Basic Indicators of Systemic Risk in the EU Banking Sector. Implications for Banking Regulation

• Autorzy: Katarzyna Sum
• Języki publikacji: EN

Abstrakty

EN

The issue of systemic risk regulation and management has gained substantial attention following the latest financial crisis. In the case of the EU it became crucial to deal with the systemic risk problem on a supranational level since the banking sectors of the member countries are highly integrated. While substantial measures have been under-taken to mitigate systemic risk in the EU, the discussion of further reforms continues. This study's goal is to assess basic indicators of systemic risk in the EU banking sector by using three complementary methods: a forward-looking stock market data analysis, an EU-stress test analysis for systemically important banks, and an empirical investigation of the relation between banking regulation and systemic risk as measured by bank balance sheet indicators. The results lead to a recommendation of further necessary regulatory reforms, which appear in the conclusion. (original abstract)

Słowa kluczowe

EN

Systemic risk; Banking; Risk management; Bank regulations

PL

Ryzyko systemowe; Bankowość; Zarządzanie ryzykiem; Regulacje bankowe

• Czasopismo: International Journal of Management and Economics
• Rocznik: 2015
• Numer: nr 47
• Strony: 36--55

Twórcy

autor

Katarzyna Sum

• Warsaw School of Economics, Poland

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