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The structure and resilience of the European interbank market. (2013). Sánchez Serrano, Antonio ; Liedorp, Franka ; Langfield, Sam ; Franchini, Pietro ; Alves, Ivan ; Heam, Jean-Cyprien ; Ferrari, Stijn ; Jurca, Pavol .
In: ESRB Occasional Paper Series.
RePEc:srk:srkops:201303.

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  23. Multiplex interbank networks and systemic importance РAn application to European data. (2016). Aldasoro, I̱aki ; Alves, Ivan .
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    In: Insurance: Mathematics and Economics.
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    RePEc:zbw:safewp:102r.

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    RePEc:zbw:safewp:102.

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  36. The network structure and systemic risk in the Japanese interbank market. (2015). Kanno, Masayasu.
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    RePEc:cpr:ceprdp:10540.

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  41. La mesure du risque systémique après la crise financière. (2015). DE BANDT, OLIVIER ; Tavolaro, Santiago ; Labonne, Claire ; Heam, Jean-Cyprien .
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  44. How to Measure Interconnectedness. (2014). Heam, Jean-Cyprien .
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    RePEc:eio:thafsr:3.

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    RePEc:eee:jbfina:v:45:y:2014:i:c:p:288-303.

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  47. Similarity and Clustering of Banks: Application to the Credit Exposures of the Czech Banking Sector. (2014). Plašil, Miroslav ; Komarkova, Zlatuse ; Hausenblas, Václav ; Brechler, Josef ; Plasil, Miroslav .
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  48. Mapping the UK interbank system. (2014). Liu, Zijun ; Langfield, Sam ; Ota, Tomohiro .
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  50. The network structure of the CDS market and its determinants. (2013). Vuillemey, Guillaume ; Peltonen, Tuomas ; Scheicher, Martin.
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  63. Roengpitya, R. and Rungcharoenkitkul, P. (2010), "Measuring Systemic Risk And Financial Linkages In The Thai Banking System," Bank of Thailand Working Papers 2010-02.

  64. Rosvall, M., Axelsson, D. and Bergstrom, C. T. (2009), “The map equation“, Eur. Phys. J. Special Topics 178, 13.
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Cocites

Documents in RePEc which have cited the same bibliography

  1. Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network. (2015). Zigraiova, Diana ; van Tilburg, Ruben ; Vašíček, Bořek ; Stremmel, Hanno ; Sigmund, Michael ; Rodrigues, Paulo ; Peltonen, Tuomas ; Matějů, Jakub ; Kauko, Karlo ; Joy, Mark ; Havranek, Tomas ; Frost, Jon ; Detken, Carsten ; Bush, Oliver ; Bonfim, Diana ; Babecký, Jan ; Antunes, António ; Alessi, Lucia ; Rusnak, Marek ; Baltussen, Simon ; Smidkova, Katerina ; Guimaraes, Rodrigo ; Babecky, Jan ; Mateju, Jakub ; Monteiro, Nuno ; Behn, Markus ; Neudorfer, Benjamin ; Schudel, Willem.
    In: MPRA Paper.
    RePEc:pra:mprapa:62194.

    Full description at Econpapers || D

  2. Designing Effective Macroprudential Stress Tests; Progress So Far and the Way Forward. (2015). Demekas, Dimitri.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2015/146.

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  3. Systemic Risk and the Solvency-Liquidity Nexus of Banks. (2015). Pierret, Diane.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2015:q:3:a:5.

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  4. Bank Risk Within and Across Equilibria. (2014). Agur, Itai.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2014/116.

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  5. Introducing Funding Liquidity Risk in a Macro Stress-Testing Framework. (2014). Liu, Xuezhi ; Souissi, Moez ; Gauthier, Celine .
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2014:q:4:a:4.

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  6. Bank risk within and across equilibria. (2014). Agur, Itai.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:48:y:2014:i:c:p:322-333.

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  7. Assessing the contribution of banks, insurance and other financial services to systemic risk. (2014). Gnabo, Jean-Yves ; Guilmin, Gregory ; Bernal, Oscar.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:47:y:2014:i:c:p:270-287.

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  8. Measuring systemic risk-adjusted liquidity (SRL)—A model approach. (2014). Jobst, Andreas.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:45:y:2014:i:c:p:270-287.

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  9. Stress-testing macro stress testing: Does it live up to expectations?. (2014). Tsatsaronis, Kostas ; Drehmann, Mathias ; BORIO, Claudio.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:12:y:2014:i:c:p:3-15.

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  10. What do we know about the effects of macroprudential policy?. (2014). Moessner, Richhild ; Galati, Gabriele.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:440.

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  11. Systemic risk and the solvency-liquidity nexus of banks. (2014). Pierret, Diane.
    In: CORE Discussion Papers.
    RePEc:cor:louvco:2014038.

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  12. AN ANALYSIS OF THE FACTORS AFFECTING BANKS` CASH DEMAND: A CASE STUDY OF REFAH BANK. (2014). Ebrahim, ABBASI ; Mohammad, ZADEH Amir ; Alireza, BAHRAMI .
    In: Studies in Business and Economics.
    RePEc:blg:journl:v:9:y:2014:i:3:p:5-20.

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  13. Simple banking: profitability and the yield curve. (2014). Nelson, Benjamin ; Alessandri, Piergiorgio.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_945_14.

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  14. Financial contagion: extending the exposures network of the Mexican financial system. (2013). Martinez-Jaramillo, Serafin ; Solorzano-Margain, Juan ; Lopez-Gallo, Fabrizio.
    In: Computational Management Science.
    RePEc:spr:comgts:v:10:y:2013:i:2:p:125-155.

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  15. Stress Scenario Selection by Empirical Likelihood. (2013). Flood, Mark ; Bookstaber, Rick ; Glasserman, Paul ; Feldberg, Greg ; Cetina, Jill.
    In: Working Papers.
    RePEc:ofr:wpaper:13-07.

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  16. Rules, Discretion, and Macro-Prudential Policy. (2013). Sharma, Sunil ; Agur, Itai.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2013/065.

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  17. Dynamic Stress Testing: The Framework for Assessing the Resilience of the Banking Sector Used by the Czech National Bank. (2013). Seidler, Jakub ; Konecny, Tomas ; Jakubík, Petr ; Gersl, Adam ; Jakubik, Petr .
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:63:y:2013:i:6:p:505-536.

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  18. Optimal asset structure of a bank - bank reactions to stressful market conditions. (2013). Halaj, Grzegorz ; Haaj, Grzegorz.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20131533.

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  19. A macro stress testing framework for assessing systemic risks in the banking sector. (2013). Vouldis, Angelos ; Pancaro, Cosimo ; Żochowski, Dawid ; Kok, Christoffer ; Henry, Jerome ; Halaj, Grzegorz ; Amzallag, Adrien ; Zimmermann, Maik ; Sydow, Matthias ; Leber, Miha ; Kolb, Markus ; Gross, Marco ; Grodzicki, Maciej ; CABRAL, Ines ; Baudino, Patrizia .
    In: Occasional Paper Series.
    RePEc:ecb:ecbops:2013152.

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  20. When is a Housing Market Overheated Enough to Threaten Stability?. (2012). Muellbauer, John .
    In: RBA Annual Conference Volume.
    RePEc:rba:rbaacv:acv2012-07.

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  21. When is a housing market overheated enough to threaten stability?. (2012). muellbauer, john.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:623.

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  22. Office of Financial Research 2012 Annual Report. (2012). .
    In: Reports.
    RePEc:ofr:report:12-1.

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  23. The macroeconomic effects of a stable funding requirement. (2012). Munro, Anella ; Bloor, Chris ; Craigie, Rebecca .
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2012/05.

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  24. Comment on Liquidity Risk, Cash Flow Constraints, and Systemic Feedbacks. (2012). Oet, Mikhail .
    In: NBER Chapters.
    RePEc:nbr:nberch:12050.

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  25. Liquidity Risk, Cash Flow Constraints, and Systemic Feedbacks. (2012). Sterne, Gabriel ; Kapadia, Sujit ; Drehmann, Matthias ; Elliott, John.
    In: NBER Chapters.
    RePEc:nbr:nberch:12049.

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  26. Measuring Systemic Risk-Adjusted Liquidity (SRL); A Model Approach. (2012). Jobst, Andreas.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2012/209.

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  27. Contagion in the Interbank Market with Stochastic Loss Given Default. (2012). Stein, Ingrid ; Memmel, Christoph ; Sachs, Angelika .
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2012:q:3:a:5.

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  28. Modeling Policy Response to Global Systemically Important Banks Regulation. (2012). Penikas, Henry ; Titova, Yulia.
    In: HSE Working papers.
    RePEc:hig:wpaper:02/fe/2012.

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  29. How to Improve the Quality of Stress Tests through Backtesting. (2012). Seidler, Jakub ; Gersl, Adam ; Gerl, Adam .
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:62:y:2012:i:4:p:325-346.

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  30. 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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  31. Dynamic Stress Testing: The Framework for Testing Banking Sector Resilience Used by the Czech National Bank. (2012). Seidler, Jakub ; Konecny, Tomas ; Jakubík, Petr ; Gersl, Adam.
    In: Working Papers.
    RePEc:cnb:wpaper:2012/11.

    Full description at Econpapers || Download paper

  32. Introduction to the Financial Macro-econometric Model. (2012). Teranishi, Yuki ; Kurachi, Yoshiyuki ; Kamada, Koichiro ; Ishikawa, Atsushi ; Nasu, Kentaro .
    In: Bank of Japan Working Paper Series.
    RePEc:boj:bojwps:12-e-1.

    Full description at Econpapers || Download paper

  33. RAMSI: a top-down stress-testing model developed at the Bank of England. (2012). Learmonth, David ; Williams, Richard ; Burrows, Oliver ; McKeown, Jack .
    In: Bank of England Quarterly Bulletin.
    RePEc:boe:qbullt:0081.

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  34. A network model of financial system resilience. (2012). Willison, Matthew ; Kapadia, Sujit ; Anand, Kartik ; Brennan, Simon ; Gai, Prasanna.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0458.

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  35. Liquidity risk, cash-flow constraints and systemic feedbacks. (2012). Kapadia, Sujit ; Drehmann, Mathias ; Sterne, Gabriel ; Elliott, John.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0456.

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  36. Simple banking: profitability and the yield curve. (2012). Nelson, Benjamin ; Alessandri, Piergiorgio.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0452.

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  37. Stress-testing macro stress testing: does it live up to expectations?. (2012). Tsatsaronis, Kostas ; Drehmann, Mathias ; BORIO, Claudio.
    In: BIS Working Papers.
    RePEc:bis:biswps:369.

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  38. Stress Testing Liquidity Risk: The Case of the Brazilian Banking System.. (2012). Tabak, Benjamin ; Miranda, Rodrigo ; Guerra, Solange ; Sergio Rubens S. de Souza, .
    In: Working Papers Series.
    RePEc:bcb:wpaper:302.

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  39. Default risk in an interconnected banking system with endogeneous asset markets. (2011). Krahnen, Jan ; Bluhm, Marcel .
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:201119.

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  40. Systemic Risks and Macroprudential Bank Regulation: A Critical Appraisal. (2011). VanHoose, David.
    In: NFI Policy Briefs.
    RePEc:nfi:nfipbs:2011-pb-04.

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  41. Next Generation Balance Sheet Stress Testing. (2011). Schmieder, Christian ; Puhr, Claus ; Hasan, Maher.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/083.

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  42. A Network Model of Financial System Resilience. (2011). Willison, Matthew ; Kapadia, Sujit ; Anand, Kartik ; Brennan, Simon ; Gai, Prasanna.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2011-051.

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  43. Systemic risk diagnostics: coincident indicators and early warning signals. (2011). Schwaab, Bernd ; Lucas, Andre ; Koopman, Siem Jan.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20111327.

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  44. Models for Stress Testing Czech Banks Liquidity Risk. (2011). Komarek, Lubos ; Komarkova, Zlatuse ; Gersl, Adam.
    In: Working Papers.
    RePEc:cnb:wpaper:2011/11.

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  45. Thoughts on the proper design of macro stress tests. (2011). Sutton, Gregory ; Jakubik, Petr .
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:60-15.

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  46. Systemic Risk Diagnostics. (2010). Schwaab, Bernd ; Lucas, Andre ; Koopman, Siem Jan.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20100104.

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  47. Balance Sheet Network Analysis of Too-Connected-to-Fail Risk in Global and Domestic Banking Systems. (2010). Chan-Lau, Jorge A.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2010/107.

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  48. Procyclicality of the Financial System and Simulation of the Feedback Effect. (2010). Gersl, Adam ; Jakubik, Petr .
    In: Occasional Publications - Chapters in Edited Volumes.
    RePEc:cnb:ocpubc:fsr0910/3.

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  49. Estabilidad financiera: conceptos básicos. (2010). PONCE, Jorge ; Tubio, Magdalena .
    In: Documentos de trabajo.
    RePEc:bku:doctra:2010004.

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  50. Macroprudential policy: what can it achieve?. (2009). Milne, Alistair.
    In: Oxford Review of Economic Policy.
    RePEc:oup:oxford:v:25:y:2009:i:4:p:608-629.

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