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Τίτλος :European banks systemic risk: A comparative study
Δημιουργός :Πολυχρονοπούλου, Αλεξάνδρα
Συντελεστής :Ρομπόλης, Λεωνίδας (Επιβλέπων καθηγητής)
Οικονομικό Πανεπιστήμιο Αθηνών, Τμήμα Λογιστικής και Χρηματοοικονομικής (Degree granting institution)
Τύπος :Text
Φυσική περιγραφή :53 σ.
Γλώσσα :el
Περίληψη :The global financial crisis, which started in the mid-2007, has led to the instability of the financial sector, highlighting the crucial role of systemic risk in its development. Because of the increase of the probabilities of individual firms‟ collapse, market attention focused on which institutions can be described as “too big” or “too connected” to fail since their collapse is likely to affect the wide economy. Therefore, the size distributions of banks attract the attention of the competent authorities and of the researchers since the effects of large banks‟ failure and the moral hazard, caused by large banks‟ bailouts, are the main reasons of economic instability. The weaknesses of the financial sector, which are underlined during the crisis period, demand the further investigation of systemic risk.
Λέξη κλειδί :Extreme value theory
Univariate risk
Systemic risk
European banks
Ημερομηνία έκδοσης :20-11-2015
Άδεια χρήσης :

Αρχείο: Polichronopoulou_2015.pdf

Τύπος: application/pdf