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The Contribution of Large Banking Institutions to Systemic Risk: What Do We Know? A Literature Review
16 references·1 citing·40 second hopsampled
The Contribution of Large Banking Institutions to Systemic Risk: What Do We Know? A Literature Review (2018)The Contribution of Large Banking Institu…SRISK: A conditional capital shortfall measure of systemic risk (2017)SRISK: A conditional capital …Measuring Systemic Risk (2016)Measuring Systemic RiskCoVaR (2016)CoVaRWhere the Risks Lie: A Survey on Systemic Risk (2015)Where the Risks Lie: A Survey…Bank size, capital, and systemic risk: Some international evidence (2015)Bank size, capital, and syste…Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks (2012)Capital Shortfall: A New Appr…Banks’ Non-Interest Income and Systemic Risk (2012)Banks’ Non-Interest Income an…Bank Bailouts and Moral Hazard: Evidence from Germany (2012)Bank Bailouts and Moral Hazar…A Survey of Systemic Risk Analytics (2012)A Survey of Systemic Risk Ana…SRISK: A Conditional Capital Shortfall Measure of Systemic Risk (2010)SRISK: A Conditional Capital …Measuring Systemic Risk (2010)Measuring Systemic RiskDiversification at financial institutions and systemic crises (2009)Diversification at financial …Back to the basics in banking? A micro-analysis of banking system stability (2009)Back to the basics in banking…A theory of systemic risk and design of prudential bank regulation (2009)A theory of systemic risk and…Does the stock market value bank diversification? (2007)Does the stock market value b…Too big to fail: the hazards of bank bailouts (2004)Too big to fail: the hazards …Systemically important financial institutions and drivers of systemic risk: Evidence from India (2023)Systemically important financ…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)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)Systemic risk and the macroeconomy: An empirical evaluation (2016)Bank Runs, Deposit Insurance, and Liquidity (1983)The Limits of Arbitrage (1995)An Overview of China's Financial System (2017)ESG investing: A chance to reduce systemic risk (2021)Risk, Return, and Equilibrium: Empirical Tests (1973)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)This Time Is the Same: Using Bank Performance in 1998 to Explain Bank Performance during the Recent Financial Crisis (2012)Nontraditional banking activities and bank failures during the financial crisis (2013)Why bank capital matters for monetary policy (2016)Credit Cycles (1997)Conditional Tail-Risk in Cryptocurrency Markets (2018)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)MACROPRUDENTIAL POLICY – A LITERATURE REVIEW (2010)The Pricing of Options and Corporate Liabilities (1973)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)TENET: Tail-Event driven NETwork risk (2016)Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach (2021)A model for technical inefficiency effects in a stochastic frontier production function for panel data (1995)Diversification's effect on firm value (1995)Mergers and Acquisitions of Financial Institutions: A Review of the Post-2000 Literature (2009)Bank/sovereign risk spillovers in the European debt crisis (2013)Market Liquidity and Funding Liquidity (2008)Bank Capital and Lending Relationships (2017)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Evaluating Interval Forecasts (1998)Liquidity and leverage (2008)Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks (2022)
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References

  • 2016CoVaR2,395 cited
  • 2016Measuring Systemic Risk1,846 cited
  • 2017SRISK: A conditional capital shortfall measure of systemic risk1,318 cited
  • 2012Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks1,157 cited
  • 2009A theory of systemic risk and design of prudential bank regulation831 cited
  • 2012A Survey of Systemic Risk Analytics716 cited
  • 2015Where the Risks Lie: A Survey on Systemic Risk688 cited
  • 2009Back to the basics in banking? A micro-analysis of banking system stability662 cited
  • 2010SRISK: A Conditional Capital Shortfall Measure of Systemic Risk662 cited
  • 2007Does the stock market value bank diversification?631 cited
  • 2015Bank size, capital, and systemic risk: Some international evidence591 cited
  • 2009Diversification at financial institutions and systemic crises586 cited
  • 2004Too big to fail: the hazards of bank bailouts521 cited
  • 2010Measuring Systemic Risk432 cited
  • 2012Bank Bailouts and Moral Hazard: Evidence from Germany394 cited
  • 2012Banks’ Non-Interest Income and Systemic Risk

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321 cited

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  • 2023Systemically important financial institutions and drivers of systemic risk: Evidence from India17 cited