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Measuring Systemic Risk
0 references·16 citing·57 second hopsampled
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  • 2016Is there a competition-stability trade-off in European banking?177 cited
  • 2012A simple indicator of systemic risk161 cited
  • 2014Spillover Effects among Financial Institutions: A State-Dependent Sensitivity Value-at-Risk Approach154 cited
  • 2015Banks' Risk Exposures146 cited
  • 2014Thoughts on Financial Accounting and the Banking Industry143 cited
  • 2016Dynamic Conditional Beta141 cited
  • 2014What factors drive systemic risk during international financial crises?128 cited
  • 2013Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights120 cited
  • 2011On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms118 cited
  • 2012Bank resilience to systemic shocks and the stability of banking systems: Small is beautiful115 cited
  • 2014Derivatives holdings and systemic risk in the U.S. banking sector112 cited
  • 2011Too-Systemic-To-Fail: What Option Markets Imply About Sector-Wide Government Guarantees109 cited
  • 2013Systemic risk and bank consolidation: International evidence107 cited
  • 2014Bank regulation, risk and return: Evidence from the credit and sovereign debt crises102 cited

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  • 2012A Macroeconomic Framework for Quantifying Systemic Risk96 cited
  • 2012Stress testing the resilience of financial networks95 cited