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Systemic risk prediction using machine learning: Does network connectedness help prediction?. (2024). Wang, Gang-Jin ; Zhu, You ; Chen, Yan ; Xie, Chi.
In: International Review of Financial Analysis.
RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000796.

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  24. Systemic Risk and Bank Size. (2014). Zhao, Lei ; Varotto, Simone.
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2014-17.

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  25. A Survey of Systemic Risk Measures: Methodology and Application to the Japanese Market. (2014). Hattori, Akio ; Uchida, Yoshihiko ; Kikuchi, Kentaro ; Niwa, Fuminori .
    In: IMES Discussion Paper Series.
    RePEc:ime:imedps:14-e-03.

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  26. TENET: Tail-Event driven NETwork risk. (2014). Härdle, Wolfgang ; Sirotko-Sibirskaya, Natalia ; Hardle, Wolfgang Karl ; Wang, Weining.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2014-066.

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  27. Enhancing prudential standards in financial regulations. (2014). Jagtiani, Julapa ; Allen, Franklin ; Lang, William W. ; Goldstein, Itay.
    In: Working Papers.
    RePEc:fip:fedpwp:14-36.

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  28. Supervisory stress tests. (2014). Lehnert, Andreas ; Hirtle, Beverly.
    In: Staff Reports.
    RePEc:fip:fednsr:696.

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  29. Falling short of expectations? Stress-testing the European banking system. (2014). Steffen, Sascha ; Acharya, Viral V..
    In: CEPS Papers.
    RePEc:eps:cepswp:8803.

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  30. Model risk of risk models. (2014). Danielsson, Jon ; Zer, Ilknur ; Valenzuela, Marcela ; James, Kevin R..
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:59296.

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  31. A unified approach to investigate pure and wake-up-call contagion: Evidence from the Eurozones first financial crisis. (2014). Ludwig, Alexander.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:48:y:2014:i:pa:p:125-146.

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  32. How does deposit insurance affect bank risk? Evidence from the recent crisis. (2014). Demirguc-Kunt, Asli ; Anginer, Deniz ; Zhu, Min.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:48:y:2014:i:c:p:312-321.

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  33. How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? A practical assessment. (2014). Mésonnier, Jean-Stéphane ; LAME, GILDAS ; Idier, Julien ; Mesonnier, Jean-Stephane.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:47:y:2014:i:c:p:134-146.

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  34. Measuring aggregate risk: Can we robustly identify asset-price boom–bust cycles?. (2014). Renne, Jean-Paul ; CLERC, Laurent ; Borgy, Vladimir.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:46:y:2014:i:c:p:132-150.

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  35. Liquidity, leverage, and Lehman: A structural analysis of financial institutions in crisis. (2014). Sopranzetti, Ben J. ; Chen, Ren-Raw ; Chidambaran, N. K. ; Imerman, Michael B..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:45:y:2014:i:c:p:117-139.

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  36. Collateral composition, diversification risk, and systemically important merchant banks. (2014). Derviz, Alexis.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:14:y:2014:i:c:p:23-34.

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  37. Why do some insurers become systemically relevant?. (2014). Muhlnickel, Janina ; Weiß, Gregor N. F., .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:13:y:2014:i:c:p:95-117.

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  38. Systemic risk in an interconnected banking system with endogenous asset markets. (2014). Krahnen, Jan ; Bluhm, Marcel .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:13:y:2014:i:c:p:75-94.

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  39. Systemic risk and bank business models. (2014). Zhou, Chen ; van Oordt, Maarten.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:442.

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  40. Bank Capital Adjustment Process and Aggregate Lending.. (2014). Lé, Mathias ; Duprey, Thibaut ; Le, M..
    In: Working papers.
    RePEc:bfr:banfra:499.

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  41. Monitoring the European CDS Market through Networks: Implications for Contagion Risks.. (2014). Gabrieli, Silvia ; CLERC, Laurent ; El Omari, Y. ; Kern, S..
    In: Working papers.
    RePEc:bfr:banfra:477.

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  42. The foundations of macroprudential regulation : a conceptual roadmap. (2013). Ize, Alain ; de la Torre, Augusto.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:6575.

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  43. The recapitalization needs of European banks if a new financial crisis occurs. (2013). Dor, Eric.
    In: Working Papers.
    RePEc:ies:wpaper:e201319.

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  44. A Theoretical and Empirical Comparison of Systemic Risk Measures. (2013). Hurlin, Christophe ; Perignon, Christophe ; Benoit, Sylvain ; Colletaz, Gilbert.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00746272.

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  45. Risk-neutral systemic risk indicators. (2013). Malz, Allan M..
    In: Staff Reports.
    RePEc:fip:fednsr:607.

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  46. Multivariate dependence of implied volatilities from equity options as measure of systemic risk. (2013). Jobst, Andreas.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:28:y:2013:i:c:p:112-129.

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  47. How useful is the marginal expected shortfall for the measurement of systemic exposure? A practical assessment. (2013). Mésonnier, Jean-Stéphane ; LAME, GILDAS ; Idier, Julien ; Mesonnier, Jean-Stephane.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20131546.

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  48. Testing for the Systemically Important Financial Institutions: a Conditional Approach. (2013). Tokpavi, Sessi.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2013-27.

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  49. Illiquidité, contagion et risque systémique. (2013). Le Fol, Gaelle ; Dudek, Jeremy.
    In: Economics Thesis from University Paris Dauphine.
    RePEc:dau:thesis:123456789/13236.

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  50. The systemic risk of energy markets. (2013). Pierret, Diane.
    In: CORE Discussion Papers.
    RePEc:cor:louvco:2013018.

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  51. Bayesian inference for CoVaR. (2013). Bernardi, Mauro ; Gayraud, Ghislaine ; Petrella, Lea.
    In: Papers.
    RePEc:arx:papers:1306.2834.

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  52. Ranking Systemically Important Financial Institutions. (2012). Luciani, Matteo ; Dungey, Mardi ; Veredas, David.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20120115.

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  53. Ranking systemically important financial institutions. (2012). Luciani, Matteo ; Dungey, Mardi ; Veredas, David.
    In: Working Papers.
    RePEc:tas:wpaper:15473.

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  54. Ranking Systemically Important Financial Institutions. (2012). Luciani, Matteo ; Dungey, Mardi ; Veredas, David.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2012-47.

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  55. Systemic risk, macroprudential policy frameworks, monitoring financial systems and the evolution of capital adequacy. (2012). Ellis, Luci ; BORIO, Claudio ; Arnold, Bruce ; Moshirian, Fariborz .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:12:p:3125-3132.

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  56. Operationalising the selection and application of macroprudential instruments. (2012). Bank for International Settlements, .
    In: CGFS Papers.
    RePEc:bis:biscgf:48.

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