... © Emerald Publishing Limited 2025 Emerald Publishing Limited Licensed re-use rights only Banking crises Financial stability Logit model E58 E61 G21 G28 H12 Despite efforts by researchers and policymakers after the 2008–2009 financial crisis, banking stability faced new...

... ARDL model H23 G28 Q54 Q52 Climate change, driven by global warming, poses a significant threat to humanity and disrupts the ecological balance (Reeves and Lenoir, 2006). Particularly, air pollution remains an important problem for humanity, as it is detrimental to human health...

...). Market discipline Indian banking sector Systemic importance of the banks TBTF status Gaussian Mixture Model algorithm System GMM estimator CAMEL indicators E58 G00 G01 G21 G33 G28 G32 The events of the 2008 financial crisis highlighted a crucial realization that the presence...

... GMM framework F36 G21 G28 In the past few decades, there have been significant changes in economic growth and development within various economies, and these changes have often been linked to the level of economic freedom. The term “economic freedom” refers to the extent to which...

... for more stringent regulation of the financial system and transparency in information available. Financial regulation Financial depth Economic growth Finance-growth nexus G10 G21 G28 Ayesha Afzal can be contacted at: ayeshaa@lahoreschool.edu.pk 08 09 2022 11 04 2023...

... contributes to the limited literature concerning interactive relationship among bank competition, liquidity and loan price in the Indian banks. Bank competition Bank liquidity Bank loan price Interactive effect Indian banks Network Economic cycle LASSO VAR C5 C32 D85 E32 G21 G28...

... 2022 © Emerald Publishing Limited 2022 Emerald Publishing Limited Licensed re-use rights only CAMEL Market discipline Deposit switching Cost of funds Risk management Basel II G20 G21 G28 With a rich history and strategic geographic location, the Balkan states...

... catastrophic loss instruments Reinsurance Counterparty risk Collateral Copulas G22 G28 G32 Alternative risk transfer has become increasingly important in recent years, expanding the overall risk-bearing capacity of the insurance market, while also providing an alternative to traditional...

... of default Term-structure of default risk CDS spread components Bloomberg valuation curves G21 G28 G32 K29 M40 M41 M49 The global financial crisis had uncovered hidden systemic costs of the delayed recognition of credit losses experienced by banks and other financial institutions...

... Interest rate risk Scenario analysis Principal component analysis G17 G22 G28 Enhancing the communication of risk measurement results to decision-makers is a major challenge for risk managers [1] . In terms of interest rate risks, scenarios concerning future yield curves can be used...

... 29 12 2020 02 03 2021 © Emerald Publishing Limited 2021 Emerald Publishing Limited Licensed re-use rights only Diversification Systemic crisis Value at risk Capital requirements Risk measure G21 G28 Wagner's (2010) linear model shows that although...

... density function (pdf) f of the losses, ES_γ is given by: (1) ES γ = 1 1 − γ ∫ VaR γ ∞ x f ( x ) d x = 1 1 − γ ∫ γ 1 VaR v d v . G11 G17 G28 G32 Over decades, the value at risk (VaR...

... ) · n ) , © Emerald Publishing Limited 2020 Emerald Publishing Limited Licensed re-use rights only Default probability Heterogeneous risk classes Price-demand function Risk pooling Legal entity G22 G28 G32 Risk pooling and diversification are widely acknowledged...

... 15 03 2019 22 04 2019 © Emerald Publishing Limited 2019 Emerald Publishing Limited Licensed re-use rights only Securitization Bank regulation Bankruptcy remote Off-balance sheet Recourse G21 G28 Securitization is based on the concept of a “true” sale...

... © Emerald Publishing Limited 2019 Emerald Publishing Limited Licensed re-use rights only Foreign banks Credit risk Financial intermediation Financial development Non-performing loans Asset quality G28 G32 F34 O16 E44 G01 G21 This study examines the influence...

.... Figure 1. VIX futures curve Heath-Jarrow-Morton (HJM) no-arbitrage framework Principal component analysis (PCA) Roll-down the term structure Value-at-Risk (VaR) VIX futures G17 G21 G28 Developed by Robert E. Whaley in 1993, the VIX volatility index has become a trademark...

... 10 2017 © Emerald Publishing Limited 2018 Emerald Publishing Limited Licensed re-use rights only Misconduct Bank regulation Systemic risk Bank fines Financial penalties G01 G21 G28 Unresolved legal disputes have become a permanent burden for many banks in recent...

... distress cost Local banks G21 G24 G28 G32 G33 To pursue the declared research objectives, I have proposed a model finalized to estimate the expected costs of financial distress and quantified in terms of product among financial distress likelihood (FDL) and costs sustained...

... are highly correlated with interest rates, and loan demand changes in accordance with the level of interest rates (Yin et al., 2010). G01 G14 G22 G28 The policy announcements were highly heterogeneous in type, and therefore their impact on stock prices is likely to vary across type...

... to the distribution of leverage. Debt Financial crisis Systemic risk Housing markets Macroprudential policies Housing-related tax policies E58 G28 Increased household leverage and the associated dramatic house-price boom in the beginning of the century are widely regarded as having been...