Please use this identifier to cite or link to this item:
https://hdl.handle.net/20.500.11851/9797
Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Akdogan, Kurmas | - |
dc.contributor.author | Yıldırım, Burcu Deniz | - |
dc.date.accessioned | 2022-12-25T20:47:24Z | - |
dc.date.available | 2022-12-25T20:47:24Z | - |
dc.date.issued | 2014 | - |
dc.identifier.issn | 1300-610X | - |
dc.identifier.issn | 1308-4658 | - |
dc.identifier.uri | https://doi.org/10.3848/iif.2014.338.4027 | - |
dc.identifier.uri | https://hdl.handle.net/20.500.11851/9797 | - |
dc.description.abstract | We provide a detailed classification of core and non-core liabilities for the Turkish banking system a laShin and Shin (2010). We further carry out a two-stage liquidity stress test similar to Van Den End (2010) where we simulate inflow and outflow factors as well as the network topology of mutual liabilities between financial institutions. Our results indicate that Turkish banking system with relatively low level of non-core liabilities is to a great extent robust to liquidity shocks. Nevertheless, the level of non-core liabilities should be monitored closely as a systemic risk indicator, considering its pro-cyclical behaviour over the business cycle and its strong correlation with credit growth. | en_US |
dc.language.iso | en | en_US |
dc.publisher | Bilgesel Yayincilik San & Tic Ltd | en_US |
dc.relation.ispartof | Iktisat Isletme Ve Finans | en_US |
dc.rights | info:eu-repo/semantics/openAccess | en_US |
dc.subject | Financial Stability | en_US |
dc.subject | Non-core Liabilities | en_US |
dc.subject | Liquidity Stress Test | en_US |
dc.subject | Network Topology | en_US |
dc.subject | Contagion | en_US |
dc.title | Non-Core Liabilities as an Indicator of Systemic Risk and a Liquidity Stress Test Application on Turkish Banking System | en_US |
dc.type | Article | en_US |
dc.department | ESTÜ | en_US |
dc.identifier.volume | 29 | en_US |
dc.identifier.issue | 338 | en_US |
dc.identifier.startpage | 39 | en_US |
dc.identifier.endpage | 65 | en_US |
dc.authorid | Akdogan, Kurmas/0000-0002-1297-3737 | - |
dc.identifier.wos | WOS:000335780700002 | en_US |
dc.institutionauthor | [Belirlenecek] | - |
dc.identifier.doi | 10.3848/iif.2014.338.4027 | - |
dc.relation.publicationcategory | Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Eleman | en_US |
dc.identifier.trdizinid | en_US] | |
item.openairetype | Article | - |
item.languageiso639-1 | en | - |
item.grantfulltext | none | - |
item.fulltext | No Fulltext | - |
item.openairecristype | http://purl.org/coar/resource_type/c_18cf | - |
item.cerifentitytype | Publications | - |
Appears in Collections: | WoS İndeksli Yayınlar Koleksiyonu / WoS Indexed Publications Collection |
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