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17. Main Romanian Commercial Banks’ Systemic Risk during Financial Crisis: a CoVar Approach. (2014). Anghelache, Gabriela ; Oanea, Dumitru-Cristian.
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18. Systemic Risk and Bank Size. (2014). Varotto, Simone ; Zhao, Lei.
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19. A Survey of Systemic Risk Measures: Methodology and Application to the Japanese Market. (2014). Uchida, Yoshihiko ; Kikuchi, Kentaro ; Niwa, Fuminori ; Hattori, Akio .
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20. TENET: Tail-Event driven NETwork risk. (2014). Wang, Weining ; Härdle, Wolfgang ; Hardle, Wolfgang Karl ; Sirotko-Sibirskaya, Natalia.
    In: SFB 649 Discussion Papers.
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21. Enhancing prudential standards in financial regulations. (2014). Lang, William ; Jagtiani, Julapa ; Allen, Franklin ; Goldstein, Itay.
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22. Supervisory stress tests. (2014). Lehnert, Andreas ; Hirtle, Beverly.
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23. Falling short of expectations? Stress-testing the European banking system. (2014). Steffen, Sascha ; Acharya, Viral.
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24. Model risk of risk models. (2014). Danielsson, Jon ; Valenzuela, Marcela ; James, Kevin R. ; Zer, Ilknur.
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25. A unified approach to investigate pure and wake-up-call contagion: Evidence from the Eurozones first financial crisis. (2014). Ludwig, Alexander.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:48:y:2014:i:pa:p:125-146.

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26. How does deposit insurance affect bank risk? Evidence from the recent crisis. (2014). Demirguc-Kunt, Asli ; Anginer, Deniz ; Zhu, Min.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:48:y:2014:i:c:p:312-321.

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27. How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? A practical assessment. (2014). Mésonnier, Jean-Stéphane ; LAME, GILDAS ; Idier, Julien ; Mesonnier, Jean-Stephane.
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28. Measuring aggregate risk: Can we robustly identify asset-price boom–bust cycles?. (2014). Renne, Jean-Paul ; CLERC, Laurent ; Borgy, Vladimir.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:46:y:2014:i:c:p:132-150.

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29. Liquidity, leverage, and Lehman: A structural analysis of financial institutions in crisis. (2014). Chen, Ren-Raw ; Chidambaran, N. K. ; Imerman, Michael B. ; Sopranzetti, Ben J..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:45:y:2014:i:c:p:117-139.

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30. Collateral composition, diversification risk, and systemically important merchant banks. (2014). Derviz, Alexis.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:14:y:2014:i:c:p:23-34.

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31. Why do some insurers become systemically relevant?. (2014). Weiß, Gregor N. F., ; Muhlnickel, Janina .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:13:y:2014:i:c:p:95-117.

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32. Systemic risk in an interconnected banking system with endogenous asset markets. (2014). Krahnen, Jan ; Bluhm, Marcel.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:13:y:2014:i:c:p:75-94.

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33. Systemic risk and bank business models. (2014). van Oordt, Maarten ; Zhou, Chen.
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34. Bank Capital Adjustment Process and Aggregate Lending.. (2014). Lé, Mathias ; Duprey, Thibaut ; Le, M..
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35. Monitoring the European CDS Market through Networks: Implications for Contagion Risks.. (2014). Gabrieli, Silvia ; CLERC, Laurent ; El Omari, Y. ; Kern, S..
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36. The foundations of macroprudential regulation : a conceptual roadmap. (2013). Ize, Alain ; de la Torre, Augusto.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:6575.

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37. The recapitalization needs of European banks if a new financial crisis occurs. (2013). Dor, Eric.
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38. A Theoretical and Empirical Comparison of Systemic Risk Measures. (2013). Perignon, Christophe ; Hurlin, Christophe ; Benoit, Sylvain ; Colletaz, Gilbert.
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39. Risk-neutral systemic risk indicators. (2013). Malz, Allan M..
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40. Multivariate dependence of implied volatilities from equity options as measure of systemic risk. (2013). Jobst, Andreas.
    In: International Review of Financial Analysis.
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41. How useful is the marginal expected shortfall for the measurement of systemic exposure? A practical assessment. (2013). Mésonnier, Jean-Stéphane ; LAME, GILDAS ; Idier, Julien ; Mesonnier, Jean-Stephane.
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42. Testing for the Systemically Important Financial Institutions: a Conditional Approach. (2013). Tokpavi, Sessi.
    In: EconomiX Working Papers.
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43. Illiquidité, contagion et risque systémique. (2013). Le Fol, Gaelle ; Dudek, Jeremy.
    In: Economics Thesis from University Paris Dauphine.
    RePEc:dau:thesis:123456789/13236.

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44. The systemic risk of energy markets. (2013). Pierret, Diane.
    In: LIDAM Discussion Papers CORE.
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45. Bayesian inference for CoVaR. (2013). Petrella, Lea ; Bernardi, Mauro ; Gayraud, Ghislaine .
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46. Ranking Systemically Important Financial Institutions. (2012). Luciani, Matteo ; Dungey, Mardi ; Veredas, David.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20120115.

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47. Ranking systemically important financial institutions. (2012). Luciani, Matteo ; Dungey, Mardi ; Veredas, David.
    In: Working Papers.
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48. Ranking Systemically Important Financial Institutions. (2012). Luciani, Matteo ; Dungey, Mardi ; Veredas, David.
    In: CAMA Working Papers.
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49. Systemic risk, macroprudential policy frameworks, monitoring financial systems and the evolution of capital adequacy. (2012). Ellis, Luci ; BORIO, Claudio ; Moshirian, Fariborz ; Arnold, Bruce .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:12:p:3125-3132.

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50. Operationalising the selection and application of macroprudential instruments. (2012). Bank for International Settlements, .
    In: CGFS Papers.
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