From Crisis to War: Cyclical Systemic Risk and Bank Profitability in Ukraine
Анотація
ABSTRACT What is the link between cyclical systemic risk and bank solvency, and can we make it work for policymakers? This paper develops a framework for high‐frequency monitoring of banking system health based on the link between the degree of accumulated vulnerabilities and bank solvency. Using local projection methods with a distributional focus, we show that this link is nonlinear, with substantially stronger effects in the lower tail of the profitability distribution. Downside impacts intensify during large exogenous shocks, such as wars and epidemics. Relying on regularly available supervisory data, the framework supports timely, evidence‐based macroprudential monitoring under elevated uncertainty.
Класифікація
Ідентифікатори
Рецензії (0)
Написати рецензіюРецензій ще немає. Будьте першим!
Схожі роботи
Risk Management of Dollarization in Banking: Case of Post-Soviet Countries
Схоже за: Banking stability, regulation, efficiency · Credit Risk and Financial Regulations
Predicting Bank Defaults in Ukraine: A Macro-Micro Perspective
Схоже за: Banking stability, regulation, efficiency · Credit Risk and Financial Regulations
Trends in developing a new concept of bank risk management under crisis
Схоже за: Banking stability, regulation, efficiency · Credit Risk and Financial Regulations
ENTERPRISE FINANCING BY MEANS OF CORPORATE BONDS TOOLKIT
Схоже за: Banking stability, regulation, efficiency · Credit Risk and Financial Regulations
DETERMINANTS OF INTEREST RATES ON CORPORATE DEBT
Схоже за: Banking stability, regulation, efficiency · Credit Risk and Financial Regulations
Bank Capitalization Theorem
Схоже за: Banking stability, regulation, efficiency · Credit Risk and Financial Regulations