega, the sensitivity of …

abstract By performing a structural VAR analysis on oil price shocks, we provide an
evidence on how the origins of oil price shocks impact the risk level of banks in oil-exporting …

The paper investigates the impact of four key corporate governance mechanisms-board,
audit, compensation and ownership, and anti-takeover provisions-on the exposure and …

This research empirically examines the influence of internal and external governance on
bank systemic risk. Employing data of listed banks in China during 2007–2020, the results …

We find that heightened cross-border bank flows are associated with lower systemic risk in a
target country's banking system. The reductions in systemic risk are stronger for flows …

Governments are committing to realizing the energy transition to create a sustainable and
resilient energy future, while less is known about the real effects of the energy transition on …

This study examines the conditional capital surplus and shortfall dynamics of renewable and
non-renewable resource firms. To this end, this study uses the systemic risk index by …