Identyfikacja i analiza porównawcza instytucji systemowo wa¿nych w Europie. (The analytical framework for identifying and benchmarking systemically important financial institutions in Europe.)

Renata Karkowska

Problemy Zarzadzania, 2014, vol. 12, issue 48, 25-40

Abstract: The aim of this article is to identify systemically important banks on a European scale, according the criteria proposed by supervisory authorities. In this study, we discuss the analytical framework for identifying and benchmarking systemically important financial institutions. We selected a group of 36 largest banks in Europe and analyzed their risk indicators, i.e.: leverage, liquidity, capital ratio, asset quality and profitability, as a source of systemic risk. The aim of the study is to find out whether the size of an institution generates higher systemic risk. We find that risk indicators of excessive debt, liquidity, capital adequacy and effectiveness for the largest commercial banks in Europe do not differ from the average across Europe.

Keywords: banking; Systemically Important Financial Institutions; SIFI; systemic risk; liquidity; leverage; profitability (search for similar items in EconPapers)
JEL-codes: F36 F65 G21 G32 G33 (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:sgm:pzwzuw:v:12:i:48:y:2014:p:25-40

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