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Financial companies' failures : early warning information from systematic and systemic risk measures
Cipollini, Fabrizio; Giannozzi, Alessandro; Menchetti, … - In: The quarterly journal of finance 8 (2018) 4, pp. 1-20
Persistent link: https://www.econbiz.de/10011922064
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Systemic risk in financial risk regulation
Cipra, Tomáš; Hendrych, Radek - In: Finance a úvěr 67 (2017) 1, pp. 15-38
Persistent link: https://www.econbiz.de/10011720685
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The validation of different systemic risk measurement models
Wang, Hu; Jiang, Shuyang - In: The journal of risk model validation 17 (2023) 2, pp. 83-97
Persistent link: https://www.econbiz.de/10014485771
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A review of individual and systemic risk measures in terms of applicability for banking regulations
Sum, Katarzyna - In: Contemporary economics 10 (2016) 1, pp. 71-82
The latest financial crisis has exposed substantial weaknesses in the bank risk models used by national regulators as well as the Basel Accords. The study is aimed at presenting the evolution and critique of risk measures and risk models in banking, with a special focus on the dynamically...
Persistent link: https://www.econbiz.de/10011452984
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Systemic risk analysis of Turkish financial institutions with systemic expected shortfall
Talaslı, İrem - In: Central Bank review / The Central Bank of the Republic … 13 (2013), pp. 25-40
Persistent link: https://www.econbiz.de/10010340980
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Macroprudential policy to manage systemic risk deriving from financial institutions in Mongolia
Natsagdorj, Narantuya - In: Challenges in Fiscal and Monetary Policies in Mongolia, (pp. 147-180). 2023
Persistent link: https://www.econbiz.de/10014228190
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Measuring systemic risk in the Colombian financial system : a systemic contingent claims approach
Capera Romero, Laura (contributor);  … - In: Journal of risk management in financial institutions 6 (2012/13) 3, pp. 253-279
Persistent link: https://www.econbiz.de/10010197075
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Systemic risk contribution of individual banks
Akkoyun, Hüseyin Çaǧri; Karaşahin, Ramazan; Keleş, … - In: Central Bank review / The Central Bank of the Republic … 13 (2013), pp. 1-23
Persistent link: https://www.econbiz.de/10010340982
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Systemic risk contributions : a credit portfolio approach
Puzanova, Natalia; Düllmann, Klaus - In: Journal of banking & finance 37 (2013) 4, pp. 1243-1257
Persistent link: https://www.econbiz.de/10009719795
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Measuring systemic risk-adjusted liquidity (SRL) : a model approach
Jobst, Andreas A. - In: Journal of banking & finance 45 (2014), pp. 270-287
Persistent link: https://www.econbiz.de/10010467904