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Application of systemic risk measurement methods: A systematic review and meta-analysis using a network approach
16 references·0 citing·52 second hopsampled
Application of systemic risk measurement methods: A systematic review and meta-analysis using a network approach (2018)Application of systemic risk measurement …Syndication, interconnectedness, and systemic risk (2017)Syndication, interconnectedne…TENET: Tail-Event driven NETwork risk (2016)TENET: Tail-Event driven NETw…Testing macroprudential stress tests: The risk of regulatory risk weights (2014)Testing macroprudential stres…Systemic risk in European sovereign debt markets: A CoVaR-copula approach (2014)Systemic risk in European sov…Risk Measures for Autocorrelated Hedge Fund Returns (2014)Risk Measures for Autocorrela…Assessing the contribution of banks, insurance and other financial services to systemic risk (2014)Assessing the contribution of…An empirical study of the Mexican banking system’s network and its implications for systemic risk (2014)An empirical study of the Mex…Measuring the systemic importance of interconnected banks (2013)Measuring the systemic import…How does competition affect bank systemic risk? 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References

  • 2013Data science and prediction855 cited
  • 2012A Survey of Systemic Risk Analytics716 cited
  • 2012Systemic Risk Measurement: Multivariate GARCH Estimation of CoVaR658 cited
  • 2009A framework for assessing the systemic risk of major financial institutions638 cited
  • 2013How does competition affect bank systemic risk?530 cited
  • 2016TENET: Tail-Event driven NETwork risk472 cited
  • 2011Systemic Risk Contributions343 cited
  • 2013Measuring the systemic importance of interconnected banks296 cited
  • 2017Syndication, interconnectedness, and systemic risk272 cited
  • 2014Systemic risk in European sovereign debt markets: A CoVaR-copula approach260 cited
  • 2014Testing macroprudential stress tests: The risk of regulatory risk weights255 cited
  • 2012Macroprudential capital requirements and systemic risk255 cited
  • 2014An empirical study of the Mexican banking system’s network and its implications for systemic risk228 cited
  • 2014Risk Measures for Autocorrelated Hedge Fund Returns193 cited
  • 2010Systemic risk, financial contagion and financial fragility192 cited
  • 2014

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Assessing the contribution of banks, insurance and other financial services to systemic risk
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