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1. Analyzing Risk Exposure Determinants in European Banking: A Regulatory Perspective. (2025). LEOGRANDE, ANGELO ; COSTANTIELLO, ALBERTO ; Arnone, Massimo.
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2. Analyzing Risk Exposure Determinants in European Banking: A Regulatory Perspective. (2025). LEOGRANDE, ANGELO ; COSTANTIELLO, ALBERTO ; Arnone, Massimo.
   In: OSF Preprints.
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3. Analyzing Risk Exposure Determinants in European Banking: A Regulatory Perspective. (2025). LEOGRANDE, ANGELO ; COSTANTIELLO, ALBERTO ; Arnone, Massimo.
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4. Where Do Banks End and NBFIs Begin?. (2024). Cetorelli, Nicola ; Tuckman, Bruce ; Acharya, Viral V.
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5. Shock amplification in an interconnected financial system of banks and investment funds. (2024). Del Vecchio, Leonardo ; Covi, Giovanni ; Gourdel, Regis ; Kaoudis, Georgios ; Fiedor, Pawel ; Fukker, Gabor ; Tente, Natalia ; Salakhova, Dilyara ; Kaijser, Michiel ; Hilberg, Bjorn ; Gehrend, Max ; Schilte, Aurore ; Montagna, Mattia ; Grassi, Alberto ; Sydow, Matthias ; Deipenbrock, Marija ; Mingarelli, Luca ; Piquard, Thibaut.
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6. Modelling fire sale contagion across banks and non-banks. (2024). Ferrara, Gerardo ; Caccioli, Fabio ; Ramadiah, Amanah.
   In: Journal of Financial Stability.
   RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000160.

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7. Temporal networks and financial contagion. (2024). Nocciola, Luca ; Franch, Fabio ; Vouldis, Angelos.
   In: Journal of Financial Stability.
   RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000093.

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8. Banks and non-banks stressed: liquidity shocks and the mitigating role of insurance companies. (2024). Miccio, Debora ; Gallet, Sbastien ; Schltter, Sebastian ; Kotronis, Stelios ; Sottocornola, Matteo ; Sydow, Matthias ; Dubiel-Teleszynski, Tomasz ; Fukker, Gbor ; Grndl, Helmut ; Franch, Fabio ; Pellegrino, Michela.
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9. Decomposing Large Banks’ Systemic Trading Losses. (2024). Raykov, Radoslav.
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10. Quantile connectedness and the determinants between FinTech and traditional financial institutions: Evidence from China. (2023). Wang, Gang-Jin ; Uddin, Gazi ; Zhu, You ; Chen, Yan ; Xie, Chi.
    In: Global Finance Journal.
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11. Non-banks contagion and the uneven mitigation of climate risk. (2023). Gourdel, Regis ; Sydow, Matthias.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002557.

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12. Interest Rate Sensitivity of Irish Bond Funds. (2023). Moloney, Kitty ; Metadjer, Naoise ; Gianstefani, Ilaria.
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13. Macroprudential stress‑test models: a survey. (2023). Covi, Giovanni ; Aikman, David ; Beale, Daniel ; Lepore, Caterina ; Huser, Annecaroline ; Brinley-Codd, Adam.
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14. Building an integrated surveillance framework for highly leveraged NBFIs – lessons from the HKMA. (2023). Liu, Zijun ; Pezzini, Silvia ; Yu, Liang ; Cheng, Kevin.
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15. Understanding the Systemic Implications of Climate Transition Risk: Applying a Framework Using Canadian Financial System Data. (2023). Witts, Aidan ; Ojea Ferreiro, Javier ; Bruneau, Gabriel ; Tremblay, Marie-Christine ; Plummer, Andrew.
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16. Meeting investor outflows in Czech bond and equity funds: horizontal or vertical?. (2022). Szabo, Milan.
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17. Zombification and Industry 4.0—Directional Financialisation against Doomed Industrial Revolution. (2022). Kovacs, Oliver.
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18. Bearish Vs Bullish risk network: A Eurozone financial system analysis. (2022). Wang, Gang-Jin ; Foglia, Matteo ; Angelini, Eliana ; Addi, Abdelhamid.
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19. The extreme risk connectedness of the new financial system: European evidence. (2022). Foglia, Matteo ; Pacelli, Vincenzo ; Miglietta, Federica.
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20. Backtesting macroprudential stress tests. (2022). Fricke, Daniel ; Caccioli, Fabio ; Ramadiah, Amanah.
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21. Non-banks contagion and the uneven mitigation of climate risk. (2022). Gourdel, Regis ; Sydow, Matthias.
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22. Temporal networks in the analysis of financial contagion. (2022). Nocciola, Luca ; Franch, Fabio ; Vouldis, Angelos.
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23. Rise of NBFIs and the Global Structural Change in the Transmission of Market Shocks. (2022). Shinozaki, Yuji ; Koide, Yoshiyasu ; Hogen, Yoshihiko.
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24. Stress testing market risk of German financial intermediaries. (2021). Kleemann, Michael ; Strobel, Lena ; Wilke, Hannes ; Falter, Alexander.
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25. Common asset holdings and systemic vulnerability across multiple types of financial institution. (2021). Mahmood, Tahir ; Barucca, Paolo ; Silvestri, Laura.
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26. Shock amplification in an interconnected financial system of banks and investment funds. (2021). Mingarelli, Luca ; Fukker, Gabor ; Del Vecchio, Leonardo ; Covi, Giovanni ; Gourdel, Regis ; Kaoudis, Georgios ; Fiedor, Pawe ; Salakhova, Dilyara ; Tente, Natalia ; Hilberg, Bjorn ; Kaijser, Michiel ; Schilte, Aurore ; Gehrend, Max ; Grassi, Alberto ; Montagna, Mattia ; Sydow, Matthias ; Deipenbrock, Marija ; Piquard, Thibaut.
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27. Modelling fire sale contagion across banks and non-banks. (2021). Ferrara, Gerardo ; Caccioli, Fabio ; Ramadiah, Amanah.
    In: Bank of England working papers.
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28. Regshock: Interactive Visual Analytics of Systemic Risk in Financial Networks. (2021). Niu, Zhibin ; Wu, Junqi ; Zhang, Jiawan ; Cheng, Dawei.
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29. The Physics of Financial Networks. (2021). Battiston, Stefano ; Barucca, Paolo ; Bardoscia, Marco ; Caldarelli, Guido ; Cimini, Giulio ; Saracco, Fabio ; Caccioli, Fabio ; Garlaschelli, Diego ; Squartini, Tiziano.
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30. Liquidity Stress Testing in Asset Management -- Part 1. Modeling the Liability Liquidity Risk. (2021). Roncalli, Thierry ; Regnault, Margaux ; Pan, Franccois ; Karray-Meziou, Fatma.
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31. Connected Funds. (2020). Wilke, Hannes ; Fricke, Daniel.
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32. Connected funds. (2020). Wilke, Hannes ; Fricke, Daniel.
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33. Backtesting macroprudential stress tests. (2020). Fricke, Daniel ; Caccioli, Fabio ; Ramadiah, Amanah.
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34. Making a Breach: The Incorporation of Agent-Based Models into the Bank of Englands Toolkit. (2020). Plassard, Romain.
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35. Do mutual fund flows affect the French corporate bond market?. (2020). Coudert, Virginie ; Salakhova, Dilyara.
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36. Foundations of system-wide financial stress testing with heterogeneous institutions. (2020). Farmer, J. ; Wetzer, Thom ; Nahai-Williamson, Paul ; Kleinnijenhuis, Alissa M.
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37. Macroprudential stress testing: A proposal for the Luxembourg investment fund sector. (2020). Lee, Kang-Soek.
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38. Foundations of system-wide financial stress testing with heterogeneous institutions. (2020). Farmer, J. ; Wetzer, Thom ; Nahai-Williamson, Paul ; Kleinnijenhuis, Alissa.
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39. Investor behaviour and reaching for yield: Evidence from the sterling corporate bond market. (2019). Czech, Robert ; Robertssklar, Matt.
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40. An Lonn Dubh: A Framework for Macroprudential Stress Testing of Investment Funds. (2019). Fiedor, Paweł ; Katsoulis, Petros.
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41. Resilience of trading networks: evidence from the sterling corporate bond market. (2019). Roberts-Sklar, Matt ; Silvestri, Laura ; Mallaburn, David.
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42. System-wide stress simulation. (2019). Aikman, David ; Georgiev, Yordan ; Chichkanov, Pavel ; Howat, James ; Douglas, Graeme ; King, Benjamin.
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43. Simulating stress in the UK corporate bond market: investor behaviour and asset fire-sales. (2019). Baranova, Yuliya ; Silvestri, Laura ; Douglas, Graeme.
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44. Bond Funds and Fixed-Income Market Liquidity: A Stress-Testing Approach. (2019). Ouellet Leblanc, Guillaume ; Arora, Rohan ; Shotlander, Ryan ; Bedard-Page, Guillaume.
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45. Brazil: Financial Sector Assessment Program-Technical Note on Stress Testing and Systemic Risk Analysis. (2018). International Monetary Fund, .
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46. Rethinking financial stability. (2018). Kapadia, Sujit ; Hinterschweiger, Marc ; HALDANE, ANDREW ; Aikman, David.
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47. Models of Financial Stability and Their Application in Stress Tests. (2018). Farmer, J. ; Wetzer, Thom ; Aymanns, Christopher ; Kleinnijenhuis, Alissa.
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