The intrafirm complexity of systemically important financial institutions by Lumsdaine, R, Rockmore, D, Foti, N, Leibon, G, Farmer, J

“…In November 2011, the Financial Stability Board, in collaboration with the International Monetary Fund, published a list of 29 “systemically important financial institutions” (SIFIs, now referred to as “globally systemically important banks” or G-SIBs), institutions whose failure, by virtue of “their size, complexity, and systemic interconnectedness”, could have dramatic negative consequences for the global financial system. …”

Too big to fail or systemically important financial institutions / by Harrison, Barnett E., Carter, Heathe

The analytical framework for identifying and benchmarking systemically important financial institutions in Europe by Renata Karkowska

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Proposals to improve the regulatory measures in relation to systemically important financial institutions by M. A. Zhurba

“…In article are presented the variants to rework the existing principles of systemically important financial institutions regulation in Russia and abroad.…”
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Volatility Spillover Effects in the Moroccan Interbank Sector before and during the COVID-19 Crisis by Mohamed Beraich, Salah Eddin El Main

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Predicting systemic risk in financial systems using Deep Graph Learning by Vicente Balmaseda, María Coronado, Gonzalo de Cadenas-Santiago

“…Having powerful tools to analyze and predict systemic risk in large financial networks is essential to ensure the stability of the financial system, avoiding the negative externalities derived from the failure of a systemically important financial institution. In this context, Machine Learning (ML) has proved to be a useful tool thanks to its ability to deal with complex relations. …”
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Determining Systemic Risk of Banks, Financial Services, and Insurance Firms of Pakistan by Shumaila Zeb, Abdul Rashid

“…We find that top most systemically important financial institutions of Pakistan are National Bank of Pakistan (NBP), Allied Bank Limited (ABL), and Habib Bank of Pakistan (HBP). …”
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Macroeconomics of Systemic Risk: Transmission Channels and Technical Integration by Mohamad Rizan, Muhammad Zulkifli Salim, Saparuddin Mukhtar, Kevin Daly

“…We propose a practical systemic risk assessment framework and samples of technical integration to capture the overall risk endogenously and externally expose the systemically important financial institutions.…”
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Improving systemic risk frameworks in South Korea by Lim, Jasper Seng Leong, Lim, Jerry Wen Xing, Taepan Kanjanaporn

“…In this paper, we show that the recently-developed measures: ∆CoVaR, MES, SRISK, and linear Granger-causality network can accurately detect systemic risk and identify systemically important financial institutions (SIFIs) in South Korea. …”
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Identifying influential financial stocks using simulation with a two-layer network by Shiqiang Lin, Hairui Zhang

“…Our findings show that stock liquidity and the concentration of funds’ holding on stocks play important roles in determining systemically important financial institutions. Our results also confirm the statements of “too-big-to-fail” and “too-interconnected-to-fail” of financial institutions in the Chinese market. …”
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The Impact of COVID-19 on Banking Sector Returns, Profitability, and Liquidity in South Africa by Faeezah Peerbhai, Damien Kunjal

“…Given that banks are regarded as systemically important financial institutions, this heightened uncertainty increased the possibility of a financial crisis because instabilities in the banking sector could have further detrimental effects on national and global economies. …”
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Regulation of the Financial System in the Republic of Congo by Franchel Mbon Issie

“…After the 2008 subprime crisis, financial institutions in the Congo (Brazzaville) underwent a series of significant adjustments and reforms in line with their regulatory traditions of systemically important financial institutions, the evolution of the regulatory system, and the country’s financial development needs. …”
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Comparison of Systemic Financial Risks in the US before and after the COVID-19 Outbreak—A Copula–GARCH with CES Approach by Ji Ma, Xiaoqing Li, Jianxu Liu, Jiande Cui, Mingzhi Zhang, Songsak Sriboonchitta

“…This paper aims to predict the systemic financial risk in the US before and during the COVID-19 pandemic by using copula–GJR–GARCH models with component expected shortfall (CES), and also identify systemically important financial institutions (SIFIs) for the two comparative periods. …”
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Identifying Systemically Important Companies by Using the Credit Network of an Entire Nation by Sebastian Poledna, Abraham Hinteregger, Stefan Thurner

“…The work demonstrates that the notions of systemically important financial institutions (SIFIs) can be directly extended to firms.…”
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Network-sensitive financial regulation by Enriques, L, Romano, A, Wetzer, T

“…<br><br> This Article shows that policies building upon insights from network theory (network-sensitive policies) can address systemic risk more effectively than traditional atomistic policies, also in areas where an atomistic approach would seem natural, such as the corporate governance of systemically important financial institutions. In particular, we consider four prescriptions for the governance of systemically important institutions (one on directors' liability, two on executive compensation and one on failing financial institutions' shareholders appraisal rights in mergers) and show how making them network-sensitive would both increase their effectiveness in taming systemic risk and better calibrate their impact on individual institutions.…”

Monetary Policy and Financial (In)Stability by Adam Koronowski

“…It is not surprising that it consists of cutting interest rates and bail-out of insolvent, systemically important financial institutions. Such policy, especially when run too long and changed too abruptly, not only creates moral hazards but it also sets the stage for another „search for yield” and build-up of another speculative bubble. …”
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Ripple-Spreading Network of China’s Systemic Financial Risk Contagion: New Evidence from the Regime-Switching Model by Beibei Zhang, Xuemei Xie, Xi Zhou

“…A better understanding of financial contagion and systemically important financial institutions (SIFIs) is essential for the prevention and control of systemic financial risk. …”
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Extended shareholder liability for systematically important financial institutions by Romano, A, Enriques, L, Macey, JR

“…Regulators generally have tried to address the problems posed by the excessive risk-taking of Systemically Important Financial Institutions (SIFIs) by placing restrictions on the activities in which SIFIs engage. …”