We provide a survey of 31 quantitative measures of systemic risk in the economics and
finance literature, chosen to span key themes and issues in systemic risk measurement and …

Climate-related financial risks (CRFR) are now recognised by central banks and supervisors
as material to their financial stability mandates. But while CRFR are considered to have …

The purpose of this paper is to explore the relationship between financial development,
information and communication technologies (ICT) diffusion, and economic growth by …

EXECUTIVE SUMMARY The High-level Expert Group was requested to consider in depth
whether there is a need for structural reforms of the EU banking sector or not and to make …

Credit risk has great impact on the banks' profitability as large chunk of banks' revenue and
interest income comes from loans. Factors that affects credit risk can be classified into …

Climate-related financial risks (CRFR) are now recognised by central banks and supervisors
as material to their financial stability mandates. But while CRFR are considered to have …

This paper investigates whether the initiation of trading in credit default swaps (CDSs) on a
borrowing firm׳ s outstanding debt is associated with a decline in that firm׳ s reporting …

We investigate the effects of the announcement and the disclosure of the clarification,
methodology, and outcomes of the US banking stress tests on banks' equity prices, credit …

This paper studies the impact of the banks' portfolio holdings of financial derivatives on the
banks' individual contribution to systemic risk over and above the effect of variables related …

Exploiting staggered interstate banking deregulation as exogenous shocks to bank
geographic expansion, we examine the causal effect of geographic diversification on …