New light cast on shadow bank risk
Partial least squares structural equation modelling could be used to test assumptions on shadow banks’ risk role
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
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