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A New Risk Indicator and Stress Testing Tool

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2014Has the global banking system become more fragile over time?65 cited
2019Measuring and Allocating Systemic Risk61 cited
2012The End of Market Discipline? Investor Expectations of Implicit State Guarantees

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2011Analysing interconnectivity among economies48 cited

2011Systemic Risk Contributions45 cited

2009A Framework for Assessing the Systemic Risk of Major Financial Institutions45 cited

2016Modeling Financial Sector Joint Tail Risk in the Euro Area41 cited

2013Measuring systemic importance of financial institutions: An extreme value theory approach41 cited

2009Assessing the Systemic Risk of a Heterogeneous Portfolio of Banks during the Recent Financial Crisis41 cited

2012Tracking Variation in Systemic Risk at US Banks During 1974-201337 cited

2022Measuring financial soundness around the world: A machine learning approach34 cited

2013Measuring and Allocating Systemic Risk31 cited