This article presents an analysis of the literature on systemic financial risk. To that end, we
analyze and classify 266 articles that were published no later than September 2016 in the …

Abstract [eng] This article presents an analysis of the literature on systemic risk
measurement methods. Only the recent global crisis has particularly attracted the attention of …

The aim of this paper is to analyze the impact of central bank transparency on systemic risk
in emerging banking markets using a sample composed of 34 banks from Central and …

With the establishment of the Banking Union, the European Central Bank has been granted
the power to impose stricter regulations than the national regulator if systemic risks are not …

Purpose–This paper aims to investigate the drivers of systemic risk and contagion among
European banks from 2007 to 2012. The authors explain why some banks are expected to …

This paper examines the domestic systemically important banks and regional systemically
important banks in Asian emerging markets using four major market-based measures:(i) …

We empirically test whether ownership concentration explains the cross-variation in
systemic risk contribution for a sample of European banks over the 2004–2021 period and …

External imbalances played a pivotal role leading to the global financial crisis and were an
important cause of turmoil. While current account (flow) imbalances narrowed in the …

The paper examines conditional risk relationships among sovereign CDS prices and stock
market indices for 11 economies with particular relevance for international portfolio …

Jacob Kleinow widmet sich in diesem Buch systemrelevanten Finanzinstituten (SIFIs) und
hierbei in besonderem Maße der Messung des Systemrisikos, der Untersuchung seiner …