The triple (T3) dimension of systemic risk: identifying systemically important banks in Eurozone
The systemic importance of a financial institution is generally assessed by the effect on the banking system conditional on the bankruptcy of this financial institution and the creditworthiness of other financial institutions. This paper proposes a new systemic risk measure based on a multi-way anal...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Alexandru Ioan Cuza University of Iasi
2020-06-01
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| Series: | Eastern Journal of European Studies |
| Subjects: | |
| Online Access: | http://ejes.uaic.ro/articles/EJES2020_1101_DER.pdf |