Systemic risk measures and regulatory challenges
Authors:
- Scott EllisSEScott Ellis
- Satish SharmaSSSatish Sharma
- Janusz BrzeszczyńskiJBJanusz Brzeszczyński
- 1 August 2022
- journal article
- research article
- Published by Elsevier in Journal of Financial Stability
- Vol. 61
Abstract
No abstract availableKeywords
This publication has 136 references indexed in Scilit:
- Transatlantic systemic riskJournal of Banking & Finance, 2013
- The Basel III Net Stable Funding Ratio and bank net interest marginsJournal of Banking & Finance, 2013
- Systemic risk measurement: Multivariate GARCH estimation of CoVaRJournal of Banking & Finance, 2013
- Systemic risk measures: The simpler the better?Journal of Banking & Finance, 2013
- Systemic risk contributions: A credit portfolio approachJournal of Banking & Finance, 2013
- A simple indicator of systemic riskJournal of Financial Stability, 2013
- Systemic liquidity shortages and interbank network structuresJournal of Financial Stability, 2013
- Basel III's ability to mitigate systemic riskJournal of Financial Regulation and Compliance, 2011
- Consumer credit-risk models via machine-learning algorithmsJournal of Banking & Finance, 2010
- Expected shortfall and beyondJournal of Banking & Finance, 2002