The purpose of this work is to investigate the influence of macroeconomics determinants on
non-performing loans (NPLs) in the Italian banking system over the period 2008Q3 …

This article investigates the volatility connectedness of the Eurozone banking system over
the last 15 years (from 2005 to 2020). Applying the Diebold-Yilmaz Connectedness Index …

This paper analyses tail risk spillover, considering interaction of the 46 largest capitalization
firms in the Eurozone over the period 9 January 2006 to 28 December 2020 (including part …

Systemic risk represents a critical challenge in modern financial systems characterized by
complex interconnections. This chapter comprehensively analyses systemic risk, exploring …

The banking sectors are exposed to a lot of pressure due to the events taking place in the
region, the most important of which is the decline in global oil prices and geopolitical events …

This paper aims to analyzes the English-language literature related to Systemically
Important Banks (SIBs) by applying the bibliometric methodology to present the current state …

The aim of the study is to identify the interrelations and interdependencies of systemic risk
formation in the banking sector under the influence of the COVID-19 pandemic. The analysis …

This paper aims to identify the relationship between macroeconomic factors that could be
potential sources of concern for the banking sector in Saudi Arabia. To achieve this, the …

Systemic risk represents a critical challenge in modern financial systems characterized by
complex interconnections. This chapter comprehensively analyses systemic risk, exploring …

Accurately measuring systemic risk in the banking industry and identifying systemically
important banks are significant parts of macro-prudential supervision. However, there is a …