New light cast on shadow bank risk

PLS-SEM model could test assumptions on shadow banks’ risk role

shadow banking dollar
Research examines the effect of linkages between regulated banks and the shadow banking sector

A simpler alternative to network analysis could throw light on the links between the regulated banking sector and shadow banking, new research suggests – an area long-scrutinised by regulators as a potential source of systemic risk.

Necmi Avkiran and Rand Low, academics at the University of Queensland’s Business School, and Christian Ringle, professor of management at Hamburg University of Technology, argue in research due to be published in the Journal of Risk next year that system-level

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: