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Balance Sheet Network Analysis of Too-Connected-to-Fail Risk in Global and Domestic Banking Systems
11 references·3 citing·36 second hop
Balance Sheet Network Analysis of Too-Connected-to-Fail Risk in Global and Domestic Banking Systems (2010)Balance Sheet Network Analysis of Too-Con…Macroprudential capital requirements and systemic risk (2012)Macroprudential capital requi…The systemic importance of financial institutions (2009)The systemic importance of fi…The fundamental principles of financial regulation (2009)The fundamental principles of…Network models and financial stability (2007)Network models and financial …Developments in a Cross-Border Bank Exposure "Network" ∗ (2007)Developments in a Cross-Borde…Too many to fail—An analysis of time-inconsistency in bank closure policies (2006)Too many to fail—An analysis …Risk Assessment for Banking Systems (2006)Risk Assessment for Banking S…Interbank Contagion in the Dutch Banking Sector: A Sensitivity Analysis (2006)Interbank Contagion in the Du…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…Interbank Lending and Systemic Risk: An Empirical Analysis for Switzerland (1998)Interbank Lending and Systemi…A moving-window bayesian network model for assessing systemic risk in financial markets (2023)A moving-window bayesian netw…Designing an expert-knowledge-based systemic importance index for financial institutions (2013)Designing an expert-knowledge…Systemic Importance Index for Financial Institutions: A Principal Component Analysis Approach (2012)Systemic Importance Index for…Contagion and Bank Failures During the Great Depression: The June 1932 Chicago Banking Panic (1994)Microeconomics of Banking (1997)Liquidity Risk and Contagion (2005)Simulation methods to assess the danger of contagion in interbank markets (2010)Restoring Financial Stability (2009)Towards an Operational Framework for Financial Stability: 'Fuzzy' Measurement and Its Consequences (2009)CoVaR (2011)Does Systemic Risk in the Financial Sector Predict Future Economic Downturns? (2012)Bubbles, Financial Crises, and Systemic Risk (2013)Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options (2000)Hedge Funds and the Technology Bubble (2004)Market Liquidity and Funding Liquidity (2008)MACROPRUDENTIAL POLICY – A LITERATURE REVIEW (2010)A Macroprudential Approach to Financial Regulation (2011)The financial cycle and macroeconomics: What have we learnt? (2013)Bank Runs, Deposit Insurance, and Liquidity (1983)Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank (2000)Liquidity Risk and Contagion (2005)Contagion in financial networks (2010)Financial Contagion (2000)Systemic Risk in Financial Systems (2001)Financial Networks and Contagion (2012)Does Deposit Insurance Increase Banking System Stability? (2000)Systemic risk in banking ecosystems (2011)Systemic Risk and Stability in Financial Networks (2015)A model of reserves, bank runs, and deposit insurance (1980)Distinguishing Panics and Information-based Bank Runs: Welfare and Policy Implications (1988)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)CoVaR (2016)Corporate financing and investment decisions when firms have information that investors do not have (1984)Corporate Ownership Around the World (1999)Bank Competition and Stability: Cross-Country Heterogeneity (2011)Collective Moral Hazard, Maturity Mismatch, and Systemic Bailouts (2012)Measuring Systemic Risk (2016)
this work references cited by second hop

References

  • 2009The fundamental principles of financial regulation1,116 cited
  • 2007Network models and financial stability910 cited
  • 2006Too many to fail—An analysis of time-inconsistency in bank closure policies730 cited
  • 2003Interbank Exposures: Quantifying the Risk of Contagion724 cited
  • 2006Risk Assessment for Banking Systems705 cited
  • 2004Estimating bilateral exposures in the German interbank market: Is there a danger of contagion?666 cited
  • 2012Macroprudential capital requirements and systemic risk255 cited
  • 1998Interbank Lending and Systemic Risk: An Empirical Analysis for Switzerland218 cited
  • 2006Interbank Contagion in the Dutch Banking Sector: A Sensitivity Analysis175 cited
  • 2009The systemic importance of financial institutions118 cited
  • 2007Developments in a Cross-Border Bank Exposure "Network" ∗43 cited

Cited by

  • 2013Designing an expert-knowledge-based systemic importance index for financial institutions23 cited
  • 2012Systemic Importance Index for Financial Institutions: A Principal Component Analysis Approach22 cited
  • 2023A moving-window bayesian network model for assessing systemic risk in financial markets21 cited

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