Systemic Risk Measures and Machine Learning Algorithms in Islamic and Conventional Financial Institutions
Due to global economic volatility, financial institution risk management has become a major concern since risk expands due to the inherent interconnectedness within the sector, impacting stability and credit supply. Using machine learning as a forecasting instrument, the study examined systemic risk...
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| Format: | Thesis |
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Curtin University
2024
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| Online Access: | http://hdl.handle.net/20.500.11937/95592 |
| Summary: | Due to global economic volatility, financial institution risk management has become a major concern since risk expands due to the inherent interconnectedness within the sector, impacting stability and credit supply. Using machine learning as a forecasting instrument, the study examined systemic risk in GCC and ASEAN in Islamic and conventional financial institutions. The study highlighted machine learning's potential to forecast outcomes accurately; and how to adjust regulatory policies to mitigate systemic events. |
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