Derivatives holdings and bank systemic risk: Cross-country evidence
In this paper, we analyse data from 493 listed banks across 28 countries to investigate the impact and mechanisms through which banks' derivatives holdings influence systemic risk. Our empirical results indicate that banks' derivatives holdings significantly increase systemic risk. Regardi...
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| Main Authors: | Yu Wang, Gaoya Song, Yiming Lu |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2025-07-01
|
| Series: | Borsa Istanbul Review |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2214845025000511 |
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