EconPapers    
Economics at your fingertips  
 

Financial Stability and Macro Prudential Regulation: Policy Implication of Systemic Expected Shortfall Measure

Hatem Salah (ha.salah@fsegt.rnu.tn) and Marwa Souissi
Additional contact information
Hatem Salah: University of Manouba

No 985, Working Papers from Economic Research Forum

Abstract: In this paper we highlighted the importance of systemic risk in the new framework of financial regulation. We employed several macro-economic variables and balance sheets indicators, to underline the degree of vulnerability of Tunisian banking sector .We also applied the Systemic Expected Shortfall measurement for the case of Tunisian financial institutions. Empirically, we showed which variable had a powerful alternative in explaining potential riskiness of Tunisian banking sector during the financial crisis of 2011. Our analytical framework presents a recent essay to evaluate systemic importance of Tunisian banks.

Pages: 35
Date: 2016-04, Revised 2016-04
New Economics Papers: this item is included in nep-ara and nep-rmg
References: Add references at CitEc
Citations:

Published by The Economic Research Forum (ERF)

Downloads: (external link)
http://erf.org.eg/wp-content/uploads/2016/04/985.pdf (application/pdf)
Our link check indicates that this URL is bad, the error code is: 404 Not Found (http://erf.org.eg/wp-content/uploads/2016/04/985.pdf [301 Moved Permanently]--> https://erf.org.eg/wp-content/uploads/2016/04/985.pdf)
http://bit.ly/1TDBEJm (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:erg:wpaper:985

Access Statistics for this paper

More papers in Working Papers from Economic Research Forum Contact information at EDIRC.
Bibliographic data for series maintained by Namees Nabeel (nnabil@erf.org.eg).

 
Page updated 2024-12-30
Handle: RePEc:erg:wpaper:985