Systemic risk spillover effects within the Moroccan banking industry

Ayoub Kyoud, Cherif EL Msiyah, Jaouad Madkour and Otheman Nouisser

Cogent Business & Management, 2024, vol. 11, issue 1, 2396037

Abstract: This study reveals the hidden systemic risk spillover effects within Morocco’s banking industry using marginal effects derived from Conditional Value at Risk, network theory, and systemic risk indicators. Our findings identify Banque Centrale Populaire and Attijariwafa Bank as key propagators of systemic risk, emphasizing their capacity to trigger systemic crises that threaten financial system stability and, consequently, the real economy. These revelations provide crucial insights to develop targeted policy interventions to enhance the resilience of Morocco’s banking sector in the face of systemic crises.

Date: 2024
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/23311975.2024.2396037 (text/html)
Access to full text is restricted to subscribers.

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:taf:oabmxx:v:11:y:2024:i:1:p:2396037

Ordering information: This journal article can be ordered from
http://cogentoa.tandfonline.com/journal/OABM20

DOI: 10.1080/23311975.2024.2396037

Access Statistics for this article

Cogent Business & Management is currently edited by Len Tiu Wright and Tahir Nisar

More articles in Cogent Business & Management from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().