SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Expected default based score for identifying systemically important banks
16 references·0 citing·36 second hopsampled
Expected default based score for identifying systemically important banks (2017)Expected default based score for identify…CoVaR (2016)CoVaRGlobal systemically important banks: Assessment methodology and the additional loss absorbency requirement (2015)Global systemically important…How likely is contagion in financial networks? (2014)How likely is contagion in fi…An empirical study of the Mexican banking system’s network and its implications for systemic risk (2014)An empirical study of the Mex…The effect of the interbank network structure on contagion and common shocks (2013)The effect of the interbank n…Measuring the systemic importance of interconnected banks (2013)Measuring the systemic import…Simulation methods to assess the danger of contagion in interbank markets (2010)Simulation methods to assess …Assessing financial contagion in the interbank market: Maximum entropy versus observed interbank lending patterns (2010)Assessing financial contagion…A theory of systemic risk and design of prudential bank regulation (2009)A theory of systemic risk and…Risk Assessment for Banking Systems (2006)Risk Assessment for Banking S…Financial Interlinkages in the United Kingdom's Interbank Market and the Risk of Contagion (2005)Financial Interlinkages in th…What Do We Know About Loss Given Default? (2004)What Do We Know About Loss Gi…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…Systemic Risk in Financial Systems (2001)Systemic Risk in Financial Sy…Deposit Insurance and Wealth Effects: The Value of Being "Too Big to Fail" (1990)Deposit Insurance and Wealth …An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory (1977)Bank Runs, Deposit Insurance, and Liquidity (1983)Using daily stock returns (1985)Rating Banks: Risk and Uncertainty in an Opaque Industry (2002)Bank concentration, competition, and crises: First results (2005)Liquidity risk management and credit supply in the financial crisis (2011)Market Liquidity and Funding Liquidity (2008)Input-output analysis foundations and extensions (2009)Contagion in financial networks (2010)MACROPRUDENTIAL POLICY – A LITERATURE REVIEW (2010)Financial Networks and Contagion (2012)Mathematical Methods and Theory in Games, Programming, and Economics. (1960)Foundations for Financial Economics. (1989)Interbank Lending and Systemic Risk (1996)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)A Climate Stress-Test of the Financial System (2016)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Credit Rationing in Markets with Imperfect Information (1981)Corporate financing and investment decisions when firms have information that investors do not have (1984)Securitization without risk transfer (2012)Measuring Systemic Risk (2016)Financial Contagion (2000)Systemic Risk and Stability in Financial Networks (2015)Contagion in Financial Networks (2016)Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank (2000)Network models and financial stability (2007)A model of reserves, bank runs, and deposit insurance (1980)Distinguishing Panics and Information-based Bank Runs: Welfare and Policy Implications (1988)Liquidity Risk and Contagion (2005)Evaluating Interval Forecasts (1998)Liquidity and leverage (2008)SRISK: A Conditional Capital Shortfall Measure of Systemic Risk (2016)SRISK: A conditional capital shortfall measure of systemic risk (2017)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)DebtRank: Too Central to Fail? Financial Networks, the FED and Systemic Risk (2012)Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk (2012)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2016CoVaR2,490 cited
  • 2001Systemic Risk in Financial Systems1,364 cited
  • 2009A theory of systemic risk and design of prudential bank regulation941 cited
  • 2003Interbank Exposures: Quantifying the Risk of Contagion734 cited
  • 2006Risk Assessment for Banking Systems716 cited
  • 2010Simulation methods to assess the danger of contagion in interbank markets700 cited
  • 2004Estimating bilateral exposures in the German interbank market: Is there a danger of contagion?666 cited
  • 2014How likely is contagion in financial networks?635 cited
  • 2010Assessing financial contagion in the interbank market: Maximum entropy versus observed interbank lending patterns573 cited
  • 1990Deposit Insurance and Wealth Effects: The Value of Being "Too Big to Fail"527 cited
  • 2013The effect of the interbank network structure on contagion and common shocks383 cited
  • 2013Measuring the systemic importance of interconnected banks296 cited
  • 2004What Do We Know About Loss Given Default?282 cited
  • 2014An empirical study of the Mexican banking system’s network and its implications for systemic risk228 cited
  • 2015Global systemically important banks: Assessment methodology and the additional loss absorbency requirement

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

200 cited
  • 2005Financial Interlinkages in the United Kingdom's Interbank Market and the Risk of Contagion192 cited
  • Cited by

    No citing works inside the corpus for this window.