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Tail risk and systemic risk of US and Eurozone financial institutions in the wake of the global financial crisis

Straetmans, Stefan; Chaudhry, Sajid M. - In: Journal of international money and finance 58 (2015), pp. 191-223

Persistent link: https://www.econbiz.de/10011478260

Capturing information contagion in a stress-testing framework

Anand, Kartik; Gauthier, Céline; Gai, Prasanna; … - 2016

We develop an operational model of information contagion and show how it may be integrated into a mainstream, top-down, stress-testing framework to quantify systemic risk. The key transmission mechanism is a two-way interaction between the beliefs of secondary market investors and the...

Persistent link: https://www.econbiz.de/10011520642

Has the financial system become safer after the crisis? : the changing nature of financial institution risk

Calluzzo, Paul; Dong, Gang Nathan - In: Journal of banking & finance 53 (2015), pp. 233-248

Persistent link: https://www.econbiz.de/10011377729

Key lessons for banking risk management following the financial crisis

Antoncic, Madelyn - In: Journal of risk management in financial institutions 7 (2014) 4, pp. 314-318

Persistent link: https://www.econbiz.de/10011346975

Nonparametric factor analytic risk measurement in common stocks in financial firms : evidence from Korean firms

Baek, Seungho; Cursio, Joseph D.; Cha, Seung Y. - In: Asia-Pacific journal of financial studies 44 (2015) 4, pp. 497-536

Persistent link: https://www.econbiz.de/10011470947

Corporate governance and the systemic risk of financial institutions

Iqbal, Jamshed; Strobl, Sascha; Vähämaa, Sami - In: Journal of economics & business 82 (2015), pp. 42-61

Persistent link: https://www.econbiz.de/10011476107

Filtering for risk assessment of interbank network

Simaan, Majeed; Gupta, Aparna; Kar, Koushik - In: European journal of operational research : EJOR 280 (2020) 1, pp. 279-294

Persistent link: https://www.econbiz.de/10012132392

Financial statements based bank risk aggregation

Li, Jianping; Wei, Lu; Lee, Cheng F.; Zhu, Xiaoqian; … - In: Review of quantitative finance and accounting 50 (2018) 3, pp. 673-694

Persistent link: https://www.econbiz.de/10011979270

Risk endogeneity at the lender/investor-of-last-resort

Caballero, Diego; Lucas, André; Schwaab, Bernd; Zhang, Xin - 2019

Persistent link: https://www.econbiz.de/10011981369

Banks' systemic risk in the Tunisian context : measures and determinants

Khiari, Wided; Nachnouchi, Jamila - In: Research in international business and finance 45 (2018), pp. 620-631

Persistent link: https://www.econbiz.de/10011983451

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