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Bilateral Exposures and Systemic Solvency Risk
16 references·0 citing·42 second hop
Bilateral Exposures and Systemic Solvency Risk (2012)Bilateral Exposures and Systemic Solvency…Probability of Loss on Loan Portfolio (2015)Probability of Loss on Loan P…Network Structure and Systemic Risk in Banking Systems (2013)Network Structure and Systemi…Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks (2012)Capital Shortfall: A New Appr…CoVaR (2011)CoVaRSRISK: A Conditional Capital Shortfall Measure of Systemic Risk (2010)SRISK: A Conditional Capital …Interbank Exposures: An Empirical Examination of Systemic Risk in the Belgian Banking System (2010)Interbank Exposures: An Empir…Network models and financial stability (2007)Network models and financial …Financial Interlinkages in the United Kingdom's Interbank Market and the Risk of Contagion (2005)Financial Interlinkages in th…Estimating bilateral exposures in the German interbank market: Is there a danger of contagion? (2004)Estimating bilateral exposure…Interbank Exposures: Quantifying the Risk of Contagion (2003)Interbank Exposures: Quantify…Estimating Bilateral Exposures in the German Interbank Market: Is There a Danger of Contagion? (2002)Estimating Bilateral Exposure…Systemic Risk in Financial Systems (2001)Systemic Risk in Financial Sy…Financial Contagion (2000)Financial ContagionInterbank Exposures: Quantifying the Risk of Contagion (1999)Interbank Exposures: Quantify…Interbank Lending and Systemic Risk: An Empirical Analysis for Switzerland (1998)Interbank Lending and Systemi…ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…The Cost of Capital, Corporation Finance and the Theory of Investment (1958)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Pricing of Options and Corporate Liabilities (1973)Option pricing when underlying stock returns are discontinuous (1976)The valuation of options for alternative stochastic processes (1976)An equilibrium characterization of the term structure (1977)Bank Runs, Deposit Insurance, and Liquidity (1983)The Determinants of Banking Crises in Developing and Developed Countries (1998)Networks in Finance (2008)The effect of the interbank network structure on contagion and common shocks (2013)Estimating betas from nonsynchronous data (1977)Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression (1983)Financial Intermediation, Loanable Funds, and The Real Sector (1997)Where the Risks Lie: A Survey on Systemic Risk (2015)Estimating global bank network connectedness (2017)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Coherent Measures of Risk (1999)Dynamic Conditional Correlation (2002)Systemic Risk Measurement: Multivariate GARCH Estimation of CoVaR (2012)Bank size, capital, and systemic risk: Some international evidence (2015)Systemic risk and the macroeconomy: An empirical evaluation (2016)Does deposit insurance increase banking system stability? An empirical investigation (2002)Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk (2012)How likely is contagion in financial networks? (2014)A model of reserves, bank runs, and deposit insurance (1980)Distinguishing Panics and Information-based Bank Runs: Welfare and Policy Implications (1988)Risk Assessment for Banking Systems (2006)Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank (2000)How Do Banks Set Interest Rates? (2004)Deciphering the Liquidity and Credit Crunch 2007-08 (2008)Liquidity and leverage (2008)Market Liquidity and Funding Liquidity (2008)This Time Is the Same: Using Bank Performance in 1998 to Explain Bank Performance during the Recent Financial Crisis (2012)Financial Network Systemic Risk Contributions (2014)A Monetary History of the United States 1867-1960 (1964)Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Systemic Risk and Stability in Financial Networks (2015)Contagion in financial networks (2010)Financial Networks and Contagion (2014)A Climate Stress-Test of the Financial System (2016)
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References

  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 2000Financial Contagion3,393 cited
  • 2001Systemic Risk in Financial Systems1,364 cited
  • 2012Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks1,157 cited
  • 2007Network models and financial stability850 cited
  • 2003Interbank Exposures: Quantifying the Risk of Contagion666 cited
  • 2004Estimating bilateral exposures in the German interbank market: Is there a danger of contagion?666 cited
  • 2010SRISK: A Conditional Capital Shortfall Measure of Systemic Risk662 cited
  • 2011CoVaR546 cited
  • 2010Interbank Exposures: An Empirical Examination of Systemic Risk in the Belgian Banking System501 cited
  • 2013Network Structure and Systemic Risk in Banking Systems474 cited
  • 2002Estimating Bilateral Exposures in the German Interbank Market: Is There a Danger of Contagion?254 cited
  • 1999Interbank Exposures: Quantifying the Risk of Contagion239 cited
  • 2015Probability of Loss on Loan Portfolio220 cited
  • 1998Interbank Lending and Systemic Risk: An Empirical Analysis for Switzerland218 cited

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Financial Interlinkages in the United Kingdom's Interbank Market and the Risk of Contagion
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