Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/326518 
Erscheinungsjahr: 
2024
Quellenangabe: 
[Journal:] Cogent Business & Management [ISSN:] 2331-1975 [Volume:] 11 [Issue:] 1 [Article No.:] 2396037 [Year:] 2024 [Pages:] 1-19
Verlag: 
Taylor & Francis, Abingdon
Zusammenfassung: 
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.
Schlagwörter: 
artificial neural networks
Banking
Mathematical Modeling
Moroccan banking system
network theory
Neural Networks
Spillover effects
systemic risk
JEL: 
C01
C3
C4
G01
Persistent Identifier der Erstveröffentlichung: 
Creative-Commons-Lizenz: 
cc-by Logo
Dokumentart: 
Article

Datei(en):
Datei
Größe





Publikationen in EconStor sind urheberrechtlich geschützt.