Network-sensitive financial regulation by Enriques, L, Romano, A, Wetzer, T

“…As the financial crisis of 2007-2009 has shown, the consequences for the entire economy of such systemic risk materializing can be catastrophic. Following the crisis, economists and policymakers have become increasingly aware that the structure of the financial system is a key determinant of systemic risk. …”

Identification of systemically important banks in China based on Merton-Shapley model and a comparison between different indicators by Hong Fan, Yating Zhao

“…Accurately measuring systemic risk in the banking industry and identifying systemically important banks are significant parts of macro-prudential supervision. …”
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Network clearing algorithms and statistical methods for risk assessment by Siebenbrunner, C

“…An application to systemic risk assessment for bail-in decisions using real-world data is presented, showing that bail-ins have the potential to reduce systemic risk in some crisis situations. …”

Governance of non-bank systematically important financial institutions by Morbee, K

“…<p>This thesis identifies the circumstances under which corporate governance regulation can help gain traction to minimise systemic risk. Systemic risk is the risk that local losses spread through the financial system and badly affect the financial system and the real economy. …”

Persistence of Bank Credit Default Swap Spreads by Xin Huang

“…Second, in controlling systemic risk, policy measures that reduce the long-run risks of individual banks, such as stress testing and capital buffers, are helpful in mitigating overall systemic risk.…”
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Regulation of the Financial System in the Republic of Congo by Franchel Mbon Issie

“…The results show that banks’ systemic risk is not limited to the systemic risk of individual banks. …”
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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

“…The results show that risk ripples spread much faster in high than in low systemic risk regimes. However, systemic shocks can also trigger large-scale risk contagion in the financial system even in a low systemic risk regime as the risk ripple continues. …”
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Toward a framework for systemic multi-hazard and multi-risk assessment and management by Stefan Hochrainer-Stigler, Robert Trogrlić Šakić, Karina Reiter, Philip J. Ward, Marleen C. de Ruiter, Melanie J. Duncan, Silvia Torresan, Roxana Ciurean, Jaroslav Mysiak, Dana Stuparu, Stefania Gottardo

“…In this article, we propose a six-step framework for analyzing and managing risk across a spectrum ranging from single-to multi- and systemic risk.…”
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Systemic stress test model for shared portfolio networks by Irena Vodenska, Nima Dehmamy, Alexander P. Becker, Sergey V. Buldyrev, Shlomo Havlin

“…Abstract We propose a dynamic model for systemic risk using a bipartite network of banks and assets in which the weight of links and node attributes vary over time. …”
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Modifying (M)CoVaR and constructing tail risk networks through analytic higher-order moments: Evidence from the global forex markets by Arief Hakim, A. N. M. Salman, Yeva Ashari, Khreshna Syuhada

“…In a financial system, entities (e.g., companies or markets) face systemic risk that could lead to financial instability. …”
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Modifying (M)CoVaR and constructing tail risk networks through analytic higher-order moments: Evidence from the global forex markets. by Arief Hakim, A N M Salman, Yeva Ashari, Khreshna Syuhada

“…In a financial system, entities (e.g., companies or markets) face systemic risk that could lead to financial instability. …”
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Essays on forecast evaluation and financial econometrics by Lund-Jensen, K

“…</p> <p>In Chapter 2, “Monitoring Systemic Risk”, we define systemic risk as the conditional probability of a systemic banking crisis. …”

Comment on “Systemic sovereign credit risk: Lessons from the U.S. and Europe” by Ang and Longstaff by Chen, Hui

“…However, as Hansen (2013) points out, while we have a long list of empirical measures of systemic risk (for example, see the survey of Bisias et al., 2012), we still face significant challenges in identifying, measuring, and even defining systemic risk, which present a major hurdle for testing alternative theories of systemic risk.…”
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Interbank Lending Decisions in An Economic Downturn: An Agent-Based Approach by Deddy P. Koesrindartoto, Erdi Novanto

“…There are several researchers that focused their research on analyzing the effect of interbank lending to systemic risk. However, there is a few research that analyzed the effect of banks’ decision maker’s behavior, especially on the bank interbank lending to the systemic risk. …”
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Anticipating the Unforeseen and Expecting the Unexpected: Effectiveness of Macro-Prudential Policies in Curbing the Impact of Stranded Assets in the Banking Sector by Chekani Nkwaira, Huibrecht Margaretha Van der Poll

“…This risk can be substantial in the banking sector, as it can spawn systemic risk. After the Great Recession, macro-prudential instruments effectively addressed systemic risk. …”
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CONVERGENCE AND MAINTENANCE OF THE MACROECONOMIC MODEL EFFICIENCY FOR MONETARY POLICY* by Natalia STEFIRTA

“…Crisis has shown that the targeted inflation and micro-prudential banking sector can be poorly effective in countering risky and systemic risk implementations. The risk of systemic risk is determined by macro-prudential norms, which regulate the system's risk in dynamics (contingency norms), and that the probability of the risky problem of the institutional problem of the banking system/ financial system is likely. …”
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Network-based risk measurements for interbank systems. by Yongli Li, Guanghe Liu, Paolo Pin

“…This paper focuses on evaluating the systemic risk in interbank networks, proposing a series of measurements: risk distance, risk degree and m-order risk degree. …”
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The Importance of Non-Systemically Important Banks—A Network-Based Analysis for China’s Banking System by Yong Li

“…There is important theoretical and practical significance to scientifically identifying the systemic importance of banks for effectively preventing and controlling systemic risks in the banking system. Prevalent identification methods are biased because they only pay attention to measuring the systemic risk contribution of individual banks to the whole system in order to determine that bank’s systemic importance. …”
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The Communication Of Quantitative Information On Market Risk Using Graphics In The Annual Reports Of Banks And Securities Firms by Yaliya, Sofri, Casson, Peter

“…The explosive growth of the derivatives markets1 and the highly publicised recent losses11 have created concerns among various parties about the possibility of increasing systemic risk. Systemic risk is the risk that a disruption ( in a firm, in a market segment, to a settlement system, etc.) causes widespread difficulties in other firms, in other market segments or to the financial system as a whole (see Shah 1977 for details).…”
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Essays in financial economics by Zhou, Yifan, Ph. D. Massachusetts Institute of Technology

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