Projects funded by the NCN

Information on the principal investigator and host institution

Information of the project and the call

Keywords

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Exogenous and endogenous determinants of systemic risk in the financial system

2020/37/B/HS4/01893

Keywords:

Financial stability systemic risk liquidity solvency COVID-19

Descriptors:

  • HS4_007:
  • HS4_003:
  • HS4_006:

Panel:

HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies

Host institution :

Szkoła Główna Handlowa w Warszawie, Kolegium Analiz Ekonomicznych

woj. mazowieckie

Other projects carried out by the institution 

Principal investigator (from the host institution):

dr hab. Dobromił Serwa 

Number of co-investigators in the project: 2

Call: OPUS 19 - announced on 2020-03-16

Amount awarded: 352 800 PLN

Project start date (Y-m-d): 2021-02-05

Project end date (Y-m-d): 2025-02-04

Project duration:: 48 months (the same as in the proposal)

Project status: Project completed

Project description

Download the project description in a pdf file

Note - project descriptions were prepared by the authors of the applications themselves and placed in the system in an unchanged form.

Information in the final report

  • Publication in academic press/journals (3)
  1. Overlapping Observations in Credit Risk Models
    Authors:
    Dobromił Serwa
    Academic press:
    Econometric Research in Finance (rok: 2022, tom: VII, strony: 193-211), Wydawca: Szkoła Główna Handlowa
    Status:
    Published
    DOI:
    10.2478/erfin-2022-0007 - link to the publication
  2. Analyzing credit risk model problems through natural language processing-based clustering and machine learning: insights from validation reports
    Authors:
    Szymon Lis, Mariusz Kubkowski, Olimpia Borkowska, Dobromił Serwa, Jarosław Kurpanik
    Academic press:
    Journal of Risk Model Validation (rok: 2024, tom: 18 (2), strony: 59-86), Wydawca: Infopro Digital Risk (IP) Limited
    Status:
    Published
    DOI:
    10.21314/JRMV.2024.006 - link to the publication
  3. The macroeconomic costs of the bank tax
    Authors:
    Marcin Borsuk, Joanna Przeworska, Anthony Saunders, Dobromił Serwa
    Academic press:
    Journal of Financial Stability (rok: 2024, tom: 72, strony: 101262), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.jfs.2024.101262 - link to the publication

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