- Acharya, V.V. ; Philippon, T. ; Richardson, M. Measuring systemic risk for insurance companies. 2016 En : The Economics, Regulation, and Systemic Risk of Insurance Markets. Oxford University Press:
Paper not yet in RePEc: Add citation now
Aikman, D. ; Galesic, M. ; Gigerenzer, G. ; Kapadia, S. ; Katsikopoulos, K. ; Kothiyal, A. ; Murphy, E. ; Neumann, T. Taking uncertainty seriously: Simplicity versus complexity in financial regulation. 2021 Ind. Corp. Chang.. 30 317-345
- Alessi, L. ; Battiston, S. ; Kvedaras, V. Over with carbon? Investors’ reaction to the Paris agreement and the US withdrawal. 2023 J. Financ. Stab.. -
Paper not yet in RePEc: Add citation now
Andrieş, A.M. ; Ongena, S. ; Sprincean, N. ; Tunaru, R. Risk spillovers and interconnectedness between systemically important institutions. 2022 J. Financ. Stab.. 58 -
Arinaminpathy, N. ; Kapadia, S. ; May, R. Size and complexity in model financial systems. 2012 Proc. Natl. Acad. Sci.. 109 18338-18343
Barth, M. ; Landsman, W. How did financial reporting contribute to the financial crisis?. 2010 Eur. Account. Rev.. 19 399-423
- Battiston, S. ; Caldarelli, G. ; May, R.M. ; Roukny, T. ; Stiglitz, J.E. The price of complexity in financial networks. 2016 Proc. Natl. Acad. Sci.. 113 10031-10036
Paper not yet in RePEc: Add citation now
- Battiston, S. ; D’Errico, M. ; Gurciullo, S. DebtRank and the network of leverage. 2016 J. Priv. Equity. 20 58-71
Paper not yet in RePEc: Add citation now
- Battiston, S. ; Farmer, J.D. ; Flache, A. ; Garlaschelli, D. ; Haldane, A.G. ; Heesterbeek, H. ; Hommes, C. ; Jaeger, C. ; May, R. ; Scheffer, M. Complexity theory and financial regulation. 2016 Science. 351 818-819
Paper not yet in RePEc: Add citation now
- Battiston, S. ; Monasterolo, I. ; Riahi, K. ; van Ruijven, B.J. Accounting for finance is key for climate mitigation pathways. 2021 Science. 372 918-920
Paper not yet in RePEc: Add citation now
- Baudino, P. Stress Testing Banks During the COVID-19 Pandemic. 2020 Bank of International Settlements:
Paper not yet in RePEc: Add citation now
- BCBS, P. Evaluation of the Impact and Efficacy of the Basel III Reforms. 2022 Basel Committee on Banking Supervision and International Organization of Securities Commissions:
Paper not yet in RePEc: Add citation now
- BCBS, P. Principles of Operational Resilience. 2021 Basel Committee on Banking Supervision:
Paper not yet in RePEc: Add citation now
- Bernard, C. ; Cui, X. Impact of systemic risk regulation on optimal policies and asset prices. 2022 J. Bank. Financ.. -
Paper not yet in RePEc: Add citation now
- Bowman, M. The Innovation Imperative: Modernizing Traditional Banking. 2023 Board of Governors of the Federal Reserve System:
Paper not yet in RePEc: Add citation now
Brando, D. ; Kotidis, A. ; Kovner, A. ; Lee, M.J. ; Schreft, S.L. Implications of Cyber Risk for Financial Stability. 2022 Board of Governors of the Federal Reserve System: U.S.
Branzoli, N. ; Rainone, E. ; Supino, I. The role of banks’ technology adoption in credit markets during the pandemic. 2023 J. Financ. Stab.. -
- Breeden, S. Risks from Leverage: How Did a Small Corner of the Pensions Industry Threaten Financial Stability?. 2022 Bank of England:
Paper not yet in RePEc: Add citation now
Budnik, K. ; Caccia, A. ; Dimitrov, I. ; Groß, J. Using the ECB Macroprudential Stress Testing Framework for Policy Assessment – Lessons Learned from the COVID-19 Pandemic. 2022 European Central Bank:
- Buraschi, A. ; Tebaldi, C. Financial contagion in network economies and asset prices. 2023 Manage. Sci.. -
Paper not yet in RePEc: Add citation now
- Caccioli, F. ; Ferrara, G. ; Ramadiah, A. Modelling fire sale contagion across banks and non-banks. 2023 J. Financ. Stab.. -
Paper not yet in RePEc: Add citation now
- Calomiris, C. ; Jaremski, M. ; Wheelock, D. Interbank connections, contagion and bank distress in the great depression. 2022 J. Financ. Intermediation. 51 -
Paper not yet in RePEc: Add citation now
- Carmona, C.U. ; Martinez-Jaramillo, S. Learning of weighted multi-layer networks via dynamic social spaces, with application to financial interbank transactions. 2020 En : Complex Networks and their Applications VIII: Volume 2 Proceedings of the Eighth International Conference on Complex Networks and their Applications COMPLEX NETWORKS 2019 8. Springer:
Paper not yet in RePEc: Add citation now
- Carro, A. ; Stupariu, P. Uncertainty, non-linear contagion and the credit quality channel: An application to the Spanish interbank market. 2023 J. Financ. Stab.. -
Paper not yet in RePEc: Add citation now
- Celani, A. ; Cerchiello, P. ; Pagnottoni, P. The topological structure of panel variance decomposition networks. 2023 J. Financ. Stab.. -
Paper not yet in RePEc: Add citation now
- Cokayne, G. ; Gerba, E. ; Kuchler, A. ; Roulund, R. “Thank me later” why is (macro)prudence desirable?. 2023 J. Financ. Stab.. -
Paper not yet in RePEc: Add citation now
Colliard, J.-E. ; Georg, C.-P. Measuring regulatory complexity. 2020 :
Colon, C. ; Hallegatte, S. ; Rozenberg, J. Criticality analysis of a country’s transport network via an agent-based supply chain model. 2021 Nature Sustain.. 4 209-215
- Croxson, K. ; Frost, J. ; Gambacorta, L. ; Valletti, T. Platform-Based Business Models and Financial Inclusion. 2021 Bank for International Settlements:
Paper not yet in RePEc: Add citation now
- de la Concha, A. ; Martinez-Jaramillo, S. ; Carmona, C. Multiplex financial networks: Revealing the level of interconnectedness in the banking system. 2018 En : Cherifi, C. ; Cherifi, H. ; Karsai, M. ; Musolesi, M. Complex Networks & their Applications VI. Springer International Publishing: Cham
Paper not yet in RePEc: Add citation now
Doerr, S. ; Gambacorta, L. ; Leach, T. ; Legros, B. ; Whyte, D. Cyber Risk in Central Banking. 2022 Bank for International Settlements:
- Dramsch, J.S. Chapter one - 70 years of machine learning in geoscience in review. 2020 En : Moseley, B. ; Krischer, L. Machine Learning in Geosciences. Elsevier:
Paper not yet in RePEc: Add citation now
Duan, Y. ; El Ghoul, S. ; Guedhami, O. ; Li, H. ; Li, X. Bank systemic risk around COVID-19: A cross-country analysis. 2021 J. Bank. Financ.. 133 -
Eisenberg, L. ; Noe, T.H. Systemic risk in financial systems. 2001 Manage. Sci.. 47 236-249
Ellul, A. ; Jotikasthira, C. ; Kartasheva, A. ; Lundblad, C.T. ; Wagner, W. Insurers as asset managers and systemic risk. 2022 Rev. Financ. Stud.. 35 5483-5534
- En Li and, R.-h.S. ; Li, K. Measurement-device-independent quantum protocol for E-payment based on blockchain. 2023 Quantum Inf. Process.. 22 1-
Paper not yet in RePEc: Add citation now
Farmer, J.D. ; Goodhart, C.A.E. ; Kleinnijenhuis, A.M. Systemic Implications of the Bail-in Design. 2021 London School of Economics and Political Science, LSE Library:
Feinstein, Z. Obligations with physical delivery in a multi-layered financial network. 2019 SIAM J. Financial Math.. 10 877-906
Fell, J. ; de Vette, N. ; Gardó, S. ; Klaus, B. ; Wendelborn, J. Towards a framework for assessing systemic cyber risk. 2022 Financial Stab. Rev.. 2 -
Fiedor, P. ; Lapschies, S. ; Országhová, L. Networks of Counterparties in the Centrally Cleared EU-Wide Interest Rate Derivatives Market. 2017 Research Department, National Bank of Slovakia:
- Franch, F. ; Nocciola, L. ; Vouldis, A. Temporal networks and financial contagion. 2023 J. Financ. Stab.. -
Paper not yet in RePEc: Add citation now
Fry-McKibbin, R. ; Martin, V. ; Tang, C. Financial contagion and asset pricing. 2014 J. Bank. Financ.. 47 296-308
- Fukker, G. ; Kok, C. On the optimal control of interbank contagion in the euro area banking system. 2023 J. Financ. Stab.. -
Paper not yet in RePEc: Add citation now
Gai, P. ; Kemp, M. ; Sánchez Serrano, A. ; Schnabel, I. Regulatory Complexity and the Quest for Robust Regulation. 2019 European Systemic Risk Board:
Glasserman, P. ; Young, H.P. Contagion in financial networks. 2016 J. Econ. Lit.. 54 779-831
- Goldin, I. ; Kutarna, C. Risk and Complexity, vol. 54. 2017 International Monetary Fund:
Paper not yet in RePEc: Add citation now
Goldstein, I. ; Spatt, C.S. ; Ye, M. Big data in finance. 2021 Rev. Financ. Stud.. 34 3213-3225
- Gourdel, R. ; Monasterolo, I. ; Dunz, N. ; Mazzocchetti, A. ; Parisi, L. The double materiality of climate physical and transition risks in the euro area. 2023 J. Financ. Stab.. -
Paper not yet in RePEc: Add citation now
- Grassi, A. ; Kockerols, T. ; Lenoci, F. ; Pancaro, C. Euro Area Interest Rate Swaps Market and Risk-Sharing Across Sectors. 2022 European Central Bank:
Paper not yet in RePEc: Add citation now
- Hafner-Guth, M. ; Siebenbrunner, C. ; Spitzer, R. ; Trappl, S. Assessing the systemic risk impact of bank bail-ins. 2023 J. Financ. Stab.. -
Paper not yet in RePEc: Add citation now
- Hałaj, G. System-wide implications of funding risk. 2018 Physica A. 503 1151-1181
Paper not yet in RePEc: Add citation now
Hałaj, G. ; Kok, C. Modelling the emergence of the interbank networks. 2015 Quant. Finance. 15 653-671
Hałaj, G. ; Peltonen, T.A. ; Scheicher, M. How did the Greek credit event impact the credit default swap market?. 2018 J. Financ. Stab.. 35 136-158
- Hausmann, R. ; Hidalgo, C. . 2014 En : The Atlas of Economic Complexity: Mapping Paths to Prosperity. The MIT Press:
Paper not yet in RePEc: Add citation now
Hespeler, F. ; Loiacono, G. Monitoring systemic risk in the hedge fund sector. 2017 Quant. Finance. 17 1859-1883
- Hidalgo, C. Economic complexity theory and application. 2021 Nat. Rev. Phys.. 3 91-113
Paper not yet in RePEc: Add citation now
- International Monetary Fund, C. Global Financial Stability Report. 2023 International Monetary Fund, Washington DC:
Paper not yet in RePEc: Add citation now
Jackson, M.O. ; Pernoud, G. Systemic risk in financial networks: Survey. 2021 Annu. Rev. Econ.. 13 171-202
Jeanne, O. ; Korinek, A. Macroprudential regulation versus mopping up after the crash. 2020 Rev. Econom. Stud.. 87 1470-1497
Katsaliaki, K. ; Galetsi, P. ; Kumar, S. Supply chain disruptions and resilience: A major review and future research agenda. 2022 Ann. Oper. Res.. 319 965-1002
Kodres, L.E. ; Pritsker, M. A rational expectations model of financial contagion. 2002 J. Finance. 57 769-799
Landaberry, V. ; Caccioli, F. ; Rodriguez-Martinez, A. ; Baron, A. ; Martinez-Jaramillo, S. ; Lluberas, R. The contribution of the intra-firm exposures network to systemic risk. 2021 Lat. Am. J. Cent. Bank.. 2 -
Li, F. ; Kang, H. ; Xu, J. Financial stability and network complexity: A random matrix approach. 2022 Int. Rev. Econ. Finance. 80 177-185
- Linda Fache Rousová, S.K. ; Salakhova, D. Interconnectedness of Derivatives Markets and Money Market Funds Through Insurance Corporations and Pension Funds. 2020 European Central Bank:
Paper not yet in RePEc: Add citation now
Lux, T. A model of the topology of the bank–firm credit network and its role as channel of contagion. 2016 J. Econom. Dynam. Control. 66 36-53
Martinez-Jaramillo, S. ; Carmona, C.U. ; Kenett, D.Y. Interconnectedness and financial stability. 2019 J. Risk Manag. Financial Inst.. 12 168-183
Mishkin, F.S. Over the cliff: From the subprime to the global financial crisis. 2011 J. Econ. Perspect.. 25 49-70
Monasterolo, I. ; Raberto, M. The EIRIN flow-of-funds behavioural model of Green fiscal policies and Green sovereign bonds. 2018 Ecol. Econom.. 144 228-243
- Mowbray, M. ; Vallerio, M. ; Perez-Galvan, C. ; Zhang, D. ; Del Rio Chanona, A. ; Navarro-Brull, F.J. Industrial data science — A review of machine learning applications for chemical and process industries. 2022 React. Chem. Eng.. 7 1471-1509
Paper not yet in RePEc: Add citation now
- NGFS-INSPIRE, M. Central Banking and Supervision in the Biosphere: An Agenda for Action on Biodiversity Loss, Financial Risk and System Stability. 2022 NGFS:
Paper not yet in RePEc: Add citation now
- NGFS, M. Macroeconomic and Financial Stability Implications of Climate Change. 2019 NGFS:
Paper not yet in RePEc: Add citation now
- Poledna, S. ; Hinteregger, A. ; Thurner, S. Identifying systemically important companies by using the credit network of an entire nation. 2018 Entropy. 20 792-
Paper not yet in RePEc: Add citation now
- Roncoroni, A. ; Battiston, S. ; Escobar-Farfán, L.O. ; Martinez-Jaramillo, S. Climate risk and financial stability in the network of banks and investment funds. 2021 J. Financ. Stab.. 54 -
Paper not yet in RePEc: Add citation now
Rosati, S. ; Vacirca, F. Interdependencies in the Euro Area Derivatives Clearing Network: A Multi-Layer Network Approach. 2019 European Central Bank:
- Schuldenzucker, S. ; Seuken, S. ; Battiston, S. Default ambiguity: Credit default swaps create new systemic risks in financial networks. 2019 Manage. Sci.. -
Paper not yet in RePEc: Add citation now
Scrieciu, S.S. ; Zimmermann, N. ; Chalabi, Z. ; Davies, M. Linking complexity economics and systems thinking, with illustrative discussions of urban sustainability. 2021 Camb. J. Econ.. 45 695-722
- Sigmund, M. ; Siebenbrunner, C. Do interbank markets price systemic risk?. 2023 J. Financ. Stab.. -
Paper not yet in RePEc: Add citation now
Téllez-León, I.-E. ; Martínez-Jaramillo, S. ; O. L. Escobar-Farfán, L. ; Hochreiter, R. How are network centrality metrics related to interest rates in the Mexican secured and unsecured interbank markets?. 2021 J. Financ. Stab.. 55 -
- Ullersma, C. ; van Lelyveld, I. Granular data offer new opportunities for stress testing. 2022 En : Farmer, D. ; Schuermann, T. ; Kleinnijenhuis, A. ; Wetzer, T. Handbook of Financial Stress Testing. :
Paper not yet in RePEc: Add citation now
- Veraart, L.A.M. When does portfolio compression reduce systemic risk?. 2022 Math. Finance. 32 727-778
Paper not yet in RePEc: Add citation now
- Welburn, J.W. ; Strong, A.M. Systemic cyber risk and aggregate impacts. 2022 Risk Anal.. 42 1606-1622
Paper not yet in RePEc: Add citation now
- Wolf, Y. ; Katsnelson, M. ; Koonin, E. Physical foundation of biological complexity. 2018 Proc. Natl. Acad. Sci.. 115 E8678-E8687
Paper not yet in RePEc: Add citation now
- Xu, L. ; Patterson, D. ; Levin, S.A. ; Wang, J. Non-equilibrium early-warning signals for critical transitions in ecological systems. 2023 Proc. Natl. Acad. Sci.. 120 -
Paper not yet in RePEc: Add citation now
Yang, J. ; Desgagnés, H. ; Hałaj, G. ; Terajima, Y. COVID and financial stability: Practice ahead of theory. 2022 Bank of Canada: