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May 8, 2026Eurasian economic review :Open Access

Contagion and systemic risk in the European banking sector: implications for sustainable regulation and financial system resilience

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Authors

JZJana ZoricakovaNFNoemi FilickovaKKKristína Kočišová

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Overview

Randomized trial examines systemic risk from external shocks in European banks, suggesting improved regulatory practices for resilience.

Key Points

  • This research aims to investigate how external shocks influence systemic risk within the European banking sector.
  • Utilized daily closing stock prices for Globally Systemically Important Banks from November 2015 to December 2024.
  • Constructed a systemic risk indicator using transfer entropy to analyze interbank risk contagion effects.
  • Identified breakpoints correlating with the COVID-19 pandemic and the war in Ukraine.
  • The analysis showed significant increases in systemic risk corresponding with the COVID-19 pandemic and the war in Ukraine.
  • The TE matrix indicated an asymmetric structure of interbank risk dependencies, with varying levels of risk contribution among banks.
  • Findings support the development of targeted macroprudential policies tailored to banks' network positions.

Cite This Study

Zoricakova et al. (2026) studied this question.

synapsesocial.com/papers/69fd7eb0bfa21ec5bbf06fa0https://doi.org/10.1007/s40822-026-00371-0
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Also Consider

Synapse has enriched 5 closely related papers on similar clinical questions. Consider them for comparative context:

  1. 1The Stability of European Financial Institutions between Systemic Risk and Unexpected Shocks: Empirical Study between 2005 and 20242026
  2. 2Interbank systemic risk network in an emerging economy2024 · 8 citations
  3. 3Transfer entropy, multidimensional multiple correlation network, and risk contagion of bank capital shortage2026
  4. 4Unravelling Systemic Risk Determinants in the European Banking Sector: <i>Is it Just a Matter of Size?</i>2026
  5. 5Research on Dynamic Contagion of Banking Risks and Identification of Systemically Important Institutions: Based on the HD-TVP-VAR-DY Model2026