Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/326518 
Year of Publication: 
2024
Citation: 
[Journal:] Cogent Business & Management [ISSN:] 2331-1975 [Volume:] 11 [Issue:] 1 [Article No.:] 2396037 [Year:] 2024 [Pages:] 1-19
Publisher: 
Taylor & Francis, Abingdon
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.
Subjects: 
artificial neural networks
Banking
Mathematical Modeling
Moroccan banking system
network theory
Neural Networks
Spillover effects
systemic risk
JEL: 
C01
C3
C4
G01
Persistent Identifier of the first edition: 
Creative Commons License: 
cc-by Logo
Document Type: 
Article

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