Publicação
Enhancing G-SIB evaluation with the PSI-WISP method: a proposed framework
| datacite.subject.fos | Ciências Sociais::Economia e Gestão | |
| dc.contributor.author | Lucas, Felipe Fortuna | |
| dc.contributor.author | Gomes, Carlos Francisco Simões | |
| dc.contributor.author | Santos, Marcos dos | |
| dc.contributor.author | Lucas, Solange Maria Fortuna | |
| dc.contributor.author | Ferreira, Fernanda A. | |
| dc.contributor.author | Pereira, Maria Teresa | |
| dc.date.accessioned | 2026-10-19T11:39:22Z | |
| dc.date.available | 2026-10-19T11:39:22Z | |
| dc.date.issued | 2026-10-06 | |
| dc.description.abstract | Financial market regulation has been crucial since the first Basel Accord in 1988. However, current methods for assessing global systemically important banks (G-SIBs) require improvement to provide a more precise evaluation of systemic risk. The Basel Committee on Banking Supervision (BCBS) assesses G-SIBs based on size, interconnectivity, substitutability, complexity, and transnationality. This study proposes an enhanced evaluation approach using multicriteria decision aid (MCDA) tools. By applying the PSI-WISP method to the 2022 BCBS dataset, we compare the rankings generated by our model with those of the committee. Our results indicate significant differences in classifications, suggesting that PSI-WISP can offer a more accurate and detailed assessment of systemic risk. The findings have practical implications for regulators and policymakers, as they provide an alternative methodology that enhances transparency and robustness in G-SIB rankings, ultimately contributing to a more resilient global financial system. | por |
| dc.description.sponsorship | The authors acknowledge Fundação para a Ciência e a Tecnologia (FCT) for its financial support—UIDB/50022/202O (LAETA Base Funding) and Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES—Brazil) for the sandwich doctoral scholarship. | |
| dc.identifier.doi | 10.1007/978-3-032-36365-7_11 | |
| dc.identifier.isbn | 9783032363640 | |
| dc.identifier.isbn | 9783032363657 | |
| dc.identifier.issn | 2195-4356 | |
| dc.identifier.issn | 2195-4364 | |
| dc.identifier.uri | http://hdl.handle.net/10400.22/32948 | |
| dc.language.iso | eng | |
| dc.peerreviewed | n/a | |
| dc.publisher | Springer | |
| dc.relation | UIDB/50022/2020 | |
| dc.relation.hasversion | https://link.springer.com/chapter/10.1007/978-3-032-36365-7_11 | |
| dc.relation.ispartof | Lecture Notes in Mechanical Engineering | |
| dc.relation.ispartof | Sustainable Innovations in Mechanical Engineering | |
| dc.rights.uri | N/A | |
| dc.subject | Multicriteria decision aid | |
| dc.subject | Banking regulation | |
| dc.subject | Basel III | |
| dc.title | Enhancing G-SIB evaluation with the PSI-WISP method: a proposed framework | por |
| dc.type | book part | |
| dspace.entity.type | Publication | |
| oaire.citation.endPage | 170 | |
| oaire.citation.startPage | 152 | |
| oaire.citation.title | Sustainable Innovations in Mechanical Engineering: Selected contributions to the 8th International Conference on Sustainable Innovation, Entrepreneurship and Technology (RegionalHelix 2024) | |
| oaire.version | http://purl.org/coar/version/c_970fb48d4fbd8a85 | |
| person.familyName | Ferreira | |
| person.givenName | Fernanda A. | |
| person.identifier | R-000-4TV | |
| person.identifier.ciencia-id | D116-9419-5778 | |
| person.identifier.orcid | 0000-0002-1335-7821 | |
| person.identifier.rid | N-4563-2013 | |
| person.identifier.scopus-author-id | 24723992800 | |
| relation.isAuthorOfPublication | aaa18584-508e-46b1-9b50-4e174c0e142c | |
| relation.isAuthorOfPublication.latestForDiscovery | aaa18584-508e-46b1-9b50-4e174c0e142c |