too-big-to-fail entities in the making. The present regulatory and reform efforts may not remove the systemic risk from …

contribution to systemic risk over and above the effect of variables related to size, interconnectedness, substitutability, and … measures of the banks' contribution to systemic risk and find that the new measure proposed in this study, Net Shapley Value … the banks contributions to systemic risk whereas holdings of interest rate derivatives decrease it. Nevertheless, the …