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Journal of Banking and Finance, ISSN 0378-4266, 10/2017, Volume 83, pp. 221 - 231
Using a newly constructed historical dataset on the Pennsylvania state banking system, detailing the amounts of “due-froms” on a debtor bank-by-debtor bank... 
Contagion | Banking crisis | Bailout | Systemically important banks (SIBs) | Systemic risk | Financial networks | New York Clearing House | Panic of 1884 | Liquidity provision | STABILITY | BUSINESS, FINANCE | NATURAL EXPERIMENT | ECONOMICS
Journal Article
Banks and Bank Systems, ISSN 1816-7403, 08/2019, Volume 14, Issue 3, pp. 34 - 47
Highly concentrated banking system risks and the cumulative effect due to their accumulation act as a driver for improving the macro-prudential policy... 
Banks | Central banks | Risk assessment | Banking industry | systemically important banks (SIBs) | systemic risk | banking system | financial risks | macro-prudential policy
Journal Article
Journal of Banking and Finance, ISSN 0378-4266, 03/2017, Volume 76, pp. 139 - 149
Using a newly constructed historical dataset on the Pennsylvania state banking system, detailing the amounts of “due-froms” on a debtor bank-by-debtor bank... 
Contagion | Banking crisis | Bailout | Systemically important banks (SIBs) | Systemic risk | Financial networks | New York Clearing House | Panic of 1884 | Liquidity provision | BUSINESS, FINANCE | STABILITY | ECONOMICS | Banks (Finance) | United States economic conditions
Journal Article
Journal of Financial Stability, ISSN 1572-3089, 12/2016, Volume 27, pp. 198 - 216
We examine the role of imposing tighter limits on interbank exposures in reducing contagion and aggregate losses. In our model contagion risk arises as a... 
Systemically important banks (SIBs) | Network models | Systemic risk | Financial contagion | Large exposures limit | BUSINESS, FINANCE | NETWORK | MARKET | CONTAGION | RISK | ECONOMICS | Banks (Finance) | Analysis
Journal Article
11/2014, Oxford Handbooks in Finance, ISBN 0199688508, Volume 1
Policymakers around the world continue to respond vigorously to the problems in financial systems brought into high relief by the global financial crisis which... 
G20 | FSB | systemically important financial institutions | systemically important banks | World Bank survey | regulation and supervision
Book Chapter
Journal of Financial Stability, ISSN 1572-3089, 06/2016, Volume 24, pp. 158 - 169
The efficacy of the Financial Stability Board's proposed requirement for minimum “total loss absorbing capacity” (TLAC) at global systemically important banks... 
SPOE [single point of entry strategy] | G-SIBs [global systemically important banks] | TLAC [total loss absorbing capacity] | Bail-in capital | G-SIBS [global systemically important banks] | BUSINESS, FINANCE | ECONOMICS
Journal Article
Japan & The World Economy, ISSN 0922-1425, 11/2015, Volume 36, pp. 102 - 112
This paper contributes to the existing systemic risk literature by assessing the network structure of bilateral exposures in the Japanese interbank market,... 
Centrality measure | Modified susceptible-infected-removable (SIR) model | Globally systemically important banks (G-SIBs) | Systemic risk | Network topology | Degree distribution | ECONOMICS
Journal Article
Journal of Banking and Finance, ISSN 0378-4266, 12/2015, Volume 61, pp. 221 - 236
This paper provides evidence on how the new international regulation on Global Systemically Important Banks (G-SIBs) impacts the market value of large banks.... 
G-SIB | Unintended consequences | Bank regulation | Too-Big-to-Fail | Global Systemically Important Bank | TBTF | Global systemically important bank | RISK | DEBT | MARKET DISCIPLINE | EVENT | BAILOUTS | STOCK RETURNS | BUSINESS, FINANCE | COST | MORAL HAZARD | DEPOSIT INSURANCE | MERGERS | ECONOMICS | Valuation | Laws, regulations and rules | Banks (Finance)
Journal Article
Journal of Banking Regulation, ISSN 1745-6452, 11/2017, Volume 18, Issue 4, pp. 302 - 309
In the aftermath of the global financial crisis, US regulators have required banks to disclose more details regarding the valuation techniques of their traded... 
Return on equity | Great recession | Game theory | Valuation techniques | Global systemically important banks | Banks | Economic models | Asset liability management | Valuation methods
Journal Article
International Review of Financial Analysis, ISSN 1057-5219, 01/2016, Volume 43, pp. 146 - 158
In this paper, we investigate the credit growth of foreign-owned banks in Central, Eastern, and South-Eastern Europe from 2000 to 2014. We intend to show... 
Subsidiary | Credit growth | Global systemically important banks | Parent company | ENTRY | PERFORMANCE | STABILITY | RISK | BUSINESS, FINANCE | MARKET POWER | SECTORS | OWNERSHIP | LATIN-AMERICA | EFFICIENCY | Foreign banks
Journal Article
06/2017, ISBN 9781119348504, 13
This chapter explores systemically important entities in depth, including Systemically Important Financial Institutions (SIFIs), Systemically Important... 
systemically important entities | globally systemically important banks | U.S. financial stability oversight council | systemically important financial market utilities | systemically important financial institutions
Book Chapter
06/2017, ISBN 9781119348504, 13
The impact of systemic risk depends very much on the collective behavior of financial institutions and their interconnectedness as well as on the interaction... 
credit crisis | globally systemically important banks | indirect interconnectedness risk | direct interconnectedness risk | systemic risk | operational interconnectedness risk
Book Chapter
Modern Economics, 07/2019, Volume 15, pp. 27 - 35
Introduction. Banks have a significant impact on a nation’s production and economic situation. This phenomenon can be explained by the fact that the spread of... 
economic crisis | economic system | systemically important banks | banking crisis | banking system | macroeconomic indicators
Journal Article
Economic Modelling, ISSN 0264-9993, 08/2017, Volume 64, pp. 589 - 600
The issue of identifying systemically important banks has gained prominence since the recent global financial crisis in 2007. However, the extant methods... 
Bank risk | Systemically important banks | Systemic risk | Contagion risk | FINANCIAL NETWORKS | MARKET | CONTAGION | RISK | INTERBANK EXPOSURES | INSTITUTIONS | TOO BIG | SYSTEMS | ECONOMICS | FAIL | Banks (Finance)
Journal Article
Economic Modelling, ISSN 0264-9993, 06/2017, Volume 63, pp. 191 - 205
This paper presents evidence that extreme negative shocks for the global systemically important banks (GSIBs) are contagious to Australian banks. Our logit... 
Global systemically important banks (GSIBs) | Extreme events | Extreme value theory (EVT) | Australian banks | GARCH | Distance to default (DD) | Logistic regression model | TERM STRUCTURE | CRISIS | ECONOMICS | DEBT | FINANCIAL CONTAGION | Banks (Finance) | Stock markets | Medium term notes | Foreign banks
Journal Article
Journal of Policy Modeling, ISSN 0161-8938, 01/2019, Volume 41, Issue 1, pp. 197 - 218
Contrary to the general belief, systemic risk does not only regard the risk posed by balance sheet relationships and interdependencies among institutions. It... 
Tensor decomposition | Interbank market | Early warnings | Evolving networks | Systemically important financial institutions | DECOMPOSITIONS | ECONOMICS | Banks (Finance) | Algorithms | Financial markets
Journal Article
Journal of Banking and Finance, ISSN 0378-4266, 02/2020, Volume 111, p. 105723
How have financial markets reacted to the disclosure of the list of Other Systemically Important Institutions by the European Banking Authority? With an event... 
CDS spreads | Other systemically important institutions | Abnormal returns | Event study | Bank stock prices
Journal Article
Procedia Computer Science, ISSN 1877-0509, 2015, Volume 55, pp. 72 - 81
After the recent global financial crisis, great focus has been raised on the identification of systemically important banks. Therefore, simple and intuitive... 
Chinese banking system | systemic risk | systemically important banks | Systemic risk | Systemically important banks
Journal Article
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