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1. Risk and Financial Management Article Systemic Risk Indicators Based on Nonlinear PolyModel. (2019). Douady, Raphael ; Ye, Xingxing.
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2. Anticipating the Financial Crisis: Evidence from Insider Trading in Banks. (2016). Peydro, Jose-Luis ; Marin, Jose ; Akin, Ozlem.
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3. Systemic risk measures and macroprudential stress tests. An assessment over the 2014 EBA exercise. (2015). Torricelli, Costanza ; Pederzoli, Chiara.
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4. Has the financial system become safer after the crisis? The changing nature of financial institution risk. (2015). Calluzzo, Paul ; Dong, Gang Nathan.
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5. Calculating systemic risk capital: A factor model approach. (2015). Pasiouras, Fotios ; Avramidis, Panagiotis.
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6. A Macroeconomic Framework for Quantifying Systemic Risk. (2014). KRISHNAMURTHY, ARVIND ; He, Zhiguo.
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7. Financialization in Commodity Markets: Disentangling the Crisis from the Style Effect. (2013). Adams, Zeno ; Gluck, Thorsten.
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8. Systemic Risk Analysis of Turkish Financial Institutions with Systemic Expected Shortfall. (2013). Talasli, Irem.
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9. Capital and Contagion in Financial Networks. (2013). Infante, Luigi ; di Iasio, Giovanni ; battiston, stefano ; Pierobon, Federico.
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10. Identifying, ranking and tracking systemically important financial institutions (SIFIs), from a global, EU and Eurozone perspective. (2013). Masciantonio, Sergio.
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11. Too big to fail or Too non-traditional to fail?: The determinants of banks systemic importance. (2013). Zhou, Chen ; Moore, Kyle.
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12. Beyond Correlation: Measuring Interdependence Through Complementarities. (2013). Strulovici, Bruno ; Meyer, Margaret.
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13. The Taxation of Bilateral Trade with Endogenous Information. (2013). Morath, Florian ; Dang, Tri Vi .
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17. Good for one, bad for all: Determinants of individual versus systemic risk. (2013). López-Espinosa, Germán ; Anton, Miguel ; Valderrama, Laura ; Lopez-Espinosa, German ; Rubia, Antonio.
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18. 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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21. Fund Management and Systemic Risk - Lessons from the Global Financial Crisis. (2013). Bengtsson, E..
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24. Can Portfolio Diversification increase Systemic Risk? Evidence from the U.S and European Mutual Funds Market. (2012). Scandizzo, Pasquale ; Dicembrino, Claudio.
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25. Financial Risk Measurement for Financial Risk Management. (2012). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben.
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26. How to Calculate Systemic Risk Surcharges. (2012). Acharya, Viral V. ; Philippon, Thomas ; Richardson, Matthew ; Pedersen, Lasse H..
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39. This Time Is the Same: Using Bank Performance in 1998 to Explain Bank Performance during the Recent Financial Crisis. (2011). Stulz, René ; Fahlenbrach, Ruediger ; Prilmeier, Robert.
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47. Systemic risk in a network model of interbank markets with central bank activity. (2010). Poschmann, Jenny ; Georg, Co-Pierre.
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48. Caught between Scylla and Charybdis? Regulating bank leverage when there is rent seeking and risk shifting. (2010). Thakor, Anjan ; Mehran, Hamid ; Acharya, Viral.
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49. Caught between Scylla and Charybdis? Regulating bank leverage when there is rent seeking and risk shifting. (2010). Thakor, Anjan ; Mehran, Hamid ; Acharya, Viral.
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50. Attributing systemic risk to individual institutions. (2010). Tsatsaronis, Kostas ; Tarashev, Nikola ; BORIO, Claudio.
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