2022/02/04 by Sergio Mayordomo, Mayordomo, Sergio, María Rodríguez‐Moreno +4
Business, Management and Accounting · Economics, Econometrics and Finance · #Banking stability, regulation, efficiency #FOS: Economics and business #Insurance and Financial Risk Management #Risk Management (q-fin.RM) #State Capitalism and Financial Governance #q-fin.RM
paper · pdf · doi:10.48550/arxiv.2202.02254
arxiv created 2022/02/04 · openalex publication_date 2022/02/04 · arxiv updated 2022/02/07 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
Foreign exchange and credit derivatives increase the bank's contributions to systemic risk. Interest rate derivatives decrease it. The proportion of non-performing loans over total loans and the leverage ratio have stronger impact on systemic risk than derivatives holdings.