Reduction of Systemic Risk by Means of Pigouvian Taxation. by Vinko Zlatić, Giampaolo Gabbi, Hrvoje Abraham

“…We analyze the possibility of reduction of systemic risk in financial markets through Pigouvian taxation of financial institutions, which is used to support the rescue fund. …”
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Modelling Systemic Risk in Morocco’s Banking System by Ayoub Kyoud, Cherif El Msiyah, Jaouad Madkour

Subjects: “…systemic risk…”
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Systemic risk and the hysteria generated in the global market by Thalles Alexandre Takada, Tânia Lobo Muniz

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Measurement of Systemic Risk in the Colombian Banking Sector by Orlando Rivera-Escobar, John Willmer Escobar, Diego Fernando Manotas

Subjects: “…systemic risk…”
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Research on Financial Systemic Risk in ASEAN Region by Hong Fan, Renyun Liu

Subjects: “…systemic risk…”
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Systemic Risk Spillovers in the European Energy Sector by Radu Lupu, Adrian Cantemir Călin, Cristina Georgiana Zeldea, Iulia Lupu

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Credit Risk Contagion and Systemic Risk on Networks by Marina Dolfin, Damian Knopoff, Michele Limosani, Maria Gabriella Xibilia

“…We perform numerical simulations intended to explore the roles played by two different network structures on the long-term behavior of assets affected by systemic risk in order to analyze the effect of the topology of the underlying network structure on the spreading of systemic risk on the structure. …”
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Systemic risk: A game of lenses and clocks by Drvendžija Jelena

Subjects: “…Systemic risk…”
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The Role of Capital in Financial Institutions and Systemic Risk by Seyed Ali Hoseini, Seyedeh Somayeh Razavi

“…This research estimates a measure of systemic risk, namely Systemic Expected Shortfall, as the aggregate amount of capital that financial institutions need in order to offset a certain fraction of liabilities when the financial system is undercapitalized. …”
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Systemic risk, bank’s capital buffer, and leverage by Buddi Wibowo

Subjects: “…Systemic risk…”
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The human factor and systemic risk: a memento by M. SARCINELLI

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Network structure, portfolio diversification and systemic risk by Shouwei Li, Chao Wang

“…We investigate the effect of portfolio diversification on banking systemic risk, where the network effect is incorporated. …”
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Measuring Systemic Risk in the Finance and Insurance Sectors by Billio, Monica, Getmansky, Mila, Lo, Andrew W., Pelizzon, Loriana

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Evaluating the Government as a Source of Systemic Risk by Lucas, Deborah J.

“…Although most discussions about systemic risk have focused on the private sector, the U.S. …”
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Improving systemic risk frameworks in South Korea by Lim, Jasper Seng Leong, Lim, Jerry Wen Xing, Taepan Kanjanaporn

“…Following the 2008 financial crisis, Korean regulators have been focused on addressing the shortcomings in their frameworks designed to monitor systemic risk in the financial system. 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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An SPDE model for systemic risk with endogenous contagion by Hambly, B, Søjmark, A

“…We propose a dynamic mean field model for ‘systemic risk’ in large financial systems, which we derive from a system of interacting diffusions on the positive half-line with an absorbing boundary at the origin. …”

System-wide stress testing & systemic risk by Kleinnijenhuis, AM

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Process systems risk management / by 176935 Cameron, Ian T., Raman, Raghu

Resilience in the shadow of systemic risks by Seda Kundak

Subjects: “…systemic risks…”
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Interconnectedness and Contagion Effects in International Financial Instruments Markets by Igor Kravchuk

Subjects: “…contagion; systemic risk; interconnectedness.…”
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