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Author

Marta Karaś

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Open access Sep 2026

Key Macroeconomic Drivers of Bank Capital Stability Amid Crises and War

This paper conducts a comprehensive cross-sectional analysis of systemic risk and its influence on the total capital ratios (TCRs) of 120 systemically important European banks. By combining panel models with an asymmetric ΔCoVaR-based systemic risk measurement, the study explores the complex interplay of 50 exogenous a...

Marta Karaś, M. Stachura, Michał Boda · 0 citations

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