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Measuring Systemic Risk
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Measuring Systemic Risk (2010)Measuring Systemic RiskMACHINE LEARNING METHODS FOR SYSTEMIC RISK ANALYSIS IN FINANCIAL SECTORS (2019)MACHINE LEARNING METHODS FOR …Financialization in commodity markets: A passing trend or the new normal? (2015)Financialization in commodity…Delayed Expected Loss Recognition and the Risk Profile of Banks (2015)Delayed Expected Loss Recogni…Testing macroprudential stress tests: The risk of regulatory risk weights (2014)Testing macroprudential stres…Systemic Risk in Europe (2014)Systemic Risk in EuropeSystemic Risk and The U.S. Insurance Sector (2014)Systemic Risk and The U.S. In…Bubbles, Financial Crises, and Systemic Risk (2013)Bubbles, Financial Crises, an…Aggregate Risk and the Choice between Cash and Lines of Credit (2013)Aggregate Risk and the Choice…The Dynamics of Spillover Effects during the European Sovereign Debt Turmoil (2012)The Dynamics of Spillover Eff…Systemic risk measures: The simpler the better? 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  • 2012Does Systemic Risk in the Financial Sector Predict Future Economic Downturns?439 cited
  • 2013Bubbles, Financial Crises, and Systemic Risk378 cited
  • 2012The Dynamics of Spillover Effects during the European Sovereign Debt Turmoil378 cited
  • 2013Aggregate Risk and the Choice between Cash and Lines of Credit373 cited
  • 2015Financialization in commodity markets: A passing trend or the new normal?373 cited
  • 2011Systemic Risk Contributions343 cited
  • 2012A Survey of Systemic Risk Analytics331 cited
  • 2019MACHINE LEARNING METHODS FOR SYSTEMIC RISK ANALYSIS IN FINANCIAL SECTORS321 cited
  • 2015Delayed Expected Loss Recognition and the Risk Profile of Banks312 cited
  • 2014Systemic Risk in Europe261 cited
  • 2014Testing macroprudential stress tests: The risk of regulatory risk weights255 cited
  • 2012Macroprudential capital requirements and systemic risk255 cited
  • 2012Short-term wholesale funding and systemic risk: A global CoVaR approach250 cited
  • 2012Systemic risk measures: The simpler the better?220 cited
  • 2010Attributing Systemic Risk to Individual Institutions

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217 cited
  • 2014Systemic Risk and The U.S. Insurance Sector213 cited