Eurasian Journal of Academic Research 2-jild 11-son (2022) · 1076–1081-betlar

BANKING SYSTEM: HOW BANKING WORKS, TYPES OF BANKING AND HOW TO CHOOSE THE BEST BANK FOR YOU

Qodirova, Ozoda, Tog’aynazarov, Shaxzod

DOI: 10.5281/zenodo.7251444 · Manbada o'qish → · PDF (manba serverida)

Annotatsiya

This paper analyzes the relationship between banks’ divergent strategies toward specialization and diversification of financial activities and their ability to withstand a banking sector crash. We first generate market-based measures of banks’ systemic risk exposures using extreme value analysis. Systemic banking risk is measured as the tail beta, which equals the probability of a sharp decline in a bank’s stock price conditional on a crash in a banking index. Subsequently, the impact of (the correlation between) interest income and the components of non-interest income on this risk measure is assessed.

Bank, deposit, currency, Private Banking, financing, credit.

Metadata manbasi: jurnal OAI-PMH arxivi · Sindex to'liq matnni saqlamaydi, manbaga havola beradi.