Syndication, interconnectedness, and systemic riskJian Cai, Frederik Eidam, Anthony Saunders, Sascha Steffen2017-12-18articleJournal of Financial Stability272 citationsclosedNo readable copy stored yet — this record is metadata only.Banking stability, regulation, efficiencyFinancial Risk and Volatility ModelingGlobal Financial Regulation and CrisesAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 272 citations exist upstream.References1984Financial Intermediation and Delegated Monitoring1997Credit Cycles2008Market Liquidity and Funding Liquidity1982Moral Hazard in Teams2014On the network topology of variance decompositions: Measuring the connectedness of financial firms1997Financial Intermediation, Loanable Funds, and The Real Sector1992Insiders and Outsiders: The Choice between Informed and Arm's-Length Debt2000Financial ContagionCited by2018When do CDS spreads lead? Rating events, private entities, and firm-specific information flows2022Volatility impacts on the European banking sector: GFC and COVID-192023Climate change and financial systemic risk: Evidence from US banks and insurers2020Pipeline Risk in Leveraged Loan Syndication2021Global syndicated lending during the COVID-19 pandemic2021Does boardroom gender diversity decrease credit risk in the financial sector? Worldwide evidence2021Systemic risk measures and regulatory challenges2023The impact of climate change on banking systemic risk