{"id":2783,"date":"2026-05-26T16:21:07","date_gmt":"2026-05-26T16:21:07","guid":{"rendered":"https:\/\/ekonomikaaspolocnost.umb.sk\/?page_id=2783"},"modified":"2026-05-29T08:37:33","modified_gmt":"2026-05-29T08:37:33","slug":"noemi-prokopova-jana-zoricakova-leos-safar-michal-mestan","status":"publish","type":"page","link":"https:\/\/ekonomikaaspolocnost.umb.sk\/?page_id=2783","title":{"rendered":"No\u00e9mi Prokopov\u00e1,\u00a0Jana Zori\u010dakov\u00e1,\u00a0Leo\u0161 \u0160af\u00e1r,\u00a0Michal Me\u0161\u0165an"},"content":{"rendered":"\n<p class=\"wp-block-paragraph\">Identifying&nbsp;Systemically Important Banks: A Transfer Entropy Approach<br>Identifik\u00e1cia syst\u00e9movo v\u00fdznamn\u00fdch b\u00e1nk: Met\u00f3da transferovej entropie&nbsp;<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">Ekonomika a spolo\u010dnos\u0165, Volume 27, Number 1\/2026<br>DOI: <a href=\"https:\/\/ekonomikaaspolocnost.umb.sk\/?page_id=2783\">https:\/\/doi.org\/10.24040\/eas.2026.27.1.08<\/a><\/p>\n\n\n\n<div class=\"wp-block-file\"><a id=\"wp-block-file--media-d19fa3c4-dc1f-4579-bb28-b6d30d7ee604\" href=\"https:\/\/ekonomikaaspolocnost.umb.sk\/wp-content\/uploads\/2026\/05\/Paper-124-final.pdf\" target=\"_blank\" rel=\"noreferrer noopener\"><strong>FULL TEXT ARTICLE<br><\/strong><\/a><\/div>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>Odpor\u00fa\u010dan\u00e1 forma cit\u00e1cie \u010dl\u00e1nku:<\/strong><br>Prokopov\u00e1, N., Zori\u010d\u00e1kov\u00e1, J., \u0160af\u00e1r, L. &amp; Me\u0161\u0165an, M. (2026). <em>Identifik\u00e1cia syst\u00e9movo v\u00fdznamn\u00fdch b\u00e1nk: Met\u00f3da transferovej entropie. <\/em>Ekonomika a spolo\u010dnos\u0165, 27 (1), 1-20. <a href=\"https:\/\/ekonomikaaspolocnost.umb.sk\/?page_id=2783\">https:\/\/doi.org\/10.24040\/eas.2026.27.1.08<\/a><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>Recommended form for quotation of the article:<\/strong><br>Prokopov\u00e1, N., Zori\u010d\u00e1kov\u00e1, J., \u0160af\u00e1r, L. &amp; Me\u0161\u0165an, M. (2026).<em> Identifying\u00a0Systemically Important Banks: A Transfer Entropy Approach.<\/em> Journal of Economics and Social Research, 27 (1), 1-20. <a href=\"https:\/\/ekonomikaaspolocnost.umb.sk\/?page_id=2783\">https:\/\/doi.org\/10.24040\/eas.2026.27.1.08<\/a><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>ABSTRACT<\/strong><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><em>In recent years, the banking sector has been exposed to several negative shocks, leading to higher interconnectedness and increased systemic risk. The aim of this study is to examine the structure of the global banking sector and identify systemically important banking institutions in the context of risk transmission. Using daily stock price data from 77 global banks from November 2015 to December 2025, we apply the transfer entropy method to construct a TE-weighted network. The results confirm a high degree of interconnectedness within the banking sector. Banks such as BoCom, Goldman Sachs, Industrial Bank, KB Financial Group, and HDFC Bank are identified as the most systemically important banks. These banks primarily act as receivers of risk, which they may subsequently transmit to other parts of the system. In contrast, banks such as Deutsche Bank, PNC, and Hua Xia Bank represent key sources of risk transmission within the banking sector.<\/em><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><em><strong>Key words:<\/strong> Systemic risk.&nbsp;Banking sector.&nbsp;SIFIs. Transfer&nbsp;entropy.<\/em><\/p>\n","protected":false},"excerpt":{"rendered":"<p>Identifying&nbsp;Systemically Important Banks: A Transfer Entropy ApproachIdentifik\u00e1cia syst\u00e9movo v\u00fdznamn\u00fdch b\u00e1nk: Met\u00f3da transferovej entropie&nbsp; Ekonomika a spolo\u010dnos\u0165, Volume 27, Number 1\/2026DOI: https:\/\/doi.org\/10.24040\/eas.2026.27.1.08 Odpor\u00fa\u010dan\u00e1 forma cit\u00e1cie \u010dl\u00e1nku:Prokopov\u00e1, N., Zori\u010d\u00e1kov\u00e1, J., \u0160af\u00e1r, L. &amp; Me\u0161\u0165an, M. (2026). Identifik\u00e1cia syst\u00e9movo v\u00fdznamn\u00fdch b\u00e1nk: Met\u00f3da transferovej entropie. Ekonomika a spolo\u010dnos\u0165, 27 (1), 1-20. https:\/\/doi.org\/10.24040\/eas.2026.27.1.08 Recommended form for quotation of the article:Prokopov\u00e1, &hellip; <\/p>\n<p class=\"link-more\"><a href=\"https:\/\/ekonomikaaspolocnost.umb.sk\/?page_id=2783\" class=\"more-link\">Continue reading<span class=\"screen-reader-text\"> &#8220;No\u00e9mi Prokopov\u00e1,\u00a0Jana Zori\u010dakov\u00e1,\u00a0Leo\u0161 \u0160af\u00e1r,\u00a0Michal Me\u0161\u0165an&#8221;<\/span><\/a><\/p>\n","protected":false},"author":1,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"footnotes":""},"class_list":["post-2783","page","type-page","status-publish","hentry"],"_links":{"self":[{"href":"https:\/\/ekonomikaaspolocnost.umb.sk\/index.php?rest_route=\/wp\/v2\/pages\/2783","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/ekonomikaaspolocnost.umb.sk\/index.php?rest_route=\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/ekonomikaaspolocnost.umb.sk\/index.php?rest_route=\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/ekonomikaaspolocnost.umb.sk\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/ekonomikaaspolocnost.umb.sk\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=2783"}],"version-history":[{"count":6,"href":"https:\/\/ekonomikaaspolocnost.umb.sk\/index.php?rest_route=\/wp\/v2\/pages\/2783\/revisions"}],"predecessor-version":[{"id":2860,"href":"https:\/\/ekonomikaaspolocnost.umb.sk\/index.php?rest_route=\/wp\/v2\/pages\/2783\/revisions\/2860"}],"wp:attachment":[{"href":"https:\/\/ekonomikaaspolocnost.umb.sk\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=2783"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}