Dastkhan, Hossein; Gharneh, Naser Shams - In: International Journal of Financial Studies 4 (2016) 3, pp. 1-17
Systemic risk events constitute an important issue in current financial systems. A leading course of action used to mitigate such events is identification of systemically important agents in order to implement the prudential policies in a financial system. In this paper, a bi-level...