Decomposing systemic risk measures by bank business model in Luxembourg
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More about this item
Keywords
Financial stability; systemic risk; macro-prudential policy; dynamic dependence; banking business model; financial stress index; coronavirus COVID-19; macro-financial linkages.;All these keywords.
JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- E5 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit
- F3 - International Economics - - International Finance
- G1 - Financial Economics - - General Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2024-03-11 (Banking)
- NEP-CBA-2024-03-11 (Central Banking)
- NEP-EEC-2024-03-11 (European Economics)
- NEP-FDG-2024-03-11 (Financial Development and Growth)
- NEP-RMG-2024-03-11 (Risk Management)
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