Systemic risk spillover effects within the Moroccan banking industry

Autor:	Ayoub Kyoud, Cherif EL Msiyah, Jaouad Madkour, Otheman Nouisser
Jazyk:	angličtina
Rok vydání:	2024
Předmět:	Spillover effects systemic risk artificial neural networks network theory Moroccan banking system Mathematical Modeling Business HF5001-6182 Management. Industrial management HD28-70
Zdroj:	Cogent Business & Management, Vol 11, Iss 1 (2024)
Druh dokumentu:	article
ISSN:	23311975 2331-1975
DOI:	10.1080/23311975.2024.2396037
Popis:	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.
Databáze:	Directory of Open Access Journals
Externí odkaz:	https://doaj.org/article/c4bd239e088241308ebde44fad148726 Zobrazit plný text záznamu View record in DOAJ