prone to a banking crisis? Using model simulations and econometric estimates based on a world-wide dataset, we find an M …

:(i) the design of financial regulation; (ii) a better way of assessing systemic risk; and (iii) mechanisms for more effective …

The G-20 Data Gaps Initiative has called for the IMF to develop standard measures of tail risk, which we identify in … this paper with systemic risk. To understand the conditions under which tail risk is present, it is first necessary to … performance of eleven near-term systemic risk indicators as ‘early’ warning of distress among top financial institutions in the …

, it shows that the Lehman Brothers failure was a watershed event in the crisis, although signs of heightened systemic risk …

This paper assesses how various types of financial risk such as credit risk, market risk, and liquidity risk affect … examines how the quality of supervisory standards may have mitigated the vulnerabilities arising from these risk factors. Using … supervisory standards on banks' risk profile across different country clusters. Credit quality is of general concern especially in …