1. SRISK: una medida de riesgo sistémico para la banca colombiana 2005-2021. (2022). Sanchez-Quinto, Camilo Eduardo.
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2. Modeling and Simulating Cross Country Banking Contagion Risks. (2021). Spinace-Casale, Antonella ; Zedda, Stefano.
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3. Bank diversification and systemic risk. (2020). Chou, Ray Yeutien ; Liu, Chih-Liang ; Yang, Hsin-Feng .
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:77:y:2020:i:c:p:311-326.

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4. Interbank contagion: An agent-based model approach to endogenously formed networks. (2020). Zhang, Xingjia ; Yang, Steve Y ; Paddrik, Mark ; Liu, Anqi.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426617301942.

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5. A Global Financial Transaction Tax. Theory, Practice and Potential Revenues. (2019). Schratzenstaller, Margit ; Pekanov, Atanas.
   In: WIFO Working Papers.
   RePEc:wfo:wpaper:y:2019:i:582.

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6. Contribution of the Austrian Governments Financial Market Interventions by HETA Asset Resolution AG to the Stabilisation of the Austrian Financial Market. (2018). Scheiblecker, Marcus ; Pekanov, Atanas ; Kaniovski, Serguei ; Glocker, Christian.
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7. Financial Networks and Systemic Risk in China’s Banking System. (2018). Sun, Lixin.
   In: MPRA Paper.
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8. 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 .
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:43:y:2018:i:c:p:141-157.

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9. Systemic risk in the US: Interconnectedness as a circuit breaker. (2018). Dungey, Mardi ; Veredas, David ; Luciani, Matteo.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:71:y:2018:i:c:p:305-315.

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10. .

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11. Volatility Spillover among Industries in the Capital Market in Iran. (2017). Mohseni, Hosein ; Botshekan, Mohamad Hashem.
    In: Journal of Money and Economy.
    RePEc:mbr:jmonec:v:12:y:2017:i:2:p:213-233.

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12. Interbank Contagion: An Agent-based Model Approach to Endogenously Formed Networks. (2016). Paddrik, Mark ; Zhang, Xingjia ; Yang, Steve ; Liu, Anqi.
    In: Working Papers.
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13. Instituciones de importancia sistémica: identificación y desafíos regulatorios. (2016). Jara, Alejandro ; Cifuentes, Rodrigo .
    In: Notas de Investigación Journal Economía Chilena (The Chilean Economy).
    RePEc:chb:bcchni:v:19:y:2016:i:1:p:92-106.

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14. Bank networks: Contagion, systemic risk and prudential policy. (2015). Faia, Ester ; Delli Gatti, Domenico ; Aldasoro, Iñaki.
    In: SAFE Working Paper Series.
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15. The impact of capital on lending in publicly-traded and privately- held banks in the EU. (2015). Pipień, Mateusz ; Olszak, Małgorzata.
    In: Faculty of Management Working Paper Series.
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16. The role of investment banking in systemic risk profiles. Evidence from a panel of EU banking sectors. (2015). Karkowska, Renata.
    In: Faculty of Management Working Paper Series.
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17. Drivers of demand and supply in the Euro interbank market: the role of “Key Players” during the recent turmoil. (2015). Zagaglia, Paolo ; Liberati, Caterina ; Zappa, Paola ; Marzo, Massimiliano.
    In: Financial Markets and Portfolio Management.
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18. Bank ownership, financial segments and the measurement of systemic risk: An application of CoVaR. (2015). Kouretas, Georgios ; Drakos, Anastassios A.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:40:y:2015:i:c:p:127-140.

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19. Bank Networks: Contagion, Systemic Risk and Prudential Policy. (2015). Aldasoro, Iaki ; Faia, Ester ; Gatti, Domenico Delli.
    In: DISCE - Working Papers del Dipartimento di Economia e Finanza.
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20. Bank Networks: Contagion, Systemic Risk and Prudential Policy. (2015). Faia, Ester ; Delli Gatti, Domenico ; Aldasoro, Iñaki.
    In: CESifo Working Paper Series.
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21. HRM - WELL-BEING AT WORK RELATION. A CASE STUDY.. (2015). irina -Raluca, Badea .
    In: Annals - Economy Series.
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22. Capital and contagion in financial networks. (2015). Pierobon, F ; Battiston, S ; Infante, L ; di Iasio, G.
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23. Systemic risk in an interconnected banking system with endogenous asset markets. (2014). Krahnen, Jan ; Bluhm, Marcel .
    In: SAFE Working Paper Series.
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24. An Overview of Macroprudential Policy Tools. (2014). Claessens, Stijn.
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25. How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? A practical assessment. (2014). Mésonnier, Jean-Stéphane ; LAME, GILDAS ; Idier, Julien ; Mesonnier, Jean-Stephane.
    In: Journal of Banking & Finance.
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26. Systemic risk in an interconnected banking system with endogenous asset markets. (2014). Krahnen, Jan ; Bluhm, Marcel .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:13:y:2014:i:c:p:75-94.

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27. Capital Buffers Based on Banks Domestic Systemic Importance: Selected Issues. (2014). Skořepa, Michal ; Seidler, Jakub ; Skorepa, Michal .
    In: Research and Policy Notes.
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28. Macroprudential framework:key questions applied to the French case.. (2014). Duprey, Thibaut ; Kelber, A. ; Bennani, T. ; Dujardin, M. ; Despres, M..
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29. Stess-testing the system: Financial shock contagion in the realm of uncertainty. (2014). Gurciullo, Stefano .
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30. .

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31. Input-output-based measures of systemic importance. (2013). Angeloni, Ignazio ; Aldasoro, Iñaki.
    In: SAFE Working Paper Series.
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32. Rollover risk and endogenous network dynamics. (2013). Page, Frank ; Fique, Jose.
    In: Computational Management Science.
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33. Contextualizing Systemic Risk. (2013). Scheffknecht, Lukas.
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34. Capital and Contagion in Financial Networks. (2013). Infante, Luigi ; di Iasio, Giovanni ; Pierobon, Federico ; Battiston, Stefano.
    In: MPRA Paper.
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35. Input-Output-based Measures of Systemic Importance. (2013). Angeloni, Ignazio ; Aldasoro, Iñaki.
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36. Identifying, ranking and tracking systemically important financial institutions (SIFIs), from a global, EU and Eurozone perspective. (2013). Masciantonio, Sergio.
    In: MPRA Paper.
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37. Criteria for Financial Stability - -The European View. (2013). Dombret, Andreas.
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38. Measuring the systemic importance of interconnected banks. (2013). Drehmann, Mathias ; Tarashev, Nikola.
    In: Journal of Financial Intermediation.
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39. Systemic risk analysis using forward-looking Distance-to-Default series. (2013). Saldias, Martin.
    In: Journal of Financial Stability.
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40. 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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41. A CRITICAL REVIEW OF CONTAGION RISK IN BANKING. (2013). Hasman, Augusto.
    In: Journal of Economic Surveys.
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42. Looking at the tail: price-based measures of systemic importance. (2013). Zhou, Chen ; Tarashev, Nikola.
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43. Ranking Systemically Important Financial Institutions. (2012). Luciani, Matteo ; Dungey, Mardi ; Veredas, David.
    In: Tinbergen Institute Discussion Papers.
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44. Ranking systemically important financial institutions. (2012). Luciani, Matteo ; Dungey, Mardi ; Veredas, David.
    In: Working Papers.
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45. Systemic risk components and deposit insurance premia. (2012). Staum, Jeremy .
    In: Quantitative Finance.
    RePEc:taf:quantf:v:12:y:2012:i:4:p:651-662.

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46. Macroprudential policy - aim, instruments and institutional architecture (Polityka ostroznosciowa w ujêciu makro - cel, instrumenty i architektura instytucjonalna). (2012). Olszak, Małgorzata.
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47. Structural Distortions in the Euro Interbank Market: The Role of Key Players during the Recent Market Turmoil. (2012). Zagaglia, Paolo ; Marzo, Massimiliano ; Liberati, Caterina ; Zappa, Paola .
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48. Systemic risk analysis and option-based theory and information. (2012). Saldias, Martin.
    In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
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49. Ranking Systemically Important Financial Institutions. (2012). Luciani, Matteo ; Dungey, Mardi ; Veredas, David.
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50. Macroprudential capital requirements and systemic risk. (2012). Lehar, Alfred ; Souissi, Moez ; Gauthier, Celine .
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:21:y:2012:i:4:p:594-618.

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51. Systemic risk, macroprudential policy frameworks, monitoring financial systems and the evolution of capital adequacy. (2012). Ellis, Luci ; BORIO, Claudio ; Arnold, Bruce ; Moshirian, Fariborz .
    In: Journal of Banking & Finance.
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52. Structural distortions in the Euro interbank market: The role of ‘key players’ during the recent market turmoil. (2012). Zagaglia, Paolo ; Marzo, Massimiliano ; Liberati, C. ; Zappa, P..
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53. Measuring systemic funding liquidity risk in the Russian banking system. (2012). .
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54. Financial Stability in Brazil. (2012). Pereira da Silva, Luiz Awazu ; Gaglianone, Wagner ; Sales, Adriana Soares ; Luiz A. Pereira da Silva, .
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55. Structural distortions in the Euro interbank market: The role of key players during the recent market turmoil. (2012). Zagaglia, Paolo ; Marzo, Massimiliano ; Liberati, Caterina ; Zappa, Paola .
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56. Systemic surcharges and measures of systemic importance. (2011). Berg, Sigbjorn Atle .
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2. Anticipating the Financial Crisis: Evidence from Insider Trading in Banks. (2016). Peydro, Jose-Luis ; Marin, Jose ; Akin, Ozlem .
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3. Systemic risk measures and macroprudential stress tests. An assessment over the 2014 EBA exercise. (2015). Pederzoli, Chiara ; Torricelli, Costanza.
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4. Has the financial system become safer after the crisis? The changing nature of financial institution risk. (2015). Dong, Gang Nathan ; Calluzzo, Paul .
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5. Calculating systemic risk capital: A factor model approach. (2015). Pasiouras, Fotios ; Avramidis, Panagiotis.
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6. A Macroeconomic Framework for Quantifying Systemic Risk. (2014). He, Zhiguo ; Krishnamurthy, Arvind.
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7. Caught between Scylla and Charybdis? Regulating bank leverage when there is rent seeking and risk shifting. (2014). Thakor, Anjan ; Mehran, Hamid ; Acharya, Viral.
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8. Financialization in Commodity Markets: Disentangling the Crisis from the Style Effect. (2013). Gluck, Thorsten ; Adams, Zeno.
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9. Systemic Risk Analysis of Turkish Financial Institutions with Systemic Expected Shortfall. (2013). Talasli, Irem .
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10. Capital and Contagion in Financial Networks. (2013). Infante, Luigi ; di Iasio, Giovanni ; Pierobon, Federico ; Battiston, Stefano.
    In: MPRA Paper.
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11. Identifying, ranking and tracking systemically important financial institutions (SIFIs), from a global, EU and Eurozone perspective. (2013). Masciantonio, Sergio.
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12. Too big to fail or Too non-traditional to fail?: The determinants of banks systemic importance. (2013). Zhou, Chen ; Moore, Kyle.
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13. The Supermodular Stochastic Ordering. (2013). Strulovici, Bruno ; Meyer, Margaret.
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14. The Taxation of Bilateral Trade with Endogenous Information. (2013). Morath, Florian ; Dang, Tri Vi .
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15. Risk-neutral systemic risk indicators. (2013). Malz, Allan M..
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16. Valuation and systemic risk consequences of bank opacity. (2013). Jones, Jeffrey S. ; Lee, Wayne Y. ; Yeager, Timothy J..
    In: Journal of Banking & Finance.
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17. The Risk Map: A new tool for validating risk models. (2013). Hurlin, Christophe ; Perignon, Christophe ; Colletaz, Gilbert.
    In: Journal of Banking & Finance.
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18. Good for one, bad for all: Determinants of individual versus systemic risk. (2013). López-Espinosa, Germán ; Rubia, Antonio ; Anton, Miguel ; Valderrama, Laura ; Lopez-Espinosa, German.
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19. How useful is the marginal expected shortfall for the measurement of systemic exposure? A practical assessment. (2013). Mésonnier, Jean-Stéphane ; LAME, GILDAS ; Idier, Julien ; Mesonnier, Jean-Stephane.
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20. Testing for the Systemically Important Financial Institutions: a Conditional Approach. (2013). Tokpavi, Sessi.
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21. Systemic Risk Allocation for Systems with A Small Number of Banks. (2013). Zhou, Chen ; Qin, Xiao.
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22. Fund Management and Systemic Risk - Lessons from the Global Financial Crisis. (2013). Bengtsson, E..
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23. Bayesian inference for CoVaR. (2013). Bernardi, Mauro ; Gayraud, Ghislaine ; Petrella, Lea.
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24. Credit risk connectivity in the financial industry and stabilization effects of government bailouts. (2012). Wedow, Michael ; Koetter, Michael ; Bosma, Jakob .
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25. Can Portfolio Diversification increase Systemic Risk? Evidence from the U.S and European Mutual Funds Market. (2012). Scandizzo, Pasquale ; Dicembrino, Claudio.
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26. Financial Risk Measurement for Financial Risk Management. (2012). Diebold, Francis ; Christoffersen, Peter ; Bollerslev, Tim ; Andersen, Torben.
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27. How to Calculate Systemic Risk Surcharges. (2012). Pedersen, Lasse H. ; Acharya, Viral V. ; Philippon, Thomas ; Richardson, Matthew.
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28. Measuring systemic risk: A factor-augmented correlated default approach. (2012). Suh, Sangwon.
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29. International diversification: An extreme value approach. (2012). Lu, Ching-Chih ; de la Pea, Victor ; Chollete, Lorn .
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30. Short-term wholesale funding and systemic risk: A global CoVaR approach. (2012). Moreno, Antonio ; López-Espinosa, Germán ; Valderrama, Laura ; Lopez-Espinosa, German ; Rubia, Antonio.
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31. Systemic risk, macroprudential policy frameworks, monitoring financial systems and the evolution of capital adequacy. (2012). Ellis, Luci ; BORIO, Claudio ; Arnold, Bruce ; Moshirian, Fariborz .
    In: Journal of Banking & Finance.
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32. A proposal for the resolution of systemically important assets and liabilities: The case of the repo market. (2012). Acharya, Viral ; Oncu, Sabri T.
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33. Closed form solutions of measures of systemic risk. (2012). Jaeger-Ambrozewicz, Manfred .
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34. On dependence consistency of CoVaR and some other systemic risk measures. (2012). Schaanning, Eric ; Mainik, Georg .
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35. Contagion in the interbank market and its determinants. (2011). Memmel, Christoph ; Sachs, Angelika .
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36. Systemic risk contributions: a credit portfolio approach. (2011). Tente, Natalia ; Dullmann, Klaus ; Puzanova, Natalia .
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37. Systemic risk contributions. (2011). Zhou, Hao ; Zhu, Haibin ; Huang, Xin.
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38. The (revised) future of financial markets. (2011). Bennett, Paul .
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39. Capital ratios and the cross-section of bank stock returns: Evidence from Japan. (2011). Chen, Sichong.
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41. Capital Regulation and Tail Risk. (2011). Vlahu, Razvan ; Ratnovski, Lev ; Perotti, Enrico.
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43. Macroprudential policy - a literature review. (2011). Moessner, Richhild ; Galati, Gabriele.
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44. Systemic importance: some simple indicators. (2011). Tarashev, Nikola ; Drehmann, Mathias.
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45. How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? A practical assessment. (2011). Mésonnier, Jean-Stéphane ; LAME, GILDAS ; Idier, Julien ; Mesonnier, J S., .
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46. VAR for VaR: measuring systemic risk using multivariate regression quantiles.. (2010). Manganelli, Simone ; Kim, Tae-Hwan ; White, Halbert.
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47. Econometric Measures of Systemic Risk in the Finance and Insurance Sectors. (2010). Pelizzon, Loriana ; Lo, Andrew ; Billio, Monica ; Getmansky, Mila.
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48. Systemic risk in a network model of interbank markets with central bank activity. (2010). Poschmann, Jenny ; Georg, Co-Pierre.
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49. Caught between Scylla and Charybdis? Regulating bank leverage when there is rent seeking and risk shifting. (2010). Thakor, Anjan ; Mehran, Hamid ; Acharya, Viral ; AnjanV. Thakor, .
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50. Attributing systemic risk to individual institutions. (2010). Tsatsaronis, Kostas ; Tarashev, Nikola ; BORIO, Claudio.
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