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Systemic Risk in an Interconnected Banking System with Endogenous Asset Markets
16 references·15 citing·33 second hop
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References

  • 1983Bank Runs, Deposit Insurance, and Liquidity9,689 cited
  • 1999Coherent Measures of Risk8,849 cited
  • 195317. A Value for n-Person Games6,944 cited
  • 2008Market Liquidity and Funding Liquidity5,007 cited
  • 2000Financial Contagion3,393 cited
  • 2008Liquidity and leverage2,557 cited
  • 2000Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank1,381 cited
  • 2001Systemic Risk in Financial Systems1,364 cited
  • 2012Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks1,157 cited
  • 2010Contagion in financial networks1,143 cited
  • 2005Liquidity Risk and Contagion879 cited
  • 2009A theory of systemic risk and design of prudential bank regulation831 cited
  • 2009Restoring Financial Stability720 cited
  • 2004Estimating bilateral exposures in the German interbank market: Is there a danger of contagion?666 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

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Cited by

  • 2018Tail event driven networks of SIFIs89 cited
  • 2021Systemic risk measures and regulatory challenges79 cited
  • 2019Estimating the connectedness of commodity futures using a network approach70 cited
  • 2019Bank diversification and systemic risk67 cited
  • 2022Regulatory technology (Reg-Tech) in financial stability supervision: Taxonomy, key methods, applications and future directions64 cited
  • 2021Connectedness and systemic risk of the banking industry along the Belt and Road47 cited
  • 2020From me to you: Measuring connectedness between Eurozone financial institutions41 cited
  • 2021Monetary policy uncertainty and firm risk-taking40 cited
  • 2020Systemic risk: The coordination of macroprudential and monetary policies in China39 cited
  • 2020Network VAR Models to Measure Financial Contagion37 cited
  • 2016Macroprudential regulation and macroeconomic activity36 cited
  • 2018Application of systemic risk measurement methods: A systematic review and meta-analysis using a network approach27 cited
  • 2022NETWORK RESILIENCE IN THE FINANCIAL SECTORS: ADVANCES, KEY ELEMENTS, APPLICATIONS, AND CHALLENGES FOR FINANCIAL STABILITY REGULATION27 cited
  • 2021The effects of macroprudential policies on credit growth26 cited
  • 2021Macroprudential regulations and systemic risk: Does the one-size-fits-all approach work?25 cited