Das, Sanjiv R.; Mitchener, Kris; Vossmeyer, Angela - 2018
U.S. banking crisis of the 20th century. Our systemic risk measure captures both the credit risk of an individual bank … commercial banking system (i.e., the network's topology) created more inherent fragility, but systemic risk was nevertheless … banking crisis that occurred between 1930-33 raised systemic risk per bank by 33% and increased the riskiness of the very …
