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2. Diversification and Systemic Risk of Networks Holding Common Assets. (2023). Liu, Taoxiong ; Huang, Yajing.
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3. Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature. (2023). Madies, Philippe ; Reaidy, Paul J ; Alaeddini, Morteza ; Dugdale, Julie.
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4. CoMap: Mapping Contagion in the Euro Area Banking Sector. (2021). Kok, Christoffer ; Gorpe, Mehmet ; Covi, Giovanni.
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5. A dynamic network model to measure exposure diversification in the Austrian interbank market. (2020). Rastelli, Riccardo ; Hledik, Juraj.
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6. Interconnectedness and systemic risk in the US CDS market. (2020). Kanno, Masayasu.
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7. What is the minimal systemic risk in financial exposure networks?. (2020). Thurner, Stefan ; Pichler, Anton ; Diem, Christian.
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8. Risk-dependent centrality in economic and financial networks. (2020). Grassi, Rosanna ; Bartesaghi, Paolo ; Benzi, Michele ; Clemente, Gian Paolo ; Estrada, Ernesto.
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9. Who puts our financial system at risk? A methodological approach to identify banks with potential significant negative effects on financial stability. (2019). Redak, Vanessa ; Eidenberger, Judith ; Ubl, Eva.
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10. The Founding of the Federal Reserve, the Great Depression and the Evolution of the U.S. Interbank Network. (2019). Wheelock, David ; Jaremski, Matthew.
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11. CoMap: Mapping Contagion in the Euro Area Banking Sector. (2019). Kok, Christoffer ; Gorpe, Mehmet ; Covi, Giovanni.
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12. The Founding of the Federal Reserve, the Great Depression and the Evolution of the U.S. Interbank Network. (2019). Wheelock, David ; Jaremski, Matthew.
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13. A multilevel analysis to systemic exposure: insights from local and system-wide information. (2019). Gnabo, Jean-Yves ; Gandica, Y'Erali .
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14. The dark side of stress tests: Negative effects of information disclosure. (2018). Goncharenko, Roman ; Pinto, Roberto ; Hledik, Juraj.
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15. A combined statistical framework for forecasting default rates of Greek Financial Institutions credit portfolios. (2018). Siakoulis, Vasilis ; Mylonas, Dionysios ; Klamargias, Aristotelis ; Petropoulos, Anastasios.
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16. Clearing algorithms and network centrality. (2017). Siebenbrunner, Christoph.
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17. Network Contagion and Interbank Amplification during the Great Depression. (2016). Richardson, Gary ; Mitchener, Kris James.
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18. Network Contagion and Interbank Amplification during the Great Depression. (2016). Richardson, Gary ; Mitchener, Kris James.
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19. Contagion in financial networks. (2016). Young, Peyton H ; Glasserman, Paul.
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20. The network structure and systemic risk in the global non-life insurance market. (2016). Kanno, Masayasu.
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21. Network Contagion and Interbank Amplification during the Great Depression. (2016). Richardson, Gary ; Mitchener, Kris James.
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22. Can banks default overnight? Modeling endogenous contagion on O/N interbank market. (2016). Arendarski, Piotr ; Gubiec, Tomasz ; Ochnicki, Piotr ; Smaga, Pawel ; Wili, Mateusz .
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23. Contagion in Financial Networks. (2015). Young, Peyton ; Glasserman, Paul.
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24. Contagion in Financial Networks. (2015). Young, Peyton H ; Glasserman, Paul.
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25. The network structure and systemic risk in the Japanese interbank market. (2015). Kanno, Masayasu.
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26. The multi-layer network nature of systemic risk and its implications for the costs of financial crises. (2015). van der Leij, Marco ; Thurner, Stefan ; Molina-Borboa, José Luis ; Martinez-Jaramillo, Serafin ; Poledna, Sebastian.
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27. Assessing systemic risk using interbank exposures in the global banking system. (2015). Kanno, Masayasu.
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28. Overlapping portfolios, contagion, and financial stability. (2015). Farmer, J. ; Foti, Nick ; Caccioli, Fabio ; Rockmore, Daniel.
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29. Systemic Liquidity Crisis with Dynamic Haircuts. (2014). SEVER, CAN.
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30. Static and Dynamic Networks in Interbank Markets. (2014). Zenou, Yves ; Patacchini, Eleonora ; Cohen-Cole, Ethan.
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31. Systemic Risk and Heterogeneous Leverage in Banking Network: Implications for Banking Regulation. (2014). SEVER, CAN ; Saltoğlu, Burak ; Kuzubas, Tolga ; saltoglu, burak .
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32. The structure and resilience of the European interbank market. (2013). Sánchez Serrano, Antonio ; Liedorp, Franka ; Langfield, Sam ; Franchini, Pietro ; Jurca, Pavol ; Heam, Jean-Cyprien ; Alves, Ivan ; Ferrari, Stijn.
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33. How interbank lending amplifies overlapping portfolio contagion: A case study of the Austrian banking network. (2013). Farmer, J. ; Foti, Nick ; Caccioli, Fabio ; Rockmore, Daniel.
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1. When margins call: liquidity preparedness of non-bank financial institutions. (2025). Cappiello, Lorenzo ; Macchiati, Valentina ; Ianiro, Annalaura ; Giuzio, Margherita ; Lillo, Fabrizio.
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2. Sensitivity of credit risk stress test results: Modelling issues with an application to Belgium. (2021). Van Roy, Patrick ; Ferrari, Stijn ; Vespro, Cristina.
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   RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301042.

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3. A Liquidity Risk Stress-Testing Framework with Basel Liquidity Standards. (2020). Rusnák, Marek ; Komarkova, Zlatuse ; Hejlova, Hana.
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4. “Too central to fail” systemic risk measure using PageRank algorithm. (2019). Yun, Tae-Sub ; Park, Sun Young ; Jeong, Deokjong.
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5. Macroprudential Stress Tests: A Reduced-Form Approach to Quantifying Systemic Risk Losses. (2018). Alla, Zineddine ; Espinoza, Raphael A ; Li, Qiaoluan H ; Segoviano, Miguel A.
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6. Macroprudential stress tests: a reduced-form approach to quantifying systemic risk losses. (2018). Alla, Zineddine ; Espinoza, Raphael ; Segoviano, Miguel ; Li, Helen.
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7. Macro stress testing and resilience assessment of Indian banking. (2018). Dua, Pami ; Kapur, Hema.
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8. Choosing Stress Scenarios for Systemic Risk Through Dimension Reduction. (2017). Pritsker, Matthew.
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9. Extreme risk modeling: An EVT–pair-copulas approach for financial stress tests. (2016). Koliai, Lyes .
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10. Calibrating limits for large interbank exposures from a system-wide perspective. (2016). Bátiz-Zuk, Enrique ; Martinez-Jaramillo, Serafin ; Solorzano-Margain, Juan Pablo ; Lopez-Gallo, Fabrizio ; Batiz-Zuk, Enrique.
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11. Capital requirements, liquidity and financial stability: The case of Brazil. (2016). Stancato, Sergio Rubens.
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12. Can banks default overnight? Modeling endogenous contagion on O/N interbank market. (2016). Arendarski, Piotr ; Gubiec, Tomasz ; Ochnicki, Piotr ; Smaga, Pawel ; Wili, Mateusz .
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13. Insolvency and contagion in the Brazilian interbank market. (2015). Tabak, Benjamin ; Silva, Thiago ; Guerra, Solange ; Souza, Sergio R. S., .
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14. Network analysis and calibration of the “leveraged network-based financial accelerator”. (2014). Russo, Alberto ; Riccetti, Luca ; Gallegati, Mauro ; Bargigli, Leonardo.
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15. Mapping the UK interbank system. (2014). Liu, Zijun ; Langfield, Sam ; Ota, Tomohiro.
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16. An empirical study of the Mexican banking system’s network and its implications for systemic risk. (2014). Martinez-Jaramillo, Serafin ; Solorzano-Margain, Juan Pablo ; Alexandrova-Kabadjova, Biliana ; Bravo-Benitez, Bernardo .
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17. A network model of financial system resilience. (2013). Willison, Matthew ; Kapadia, Sujit ; Anand, Kartik ; Brennan, Simon ; Gai, Prasanna.
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18. Stability of the World Trade Web over time – An extinction analysis. (2013). Pauls, Scott ; Foti, Nicholas J. ; Rockmore, Daniel N..
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19. Contagiousness and Vulnerability in the Austrian Interbank Market. (2012). Sigmund, Michael ; Seliger, Reinhardt ; Puhr, Claus.
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20. Systemic Risks in Global Banking: What Available Data can tell us and What More Data are Needed?. (2012). McGuire, Patrick ; Claessens, Stijn ; Cerutti, Eugenio.
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21. Liquidity Risk, Cash Flow Constraints, and Systemic Feedbacks. (2012). Kapadia, Sujit ; Drehmann, Matthias ; Elliott, John ; Sterne, Gabriel.
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22. RAMSI: a top-down stress-testing model developed at the Bank of England. (2012). Williams, Richard ; Burrows, Oliver ; McKeown, Jack ; Learmonth, David.
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23. Liquidity risk, cash-flow constraints and systemic feedbacks. (2012). Kapadia, Sujit ; Drehmann, Mathias ; Elliott, John ; Sterne, Gabriel.
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24. Next Generation Balance Sheet Stress Testing. (2011). Schmieder, Christian ; Hasan, Maher ; Puhr, Claus.
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25. A Network Model of Financial System Resilience. (2011). Willison, Matthew ; Kapadia, Sujit ; Anand, Kartik ; Brennan, Simon ; Gai, Prasanna.
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26. Random digraphs with given expected degree sequences: A model for economic networks. (2011). Gallegati, Mauro ; Bargigli, Leonardo.
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27. Simulation methods to assess the danger of contagion in interbank markets. (2011). Upper, Christian.
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28. Funding Liquidity Risk in a Quantitative Model of Systemic Stability. (2011). Mora, Nada ; Willison, Matthew ; Sterne, Gabriel ; Martin, Elizabeth ; Aikman, David ; Eklund, Bruno ; Kapadia, Sujit ; Gai, Prasanna ; Alessandri, Piergiorgio.
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29. Toward an Operational Framework for Financial Stability: “Fuzzy” Measurement and Its Consequences. (2011). Drehmann, Mathias ; Borio, Claudio.
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30. Systemic capital requirements. (2011). Willison, Matthew ; Webber, Lewis.
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31. Stability of the World Trade Web over Time - An Extinction Analysis. (2011). Pauls, S. ; Foti, N. ; Rockmore, Daniel N..
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32. An economic capital model integrating credit and interest rate risk in the banking book. (2010). Drehmann, Mathias ; Alessandri, Piergiorgio.
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33. An economic capital model integrating credit and interest rate risk in the banking book. (2010). Drehmann, Mathias ; Alessandri, Piergiorgio.
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34. A LIQUIDITY RISK STRESS-TESTING FRAMEWORK WITH BASEL LIQUIDITY STANDARDS. (). Komarkova, Zlatue ; Rusnak, Marek ; Hejlova, Hana.
    In: Prague Economic Papers.
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