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Keyword

systemic risk

Description: The risk that disruption within a financial system will spread and cause serious harm to the system or the wider economy.
Wikidata ID: wiki/Q1369234
OpenAlex ID: keywords/systemic-risk
Econometric measures of connectedness and systemic risk in the finance and insurance sectors
2012 · Monica Billio, Mila Getmansky, et al. · Journal of Financial Economics · 2,525
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CoVaR
2016 · Tobias Adrian, Markus K. Brunnermeier · American Economic Review · 2,394
Financial markets under the global pandemic of COVID-19
2020 · Dayong Zhang, Min Hu, et al. · Finance research letters · 2,346
Systemic Risk and Stability in Financial Networks
2015 · Daron Acemoglu, Asuman Ozdaglar, et al. · American Economic Review · 1,954
Measuring Systemic Risk
2016 · Viral V. Acharya, Lasse H. Pedersen, et al. · Review of Financial Studies · 1,844
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Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk*
2018 · Jozef Baruník, Tomáš Křehlík · Journal of Financial Econometrics · 1,787
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The consolidation of the financial services industry: Causes, consequences, and implications for the future
1999 · Allen N Berger, Rebecca S Demsetz, et al. · Journal of Banking & Finance · 1,480
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Systemic risk in banking ecosystems
2011 · Andrew G. Haldane, Robert M. May · Nature · 1,476
Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank
2000 · Xavier Freixas, Bruno M. Parigi, et al. · Journal of money credit and banking · 1,380
Systemic Risk in Financial Systems
2001 · Larry Eisenberg, Thomas H. Noe · Management Science · 1,361
SRISK: A conditional capital shortfall measure of systemic risk
2017 · Brownlees C., Engle R. F. · IRIS - Institutional Research Information System (Libera Università Internazionale degli Studi Sociali Guido Carli) · 1,319
A Climate Stress-Test of the Financial System
2016 · Stefano Battiston, Antoine Mandel, et al. · Nature Climate Change · 1,183
Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks
2012 · Viral Acharya, Robert Engle, et al. · American Economic Review · 1,158
Contagion in financial networks
2010 · Prasanna Gai, Sujit Kapadia · Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences · 1,141
Economic Networks: The New Challenges
2009 · Frank Schweitzer, Giorgio Fagiolo, et al. · Science · 932
Has Finance Made the World Riskier?
2006 · Raghuram G. Rajan · European Financial Management · 919
DebtRank: Too Central to Fail? Financial Networks, the FED and Systemic Risk
2012 · Stefano Battiston, Michelangelo Puliga, et al. · Scientific Reports · 918
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Liquidity Risk and Contagion
2005 · Rodrigo Cifuentes, Gianluigi Ferrucci, et al. · Journal of the European Economic Association · 879
Consumer credit-risk models via machine-learning algorithms
2010 · Amir E. Khandani, Adlar J. Kim, et al. · Journal of Banking & Finance · 859
Network models and financial stability
2007 · Erlend Nier, Jing Yang, et al. · Journal of Economic Dynamics and Control · 851
A theory of systemic risk and design of prudential bank regulation
2009 · Viral V. Acharya · Journal of Financial Stability · 832
Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk
2012 · Stefano Battiston, Domenico Delli Gatti, et al. · Journal of Economic Dynamics and Control · 734
A Survey of Systemic Risk Analytics
2012 · Dimitrios Bisias, Mark Flood, et al. · Annual Review of Financial Economics · 715
Financial Stability Report 2013
2013 · Øystein Olsen · 51 · 709
Where the Risks Lie: A Survey on Systemic Risk
2015 · Sylvain Benoit, Jean-Edouard Colliard, et al. · European Finance Review · 689
Works count: 29,440
Citation count: 257,400
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