تجزیه و تحلیل مشارکت ریسک سیستماتیک بانکی و عوامل تعیین کننده آن از طریق رویکرد ترک یکسانی

Results also show that crisis severity significantly affects results, so that the severity of different crises results in different weights for the input variables and different contributions for the banks considered. These results add highly significant information for macroprudential regulation, not only from the cross-sectional point of view, but also with reference to the time dimension.