CoVaRTobias Adrian, Markus Konrad Brunnermeier2008-01-01preprintSSRN Electronic Journal129 citationsgreenNo readable copy stored yet — this record is metadata only.Banking stability, regulation, efficiencyGlobal Financial Crisis and PoliciesFinancial Risk and Volatility ModelingAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 129 citations exist upstream.References2008Market Liquidity and Funding Liquidity2004CAViaR2008Inefficient Credit Booms2005Measuring systemic risk: A risk management approach2001International Financial Contagion2004Cyclical implications of the Basel II capital standards2006Procyclicality in Basel II: Can we treat the disease without killing the patient?2009Presidential Address: Sophisticated Investors and Market EfficiencyCited by2016Economic policy uncertainty and risk spillovers in the Eurozone2009Assessing the Systemic Risk of a Heterogeneous Portfolio of Banks During the Recent Financial Crisis2010The impact of European bank mergers on bidder default risk2013Credit Risk Spillovers Among Financial Institutions Around the Global Credit Crisis: Firm-Level Evidence2014How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? A practical assessment2013Is bank default risk systematic?2013Bank systemic risk and macroeconomic shocks: Canadian and U.S. evidence2012Bilateral exposures and systemic solvency risk