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Capital shortfall: a multicriteria decision support system for the identification of weak banks

Tsagkarakis Minas-Polyvios, Doumpos Michail, Pasiouras Fotios

Απλή Εγγραφή


URIhttp://purl.tuc.gr/dl/dias/87C6EAA2-B82F-4DF1-960A-C26EFC5AF593-
Αναγνωριστικόhttps://doi.org/10.1016/j.dss.2021.113526-
Αναγνωριστικόhttps://www.sciencedirect.com/science/article/pii/S0167923621000361-
Γλώσσαen-
Μέγεθος13 pagesen
ΤίτλοςCapital shortfall: a multicriteria decision support system for the identification of weak banksen
ΔημιουργόςTsagkarakis Minas-Polyviosen
ΔημιουργόςΤσαγκαρακης Μηνας-Πολυβιοςel
ΔημιουργόςDoumpos Michailen
ΔημιουργόςΔουμπος Μιχαηλel
ΔημιουργόςPasiouras Fotiosen
ΔημιουργόςΠασιουρας Φωτιοςel
ΕκδότηςElsevieren
ΠερίληψηFollowing the 2007–2008 global financial crisis, regulators introduced a series of supervisory tools for the closer monitoring of financial institutions. Among them, stress tests and capital exercises performed by the Federal Reserve System (Fed) and the European Banking Authority/European Central Bank (EBA/ECB) play a critical role in the surveillance of the U.S. and the European banking sector. However, due to their nature, these exercises are time consuming. Therefore, we propose the use of a multicriteria based decision support system (DSS) to model and predict the regulatory decisions and outcomes of the above-mentioned exercises. Thus, the proposed approach can be employed by regulators as an early-warning system (EWS) for the continuous, automated, and timely identification of weak banks in need of capitalization, as well as by bank managers and risk analysts as a tool for capital management and strategic planning.en
ΤύποςPeer-Reviewed Journal Publicationen
ΤύποςΔημοσίευση σε Περιοδικό με Κριτέςel
Άδεια Χρήσηςhttp://creativecommons.org/licenses/by/4.0/en
Ημερομηνία2022-12-09-
Ημερομηνία Δημοσίευσης2021-
Θεματική ΚατηγορίαFinancial stabilityen
Θεματική ΚατηγορίαStress testsen
Θεματική ΚατηγορίαCapital exercisesen
Θεματική ΚατηγορίαEarly-warning systemsen
Θεματική ΚατηγορίαMulticriteria decision aidingen
Βιβλιογραφική ΑναφοράM.-P. Tsagkarakis, M. Doumpos and F. Pasiouras, “Capital shortfall: a multicriteria decision support system for the identification of weak banks,” Decis. Support Syst., vol. 145, June 2021, doi: 10.1016/j.dss.2021.113526.en

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