Specifics of Large Commercial Banks' Systemic Risks Modelling Amid Macroeconomic Instability (Evidence from the US Banking System)

Student: Maksim Zamyatin

Faculty: Faculty of World Economy and International Affairs

Educational Programme: World Economy (Bachelor)

Year of Graduation: 2024

The problem of ensuring financial stability is closely related to the issue of monitoring, managing and minimizing systemic risks of the banking sector. As one of the pillars of financial stability, the banking system provides credit to companies in the real sector of the economy and provides liquidity to companies in the financial and non-financial sectors. This paper aims to identify the key intra-bank as well as external institutional factors that determine the magnitude of systemic threat. The analysis will provide a broad theoretical framework reviewing the methodological advances in assessing systemic risk, and will consider key aspects of prudential banking supervision and macroprudential regulation.

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