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Designing an expert-knowledge-based systemic importance index for financial institutions
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Designing an expert-knowledge-based systemic importance index for financial institutions (2013)Designing an expert-knowledge-based syste…Rethinking the financial network (2013)Rethinking the financial netw…Bank for International Settlements (BIS) (2013)Bank for International Settle…The Failure of Risk Management (2012)The Failure of Risk ManagementIlliquidity in the Interbank Payment System Following Wide‐Scale Disruptions (2012)Illiquidity in the Interbank …The Too-Important-To-Fail Conundrum: Impossible to Ignore and Difficult to Resolve (2011)The Too-Important-To-Fail Con…The ECB, Financial Supervision, and Financial Stability Management (2010)The ECB, Financial Supervisio…Plight of the Fortune Tellers (2010)Plight of the Fortune TellersBalance Sheet Network Analysis of Too-Connected-To-Fail Risk in Global and Domestic Banking Systems (2010)Balance Sheet Network Analysi…Are Banks Too Big To Fail? Measuring Systemic Importance of Financial Institutions (2010)Are Banks Too Big To Fail? Me…The fundamental principles of financial regulation (2009)The fundamental principles of…The economics of large-value payments and settlement: Theory and policy issues for central banks (2009)The economics of large-value …Plight of the Fortune Tellers (2007)Plight of the Fortune TellersMeasuring Market Risk (2005)Measuring Market RiskRisk Management and Capital Adequacy (2003)Risk Management and Capital A…Modeling, Measuring and Hedging Operational Risk (2002)Modeling, Measuring and Hedgi…Fuzzy sets (1965)Fuzzy setsAuthority Centrality and Hub Centrality as Metrics of Systemic Importance of Financial Market Infrastructures (2013)Authority Centrality and Hub …The Pricing of Options and Corporate Liabilities (1973)Generalized autoregressive conditional heteroskedasticity (1986)Coherent Measures of Risk (1999)Evaluating Value-at-Risk Models via Quantile Regression (2010)A comprehensive review of Value at Risk methodologies (2013)Metrics for evaluating the performance of machine learning based automated valuation models (2021)Modelling Extremal Events (1997)Financial Contagion (2000)Extreme Value Theory : An Introduction (2006)Measuring and testing for the systemically important financial institutions (2013)Systemic Risk Network of Chinese Financial Institutions (2018)Banks' Non-Interest Income and Systemic Risk (2019)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)Sulfur Dioxide Control by Electric Utilities: What Are the Gains from Trade? (2000)Animal spirits: how human psychology drives the economy, and why it matters for global capitalism (2009)‘Too interconnected to fail’ financial network of US CDS market: Topological fragility and systemic risk (2012)Systemic Risk and Stability in Financial Networks (2013)Government at a Glance 2023 (2023)Modelling of extremal events in insurance and finance (1994)An Introduction to Copulas (1999)The Distribution of Realized Exchange Rate Volatility (2001)Variance – Covariance Risk Value Model for Currency Market (2009)Risk Management Practices and Financial performance of Islamic Banks: Malaysian Evidence (2011)Risk management practices and financial performance: evidence from the Nigerian deposit money banks (DMBs) (2014)Intraday Liquidity: Risk and Regulation (2011)The History of Interbank Settlement Arrangements: Exploring Central Banks’ Role in the Payment System (2011)Digital Banking Transformation and Performance-Where Do We Stand? (2023)Nichtwissenskommunikation in den Wissenschaften (2012)Risk management consideration in the bioeconomy (2017)Planning, Tracking, and Reducing a Complex Project’s Value at Risk (2018)Family resemblances: Studies in the internal structure of categories (1975)Basic objects in natural categories (1976)Soft set theory—First results (1999)Broker-Dealer Risk Appetite and Commodity Returns (2013)Toward a supply-side theory of financial innovation (2013)Post‐crisis reforms in banking: Regulators at the interface between domestic and international governance (2017)Improved algorithms for rare event simulation with heavy tails (2006)The market value impact of operational loss events for US banks and insurers (2006)An Extreme Value Approach for Modeling Operational Risk Losses Depending on Covariates (2015)
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References

  • 1965Fuzzy sets67,827 cited
  • 2009The fundamental principles of financial regulation1,116 cited
  • 2013Rethinking the financial network576 cited
  • 2005Measuring Market Risk489 cited
  • 2002Modeling, Measuring and Hedging Operational Risk281 cited
  • 2010Are Banks Too Big To Fail? Measuring Systemic Importance of Financial Institutions166 cited
  • 2013Bank for International Settlements (BIS)140 cited
  • 2003Risk Management and Capital Adequacy110 cited
  • 2012The Failure of Risk Management70 cited
  • 2009The economics of large-value payments and settlement: Theory and policy issues for central banks63 cited
  • 2012Illiquidity in the Interbank Payment System Following Wide‐Scale Disruptions53 cited
  • 2010Plight of the Fortune Tellers43 cited
  • 2011The Too-Important-To-Fail Conundrum: Impossible to Ignore and Difficult to Resolve37 cited
  • 2010Balance Sheet Network Analysis of Too-Connected-To-Fail Risk in Global and Domestic Banking Systems37 cited
  • 2010The ECB, Financial Supervision, and Financial Stability Management31 cited
  • 2007Plight of the Fortune Tellers

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  • 2013Authority Centrality and Hub Centrality as Metrics of Systemic Importance of Financial Market Infrastructures22 cited