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Reading the right signals and reading the signals right : IPE and the financial crisis of 2008

Katzenstein, Peter J.; Nelson, Stephen C. - In: Review of international political economy : RIPE 20 (2013) 5, pp. 1101-1131

Persistent link: https://www.econbiz.de/10010257059

The uncertainty of systemic risk

Ilin, Thomas; Varga, Liz - In: Risk management : a journal of risk, crisis and disaster 17 (2015) 4, pp. 240-275

Persistent link: https://www.econbiz.de/10011439474

Financial stability risks from housing market cycles

Thornley, Michael - In: Bulletin / Reserve Bank of New Zealand 79 (2016) 12, pp. 2-16

Persistent link: https://www.econbiz.de/10011506318

The quantification and aggregation of model risk : perspectives on potential approaches

Jacobs, Michael <Jr.> - In: International journal of financial engineering and risk … 2 (2015) 2, pp. 124-154

Persistent link: https://www.econbiz.de/10011527495

Bailout uncertainty in a microfounded general equilibrium model of the financial system

Cukierman, Alex; Izhakian, Yehuda - In: Journal of banking & finance 52 (2015), pp. 160-179

Persistent link: https://www.econbiz.de/10011377355

Measuring and allocating systemic risk

Brunnermeier, Markus Konrad; Cheridito, Patrick - In: Risks : open access journal 7 (2019) 2/46, pp. 1-19

In this paper, we develop a framework for measuring, allocating and managing systemic risk. SystRisk, our measure of … total systemic risk, captures the a priori cost to society for providing tail-risk insurance to the financial system. Our … allocation principle distributes the total systemic risk among individual institutions according to their size-shifted marginal …

Persistent link: https://www.econbiz.de/10012019234