Institutional Repository
Technical University of Crete
Technical University of Crete
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| URI | http://purl.tuc.gr/dl/dias/87C6EAA2-B82F-4DF1-960A-C26EFC5AF593 | - |
| Identifier | https://doi.org/10.1016/j.dss.2021.113526 | - |
| Identifier | https://www.sciencedirect.com/science/article/pii/S0167923621000361 | - |
| Language | en | - |
| Extent | 13 pages | en |
| Title | Capital shortfall: a multicriteria decision support system for the identification of weak banks | en |
| Creator | Tsagkarakis Minas-Polyvios | en |
| Creator | Τσαγκαρακης Μηνας-Πολυβιος | el |
| Creator | Doumpos Michail | en |
| Creator | Δουμπος Μιχαηλ | el |
| Creator | Pasiouras Fotios | en |
| Creator | Πασιουρας Φωτιος | el |
| Publisher | Elsevier | en |
| Content Summary | Following 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 |
| Type of Item | Peer-Reviewed Journal Publication | en |
| Type of Item | Δημοσίευση σε Περιοδικό με Κριτές | el |
| License | http://creativecommons.org/licenses/by/4.0/ | en |
| Date of Item | 2022-12-09 | - |
| Date of Publication | 2021 | - |
| Subject | Financial stability | en |
| Subject | Stress tests | en |
| Subject | Capital exercises | en |
| Subject | Early-warning systems | en |
| Subject | Multicriteria decision aiding | en |
| Bibliographic Citation | M.-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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