systemic risk lingered. Implications to bank regulatory policy and credit risk measurement are discussed …

measurement, and the institutions that contribute most to it. This paper provides an empirical examination of the systemic risk …

improvement in the systemic risk measurement. The results provide evidence in favour of risk measurement improvements by …

the public, long-term systemic risk among banks tends to increase. From the dynamic perspective, bank penalties represent … long-term. In this respect, bank penalties resemble still waters that run deep. In contrast, a settlement with regulatory …

better risk measurement by accounting for oil returns in the risk functions. The estimated spread between the standard CoVaR …

for authors to develop appropriate measurement techniques.Given the continuously changing nature of the financial system …, measurement tools have developed quickly to address diverse and progressively more complex aspects, thereby adding to the issue of … systemic risk approaches, from definition to a selection of measurement instruments.Valuable steps have been made towards …