SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Understanding Systemic Risk: The Trade-Offs between Capital, Short-Term Funding and Liquid Asset Holdings
16 references·2 citing·44 second hop
Understanding Systemic Risk: The Trade-Offs between Capital, Short-Term Funding and Liquid Asset Holdings (2021)Understanding Systemic Risk: The Trade-Of…ILLIQUIDITY COMPONENT OF CREDIT RISK – THE 2015 LAWRENCE R. KLEIN LECTURE (2016)ILLIQUIDITY COMPONENT OF CRED…Stress Testing the Corporate Loans Portfolio of the Canadian Banking Sector (2012)Stress Testing the Corporate …Rollover Risk and Market Freezes (2011)Rollover Risk and Market Free…Dynamic Debt Runs (2010)Dynamic Debt RunsAttributing Systemic Risk to Individual Institutions (2010)Attributing Systemic Risk to …Assessing financial contagion in the interbank market: Maximum entropy versus observed interbank lending patterns (2010)Assessing financial contagion…Funding Liquidity Risk in a Quantitative Model of Systemic Stability (2009)Funding Liquidity Risk in a Q…Financial Interlinkages and Risk of Contagion in the Finnish Interbank Market (2009)Financial Interlinkages and R…Credit Contagion from Counterparty Risk (2009)Credit Contagion from Counter…Assessing the Systemic Risk of a Heterogeneous Portfolio of Banks During the Recent Financial Crisis (2009)Assessing the Systemic Risk o…Market Liquidity and Funding Liquidity (2008)Market Liquidity and Funding …Risk Assessment for Banking Systems (2006)Risk Assessment for Banking S…Fundamentals-Based Estimation of Default Probabilities - A Survey (2006)Fundamentals-Based Estimation…Sovereign liquidity crises: Analytics and implications for public policy (2002)Sovereign liquidity crises: A…A Theory of Systemic Risk and Design of Prudential Bank Regulation (2002)A Theory of Systemic Risk and…Systemic Risk in Financial Systems (2001)Systemic Risk in Financial Sy…Contagion in the interbank market: Funding versus regulatory constraints (2015)Contagion in the interbank ma…The great entanglement: The contagious capacity of the international banking network just before the 2008 crisis (2014)The great entanglement: The c…Financial Contagion (2000)Asset Fire Sales (and Purchases) in Equity Markets (2005)Measuring Systemic Risk in the Finance and Insurance Sectors (2010)A network model of financial system resilience (2012)Simple Banking: Profitability and the Yield Curve (2014)17. A Value for n-Person Games (1953)Monotonic solutions of cooperative games (1985)Coherent Measures of Risk (1999)An Axiomatic Approach to Systemic Risk (2013)On dependence consistency of CoVaRand some other systemic risk measures (2014)The systemic risk of European banks during the financial and sovereign debt crises (2015)Bank Runs, Deposit Insurance, and Liquidity (1983)Liquidity and leverage (2008)The Evolution of a Financial Crisis: Panic in the Asset-Backed Commercial Paper Market (2009)Financial Intermediation and the Post-Crisis Financial System (2010)The Tri-Party Repo Market before the 2010 Reforms (2010)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)INFORMATIONAL ASYMMETRIES, FINANCIAL STRUCTURE, AND FINANCIAL INTERMEDIATION (1977)Credit Rationing in Markets with Imperfect Information (1981)Should Banks Be Diversified? Evidence from Individual Bank Loan Portfolios (2005)Towards an Operational Framework for Financial Stability: 'Fuzzy' Measurement and Its Consequences (2009)Macroeconomics with Financial Frictions: A Survey (2012)Continuous Auctions and Insider Trading (1985)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)A comparative analysis of current credit risk models (2000)Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank (2000)Simulation methods to assess the danger of contagion in interbank markets (2010)How likely is contagion in financial networks? (2014)Event Studies in Economics and Finance (1997)Trade Credit: Theories and Evidence (1997)Financial Crises: Theory and Evidence (2009)The reaction of emerging market credit default swap spreads to sovereign credit rating changes (2010)Macroprudential capital requirements and systemic risk (2012)Risk, Uncertainty and Profit (1921)Econometric Measures of Systemic Risk in the Finance and Insurance Sectors (2010)A model of liquidity hoarding and term premia in inter-bank markets (2011)Illiquidity and All Its Friends (2011)Contagion in financial networks (2010)Financial Networks and Contagion (2014)A Climate Stress-Test of the Financial System (2016)Interbank tiering and money center banks (2014)The Economic Costs of Organised Crime: Evidence from Southern Italy (2015)Contagion in Financial Networks (2016)
this work references cited by second hop

References

  • 2008Market Liquidity and Funding Liquidity5,007 cited
  • 2001Systemic Risk in Financial Systems1,364 cited
  • 2006Risk Assessment for Banking Systems636 cited
  • 2010Assessing financial contagion in the interbank market: Maximum entropy versus observed interbank lending patterns573 cited
  • 2011Rollover Risk and Market Freezes481 cited
  • 2009Credit Contagion from Counterparty Risk448 cited
  • 2002A Theory of Systemic Risk and Design of Prudential Bank Regulation307 cited
  • 2010Attributing Systemic Risk to Individual Institutions217 cited
  • 2009Funding Liquidity Risk in a Quantitative Model of Systemic Stability163 cited
  • 2016ILLIQUIDITY COMPONENT OF CREDIT RISK – THE 2015 LAWRENCE R. KLEIN LECTURE129 cited
  • 2009Assessing the Systemic Risk of a Heterogeneous Portfolio of Banks During the Recent Financial Crisis124 cited
  • 2009Financial Interlinkages and Risk of Contagion in the Finnish Interbank Market81 cited
  • 2002Sovereign liquidity crises: Analytics and implications for public policy60 cited
  • 2006Fundamentals-Based Estimation of Default Probabilities - A Survey55 cited
  • 2010Dynamic Debt Runs46 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2012Stress Testing the Corporate Loans Portfolio of the Canadian Banking Sector36 cited
  • Cited by

    • 2015Contagion in the interbank market: Funding versus regulatory constraints23 cited
    • 2014The great entanglement: The contagious capacity of the international banking network just before the 2008 crisis22 cited