1. Macroprudential regulation for a dynamic Chinese banking system with a scale-free network. (2020). Fan, Hong ; Gao, Qianqian.
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2. Weighting on Systemic Important Banking (SIB) in Indonesia: The Official Versus PCA Approaches. (2020). Anwar, Samsul.
   In: Journal of Central Banking Theory and Practice.
   RePEc:cbk:journl:v:9:y:2020:i:2:p:155-182.

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3. On Identifying the Systemically Important Tunisian Banks: An Empirical Approach Based on the ?CoVaR Measures. (2019). ben Sassi, Salim ; Khiari, Wided.
   In: Risks.
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4. Financial innovation, economic growth, and the consequences of macroprudential policies. (2019). Plouffe, Michael ; Bernier, Maxence.
   In: Research in Economics.
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5. A multi-agent methodology to assess the effectiveness of alternative systemic risk adjusted capital requirements. (2019). Gurgone, A ; Iori, G.
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6. Modeling and Estimating the Risk of the Banking System in Form of a Network Model Using CoVaR (in Persian). (2018). Ostadhashemi, Ali ; ,, ; Sadeghi, Seyed Jalal.
   In: Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی).
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7. Effect of banking and macroeconomic variables on systemic risk: An application of ΔCOVAR for an emerging economy. (2018). de Mendonça, Helder ; da Silva, Rafael Bernardo ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira .
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8. Multivariate Geometric Expectiles. (2018). Mailhot, Melina ; Hofert, Marius ; Herrmann, Klaus .
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9. Simulating fire-sales in a banking and shadow banking system. (2017). Żochowski, Dawid ; Halaj, Grzegorz ; Haaj, Grzegorz ; Calimani, Susanna.
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10. Extreme Value Theory with an Application to Bank Failures through Contagion. (2017). Nikzad, Rashid ; McDonald, David.
    In: Journal of Applied Finance & Banking.
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11. Precio internacional de los metales y riesgo de mercado en la Bolsa de Valores de Lima. (2017). Zevallos, Mauricio ; Abbara, Omar ; Del Carpio, Carlos ; Villarreal, Fernanda.
    In: Revista Economía.
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12. Calibrating limits for large interbank exposures from a system-wide perspective. (2016). Solorzano-Margain, Juan Pablo ; Batiz-Zuk, Enrique ; Lopez-Gallo, Fabrizio ; Martinez-Jaramillo, Serafin .
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13. The credit quality channel: Modeling contagion in the interbank market. (2016). Fink, Kilian ; Wong, Lui-Hsian ; Meller, Barbara ; Kruger, Ulrich .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:25:y:2016:i:c:p:83-97.

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14. Instituciones de importancia sistémica: identificación y desafíos regulatorios. (2016). Jara, Alejandro ; Cifuentes, Rodrigo .
    In: Notas de Investigación Journal Economía Chilena (The Chilean Economy).
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15. Interconnectedness of the Irish banking sector with the global financial system. (2016). Hallissey, Niamh .
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16. Can banks default overnight? Modeling endogenous contagion on O/N interbank market. (2016). Arendarski, Piotr ; Gubiec, Tomasz ; Ochnicki, Piotr ; Wili, Mateusz ; Smaga, Pawel.
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17. Designing Effective Macroprudential Stress Tests; Progress So Far and the Way Forward. (2015). Demekas, Dimitri.
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18. The framework of systemic risk related to contagion, recovery rate and capital requirement in an interbank network. (2014). Ren, Xuemin ; Jiang, Lishang ; Yuan, George X.
    In: Journal of Financial Engineering (JFE).
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19. Influencia de los precios de los metales y el mercado internacional en el riesgo bursátil peruano. (2014). Zevallos, Mauricio ; del Carpio, Carlos ; Abbara, Omar ; Villarreal, Fernanda.
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20. Basel III, capital stability, risk-taking, ownership: Evidence from Asia. (2014). Jiraporn, Pornsit ; Chalermchatvichien, Pichaphop ; Jumreornvong, Seksak .
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21. Bank systemic risk and macroeconomic shocks: Canadian and U.S. evidence. (2014). Calmès, Christian ; Calmes, Christian ; Theoret, Raymond .
    In: Journal of Banking & Finance.
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22. Novel three-bank model for measuring the systemic importance of commercial banks. (2014). Lu, Jing ; Hu, Xiaohong.
    In: Economic Modelling.
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23. An empirical study of the Mexican banking system’s network and its implications for systemic risk. (2014). Bravo-Benitez, Bernardo ; Martinez-Jaramillo, Serafin ; Solorzano-Margain, Juan Pablo ; Alexandrova-Kabadjova, Biliana .
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24. Identifying and Regulating Systemically Important Financial Institutions. (2014). Nieri, Laura ; Bongini, Paola .
    In: Economic Notes.
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25. Efficient solution of structural default models with correlated jumps and mutual obligations. (2014). Itkin, Andrey ; Lipton, Alexander.
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26. Transatlantic systemic risk. (2013). Wewel, Claudio ; Trapp, Monika .
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27. Systemic Risk Monitoring and Financial Stability. (2013). Liang, Nellie.
    In: Journal of Money, Credit and Banking.
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28. MACROPRUDENTIAL POLICY: CONCEPTUAL POSITIONS. (2013). Stariina, Ludmila ; Cuhal, Radu ; BASISTiI, Nicolae .
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29. An Axiomatic Approach to Systemic Risk. (2013). Chen, Chen ; Moallemi, Ciamac C ; Iyengar, Garud .
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30. On Multivariate Extensions of Value-at-Risk. (2013). Cousin, Areski ; Di Bernadino, Elena .
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31. Transatlantic systemic risk. (2013). Wewel, Claudio ; Trapp, Monika .
    In: Journal of Banking & Finance.
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32. A PCA Approach to Common Risk Exposures in the Chilean Banking System. (2013). Jara, Alejandro ; Avanzini, Diego .
    In: Working Papers Central Bank of Chile.
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33. A CRITICAL REVIEW OF CONTAGION RISK IN BANKING. (2013). Hasman, Augusto.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:27:y:2013:i:5:p:978-995.

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34. On Multivariate Extensions of Value-at-Risk. (2013). Cousin, Areski ; Di Bernadino, Elena .
    In: Papers.
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35. Transatlantic systemic risk. (2012). Wewel, Claudio ; Trapp, Monika .
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1210.

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36. Systemic risk components and deposit insurance premia. (2012). Staum, Jeremy .
    In: Quantitative Finance.
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37. Bank systemic risk and the business cycle: Canadian and U.S. evidence. (2012). Calmès, Christian ; Calmes, Christian ; Theoret, Raymond .
    In: RePAd Working Paper Series.
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38. A cost–benefit analysis of Basel III: Some evidence from the UK. (2012). Hall, Maximilian ; Hall, Maximilian J. B., ; Turner, Paul ; Yan, Meilan .
    In: International Review of Financial Analysis.
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39. How To Identify Systemically Important Financial Institutions. (2012). Frait, Jan ; Komarkova, Zlatuse ; Hausenblas, Vaclav.
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40. Closed form solutions of measures of systemic risk. (2012). Jaeger-Ambrozewicz, Manfred .
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41. La formulación de políticas desde una perspectiva macroprudencial en economías emergentes. (2011). Moreno, Ramon.
    In: Revista Estudios Económicos.
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42. Bank systemic risk and the business cycle: An empirical investigation using Canadian data. (2011). Calmès, Christian ; Calmes, Christian ; Theoret, Raymond .
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43. Comment on How to Calculate Systemic Risk Surcharges. (2011). Drehmann, Mathias.
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44. A Cost-Benefit Analysis of Basel III: Some Evidence from the UK. (2011). Turner, Paul ; Hall, Maximilian ; Maximilian J. B. Hall, ; Yan, Meilin .
    In: Discussion Paper Series.
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45. The Taxation and Regulation of Banks. (2011). Keen, Michael.
    In: IMF Working Papers.
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46. Systemic surcharges and measures of systemic importance. (2011). Berg, Sigbjorn Atle .
    In: Journal of Financial Regulation and Compliance.
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47. Measuring and testing for the systemically important financial institutions. (2011). Castro Iragorri, Carlos ; Ferrari, Stijn .
    In: DOCUMENTOS DE TRABAJO.
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48. Systemic capital requirements. (2011). Willison, Matthew ; Webber, Lewis.
    In: Bank of England working papers.
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49. Measuring the systemic importance of interconnected banks. (2011). Tarashev, Nikola ; Drehmann, Mathias.
    In: BIS Working Papers.
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50. Policymaking from a macroprudential perspective in emerging market economies. (2011). Moreno, Ramon.
    In: BIS Working Papers.
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51. Systemic importance: some simple indicators. (2011). Tarashev, Nikola ; Drehmann, Mathias.
    In: BIS Quarterly Review.
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52. Applying CoVaR to measure systemic market risk: the Colombian case. (2011). Perez-Reyna, David ; Arias, Mauricio ; Mendoza, Juan Carlos .
    In: IFC Bulletins chapters.
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53. Measuring the systemic importance of financial institutions using market information. (2010). Castro Iragorri, Carlos ; Ferrari, Stijn .
    In: Financial Stability Review.
    RePEc:nbb:fsrart:v:8:y:2010:i:1:p:127-141.

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54. Applying CoV aR to Measure Systemic Market Risk: the Colombian Case. (2010). Perez-Reyna, David ; Mendoza, juan ; Arias, Mauricio.
    In: Temas de Estabilidad Financiera.
    RePEc:bdr:temest:047.

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