Search Results

Quantifying Systemic Risk in the Presence of Unlisted Banks: Application to the European Banking Sector,
Daniel Dimitrov and Sweder van Wijnbergen, from C.E.P.R. Discussion Papers (2023)
Keywords: Systemic risk

Systemic risk and the financial crisis: a primer,
James Bullard, Christopher Neely and David Wheelock, in Review (2009)
Keywords: Systemic risk; Financial crises

Systemic risk in derivative markets,
Delphine Lautier, from HAL (2011)
Keywords: Systemic risk,graph theory,regulation

Measuring and Allocating Systemic Risk,
Markus Brunnermeier and Patrick Cheridito, in Risks (2019)
Keywords: systemic risk measure; systemic risk allocation; feedback effects; shadow prices; systemic risk limits; systemic risk charges; cap and trade

A simple indicator of systemic risk,
Dilip K. Patro, Min Qi and Xian Sun, in Journal of Financial Stability (2013)
Keywords: Systemic risk; Correlation; Stock returns;

Systemic risk and insurance,
Pierre-Emmanuel Darpeix, from HAL (2015)
Keywords: Insurance,Systemic risk,International regulation

Systemic Risk Score: A Suggestion,
Christophe Hurlin and Christophe Perignon, from HAL (2013)
Keywords: Systemic risk,score,G-SIFIs

Systemic risk and insurance,
Pierre-Emmanuel Darpeix, from HAL (2015)
Keywords: Insurance,Systemic risk,International regulation

Bank diversification and systemic risk,
Hsin-Feng Yang, Chih-Liang Liu and Ray Yeutien Chou, in The Quarterly Review of Economics and Finance (2020)
Keywords: Financial Institutions; Diversification; Systemic risk;

Blockchain Technology and Systemic Risk,
Aymen Mselmi, in International Journal of Economics and Financial Issues (2020)
Keywords: Blockchain; Systemic Risk, Financial institutions

The financial stress index: identification of systemic risk conditions,
Timothy Bianco, Ryan Eiben, Dieter Gramlich, Mikhail Oet and Stephen J. Ong, from Federal Reserve Bank of Cleveland (2011)
Keywords: Systemic risk; Risk assessment

The determinants of systemic risk contagion,
Burak Sencer Atasoy, İbrahim Özkan and Lütfi Erden, in Economic Modelling (2024)
Keywords: Contagion; Systemic risk; Banking; Spillovers; Tail risk;

Measuring Systemic Risk,
Matthew P Richardson, Thomas Philippon, Viral Acharya and Lasse Pedersen, from C.E.P.R. Discussion Papers (2012)
Keywords: Systemic risk; Bailout; Financial regulation; Value at risk

Systemic risk contributions,
Xin Huang, Hao Zhou and Haibin Zhu, from Board of Governors of the Federal Reserve System (U.S.) (2011)
Keywords: Systemic risk; Banks and banking; Financial risk management

Regulating Systemic Risk,
Masahiro Kawai and Michael Pomerleano, from Asian Development Bank Institute (2010)
Keywords: global financial crisis; systemic risk; macroprudential supervision; systemic stability regulation; regulating systemic risk

Insurance activities and systemic risk,
Elia Berdin and Matteo Sottocornolay, from Goethe University Frankfurt, International Center for Insurance Regulation (ICIR) (2015)
Keywords: Systemic Risk, Insurance Activities, Systemically Important Financial Institutions

Insurance activities and systemic risk,
Elia Berdin and Matteo Sottocornola, from Leibniz Institute for Financial Research SAFE (2015)
Keywords: systemic risk, insurance activities, systemically important financial institutions

Contextualizing Systemic Risk,
Lukas Scheffknecht, from ROME Network (2013)
Keywords: Systemic Risk, Systemic Externalities, Macroprudential Regulation, Basel III

Interconnectedness and systemic risk: A comparative study based on systemically important regions,
Lei Fang, Jiang Cheng and Fang Su, in Pacific-Basin Finance Journal (2019)
Keywords: Interconnectedness; Systemically important regions; Systemic risk; Networks;

Bank liquidity creation and systemic risk,
Denis Davydov, Sami Vähämaa and Sara Yasar, in Journal of Banking & Finance (2021)
Keywords: Bank liquidity creation; Systemic risk; Systemic linkage; Tail risk;

Systemic operational risk,
Thomas Kaspereit, Kerstin Lopatta, Suren Pakhchanyan and Jörg Prokop, in Journal of Risk Finance (2017)
Keywords: Banking, Contagion, Risk management, Operational risk, Systemic risk

Systemic risk in derivative markets: a graph theory analysis,
Delphine Lautier and Franck Raynaud, from HAL (2011)
Keywords: Systemic risk,derivative markets

Systemic Risk and Macroprudential Bank Regulation: A Critical Appraisal,
David VanHoose, in Journal of Financial Transformation (2011)
Keywords: systemic risk; macroprudential regulation

Quantifying the impact of leveraging and diversification on systemic risk,
Paolo Tasca, Pavlin Mavrodiev and Frank Schweitzer, in Journal of Financial Stability (2014)
Keywords: Systemic risk; Leverage; Diversification;

Quantifying the Impact of Leveraging and Diversification on Systemic Risk,
Paolo Tasca, Pavlin Mavrodiev and Frank Schweitzer, from ETH Zurich, Chair of Systems Design
Keywords: Systemic risk, Leverage, Diversification

SAFE: An early warning system for systemic banking risk,
Timothy Bianco, Ryan Eiben, Dieter Gramlich, Mikhail Oet, Stephen J. Ong and Jing Wang, from Federal Reserve Bank of Cleveland (2011)
Keywords: Systemic risk; Liquidity (Economics)

Systemic Risks and Macroprudential Bank Regulation: A Critical Appraisal,
David VanHoose, from Indiana State University, Scott College of Business, Networks Financial Institute (2011)
Keywords: Systemic risk, macroprudential regulation

Surfing through the GFC: systemic risk in Australia,
Mardi Dungey, Matteo Luciani, Marius Matei and David Veredas, from University of Tasmania, Tasmanian School of Business and Economics (2015)
Keywords: banking, insurance, systemic risk

Systemic Risk, Contagion and Financial Networks,
Lorenzo Cappiello, Mattia Montagna and Linda Rousová, in Financial Stability Review (2015)
Keywords: contagion, financial networks, systemic risk

Evaluating the government as a source of systemic risk,
Deborah Lucas, in Journal of Financial Perspectives (2014)
Keywords: systemic risk; government financial institutions

Does diversification promote systemic risk?,
Chao Wang, Xiaoxing Liu and Jianmin He, in The North American Journal of Economics and Finance (2022)
Keywords: Diversification; Similarity; Systemic risk; Networks;

Systemic risks in derivative markets,
Delphine Lautier, from HAL (2011)
Keywords: Systemic risk,derivative markets,graph theory

Systemic risk: a network approach,
Jean-Baptiste Hasse, from HAL (2022)
Keywords: Financial networks,Interconnectedness,Systemic risk,Spillover

Systemic Risk and Insurance Regulation †,
Fabiana Gómez and Jorge Ponce, in Risks (2018)
Keywords: insurance companies; systemic risk; optimal regulation

Enforcement actions and systemic risk,
Xiaoming Zhang, Yiming Tian and Chien-Chiang Lee, in Emerging Markets Review (2024)
Keywords: Enforcement actions; Banks; Systemic risk; Connectedness; China;

Systemic risk: The impact of COVID-19,
Muhammad Suhail Rizwan, Ghufran Ahmad and Dawood Ashraf, in Finance Research Letters (2020)
Keywords: Systemic risk; COVID-19; CATFIN; Financial institutions;

Syndication, interconnectedness, and systemic risk,
Jian Cai, Frederik Eidam, Anthony Saunders and Sascha Steffen, in Journal of Financial Stability (2018)
Keywords: Interconnectedness; Networks; Syndicated loans; Systemic risk;

Managing systemic risk in The Netherlands,
Shuyu Liao, Elvira Sojli and Wing Wah Tham, in International Review of Economics & Finance (2015)
Keywords: Systemic risk; Macroprudential banking regulation; Financial stability;

Systemic Risk: a Network Approach,
Jean-Baptiste Hasse, from HAL (2020)
Keywords: Financial networks,Interconnectedness,Systemic risk,Spillover

Bank herding and systemic risk,
Jin Cai, in Economic Systems (2022)
Keywords: Bank herding; Similarity; Systemic risk; Financial crises;

Systemic risk measures,
Solange Guerra, Thiago Silva, Benjamin Tabak, Rodrigo Andrés Peñaloza and Rodrigo César de Castro Miranda, in Physica A: Statistical Mechanics and its Applications (2016)
Keywords: Systemic risk; Joint default indicator; Clusters;

Systemic risk and insurance regulation,
Fabiana Gómez and Jorge Ponce, from Banco Central del Uruguay (2018)
Keywords: Insurance companies, systemic risk, optimal regulation

Liquidity Policies and Systemic Risk,
Tobias Adrian and Nina Boyarchenko, from C.E.P.R. Discussion Papers (2017)
Keywords: Liquidity regulation; Systemic risk; Dsge; Financial intermediation

On the origin of systemic risk,
Mattia Montagna, Gabriele Torri and Giovanni Covi, from European Central Bank (2020)
Keywords: financial contagion, microstructural models, systemic risk

Systemic Risk in International Settlements,
Rahul Dhumale, from Centre for Business Research, University of Cambridge (1999)
Keywords: systemic risk, international payments, financial regulation

Systemic risk: a network approach,
Jean-Baptiste Hasse, in Empirical Economics (2022)
Keywords: Financial networks, Interconnectedness, Systemic risk, Spillover

Market Procyclicality and Systemic Risk,
Paolo Tasca and Stefano Battiston, from ETH Zurich, Chair of Systems Design
Keywords: Systemic risk, Procyclicality, Leverage, Network models

Systemic risk and competition revisited,
Consuelo Silva-Buston, in Journal of Banking & Finance (2019)
Keywords: Systemic risk; Interbank correlation; Diversification; Competition;

Liquidity policies and systemic risk,
Tobias Adrian and Nina Boyarchenko, in Journal of Financial Intermediation (2018)
Keywords: Liquidity regulation; Systemic risk; DSGE; Financial intermediation;

On the origin of systemic risk,
Mattia Montagna, Gabriele Torri and Giovanni Covi, from Bank of England (2021)
Keywords: Systemic risk; financial contagion; microstructural models

Banking Regulation and Systemic Risk,
Martin Summer, from Oesterreichische Nationalbank (Austrian Central Bank) (2002)
Keywords: Banking Regulation, Systemic Risk, Banking Crises

Network Formation and Systemic Risk,
Selman Erol and Rakesh Vohra, from Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2014)
Keywords: Network Formation, Systemic Risk, Contagion, Rationalizability, Core

Liquidity Policies and Systemic Risk,
Tobias Adrian and Nina Boyarchenko, from Federal Reserve Bank of New York (2014)
Keywords: Liquidity regulation; systemic risk; liquidity coverage ratio

Liquidity policies and systemic risk,
Tobias Adrian and Nina Boyarchenko, from Federal Reserve Bank of New York (2014)
Keywords: liquidity regulations; systemic risk; DSGE; financial intermediation

Systemic Risk: a Network Approach,
Jean-Baptiste Hasse, from Aix-Marseille School of Economics, France (2020)
Keywords: financial networks, interconnectedness, systemic risk, spillover

Financial Stability and Systemic Risk,
Cicilia A. Harun and Iman Gunadi, from Springer (2022)
Keywords: Financial stability, Systemic risk, Macroprudential supervision

Risk transfer with CDOs and systemic risk in bankingfam,
Jan Krahnen and Christian Wilde, from Center for Financial Studies (CFS) (2006)
Keywords: Risk Transfer, Systematic Risk, Systemic Risk

Risk Transfer with CDOs and Systemic Risk in Banking,
Jan Krahnen and Christian Wilde, from C.E.P.R. Discussion Papers (2006)
Keywords: Risk transfer; Systemic risk; Systematic risk

The human factor and systemic risk: a memento,
M. Sarcinelli, in BNL Quarterly Review (1997)
Keywords: Financial crises, systemic risk, globalisation, risk containment

The human factor and systemic risk: a memento,
M. Sarcinelli, in Banca Nazionale del Lavoro Quarterly Review (1997)
Keywords: Financial crises, systemic risk, globalisation, risk containment

MEASURING SYSTEMIC RISK,
Viral Acharya, Christian Brownlees, Robert Engle, Farhang Farazmand and Matthew Richardson, from World Scientific Publishing Co. Pte. Ltd. (2013)
Keywords: Risk Management, Sovereign Risk, Systemic Risk, Liquidity, Credit Risk, Equity Risk Premium, Enterprise Risk Management,

TAXING SYSTEMIC RISK,
Viral Acharya, Lasse Pedersen, Thomas Philippon and Matthew Richardson, from World Scientific Publishing Co. Pte. Ltd. (2013)
Keywords: Risk Management, Sovereign Risk, Systemic Risk, Liquidity, Credit Risk, Equity Risk Premium, Enterprise Risk Management,

Smart systemic-risk scores,
Sylvain Benoit, from HAL (2024)
Keywords: Systemic Risk,Risk Management,Macroprudential Regulation,Systemically Important Financial Institutions,Banking

Smart Systemic-Risk Scores,
Sylvain Benoît, from HAL (2019)
Keywords: Systemic Risk,Risk Management,Macroprudential Regulation,Systemically Important Financial Institutions,Banking

Managing Systemic Risk,
Constanþa Chitiba, in Knowledge Horizons - Economics (2012)
Keywords: Financial risk; specific regulations; capital markets; systemic risk fund

A Pareto Criterion on Systemic Risk,
Weijia Wang, from University Library of Munich, Germany (2019)
Keywords: Risk Sharing, Heterogenous Beliefs, Pareto Efficiency, Systemic Risk

A Survey of Systemic Risk Analytics,
Dimitrios Bisias, Mark Flood, Andrew Lo and Stavros Valavanis, in Annual Review of Financial Economics (2012)
Keywords: systemic risk, financial institutions, liquidity, financial crises, risk management

Systemic political risk,
Helena Chuliá, Marc Estévez and Jorge Uribe, in Economic Modelling (2023)
Keywords: Political risk; Policy uncertainty; Networks; Granger causality; Systemic risk;

Systemic Risk and Macroprudential Regulation,
Franklin Allen and Elena Carletti, from Palgrave Macmillan (2012)
Keywords: Central Bank, Asset Price, Credit Risk, Systemic Risk, Deposit Insurance

On fairness of systemic risk measures,
Francesca Biagini, Jean-Pierre Fouque, Marco Frittelli and Thilo Meyer-Brandis, in Finance and Stochastics (2020)
Keywords: Systemic risk measures, Random allocations, Risk allocation, Fairness

Identifying indicators of systemic risk,
Benny Hartwig, Christoph Meinerding and Yves Schüler, from Deutsche Bundesbank (2020)
Keywords: systemic risk, macroprudential regulation, forecasting, growth-at-risk, financial cycles

Identifying indicators of systemic risk,
Benny Hartwig, Christoph Meinerding and Yves Schüler, in Journal of International Economics (2021)
Keywords: Systemic risk; Macroprudential regulation; Forecasting; Growth-at-risk; Financial cycles;

A Survey of Systemic Risk Analytics,
Dimitrios Bisias, Mark Flood, Andrew Lo and Stavros Valavanis, from Office of Financial Research, US Department of the Treasury (2012)
Keywords: Systemic Risk, Financial Institutions, Liquidity, Financial Crises, Risk Management

National Systemic Risk Management,
Konrad Raczkowski, Marian Noga and Jarosław Klepacki, from Palgrave Macmillan (2015)
Keywords: European Union, Risk Management, Euro Area, Systemic Risk, Public Debt

Risk and systemic risk perception in the telecommunications sector in Brazil: an investor perspective assessment,
Luciano De Freitas, Leonardo Euler de Morais and Carlos Manuel Baigorri, from University Library of Munich, Germany (2017)
Keywords: Risk, Systemic Risk, Infrastructure, Investment

IDIOSYNCRATIC RISK AND SYSTEMIC RISK IN THE EUROPEAN BANKING SYSTEM,
Ioan Trenca, Nicolae Petria and Corovei Emilia, in Annals of Faculty of Economics (2015)
Keywords: idiosyncratic risk, systemic risk, loan to deposits, capitalization

Systemic Risk in Financial Networks,
Stefano Battiston and Guido Caldarelli, in Journal of Financial Management, Markets and Institutions (2013)
Keywords: Systemic Risk; Financial Networks; Financial Contagion; Financial Distress; Default Cascade; Systemically Important Financial Institutions; Debtrank; Controllability

Multivariate systemic optimal risk transfer equilibrium,
Alessandro Doldi and Marco Frittelli, in Annals of Operations Research (2024)
Keywords: Equilibrium, Systemic Utility Maximization, Risk Transfer Equilibrium, Systemic Risk

Real-Valued Systemic Risk Measures,
Alessandro Doldi and Marco Frittelli, in Mathematics (2021)
Keywords: systemic risk; risk measures; fairness; equilibrium; dynamic risk measures

Equilibrium asset pricing with systemic risk,
Jon Danielsson and Jean-Pierre Zigrand, from London School of Economics and Political Science, LSE Library (2006)
Keywords: Systemic risk; Value-at-risk; Risk sensitive regulation; General equilibrium

Equilibrium asset pricing with systemic risk,
Jon Danielsson and Jean-Pierre Zigrand, from London School of Economics and Political Science, LSE Library (2008)
Keywords: Systemic risk; Value-at-risk; Risk sensitive regulation; General equilibrium

Systemic risk assessment: a case study,
F Ackermann, C Eden, T Williams and S Howick, in Journal of the Operational Research Society (2007)
Keywords: causal mapping, project risk registers, risk filter, risk systemicity

Impact of regulatory announcements on systemic risk in the Indian telecom sector,
Sushma Priyadarsini Yalla, Som Sekhar Bhattacharyya and Karuna Jain, in International Journal of Emerging Markets (2018)
Keywords: India, Systemic risk

Basel III ans Systemic Risk Regulation - What Way Forward?,
Co-Pierre Georg, from Friedrich-Schiller-University Jena (2011)
Keywords: systemic risk, SIFIs, regulation

Financial network systemic risk contributions,
Nikolaus Hautsch, Julia Schaumburg and Melanie Schienle, from Center for Financial Studies (CFS) (2013)
Keywords: time-varying systemic risk contribution, systemic risk network, network topology estimation, Value at Risk

Systemic risk in the Finnish payment system: An empirical investigation,
Harri Kuussaari, from Bank of Finland (1996)
Keywords: systemic risk, clearing, settlement, Finland

The threat of systemic risk in banking - evidence for Europe,
Martin Schüler, from Deutsche Bank Research (2002)
Keywords: systemic risk, banking, contagion, Europe

Interbank Lending, Reserve Requirements and Systemic Risk,
Giulia Iori, Saqib Jafarey and Francisco Padilla, from Society for Computational Economics (2003)
Keywords: Systemic risk, contagion, interbank lending

Interbank Lending, reserve requirements and systemic risk,
giulia iori and Saqib Jafarey, from Society for Computational Economics (2001)
Keywords: systemic risk, contagion, interbank lending.

The Asset Management Industry, Systemic Risk, and Macroprudential Policy,
Claude Lopez, in Journal of Financial Transformation (2017)
Keywords: Asset management; systemic risk; macroprudential