Systemic risk measures and regulatory challengesSatish Sharma, Janusz Brzeszczyński2021-12-08articleJournal of Financial Stability79 citationsgreenNo 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 — 79 citations exist upstream.References1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*1983Bank Runs, Deposit Insurance, and Liquidity1999Coherent Measures of Risk1973Theory of Rational Option Pricing2008Market Liquidity and Funding Liquidity2000Financial Contagion1992Liquidation Values and Debt Capacity: A Market Equilibrium Approach2012Econometric measures of connectedness and systemic risk in the finance and insurance sectorsCited by2023FTX Collapse and systemic risk spillovers from FTX Token to major cryptocurrencies2024Fintech governance and performance: Implications for banking and financial stability