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 …

Financial systemic risk is an important issue in economics and financial systems. Trying to
detect and respond to systemic risk with growing amounts of data produced in financial …

The financial crisis led to a number of new systemic risk measures and a renewed concern
over the risk of contagion. This paper surveys the systemic risk literature with a focus on the …

The interbank market has a natural multiplex network representation. We employ a unique
database of supervisory reports on Italian banks to the Banca d'Italia that includes all …

The banking system is highly interconnected and these connections can be conveniently
represented as an interbank network. This survey presents a systematic overview of the …

We propose a framework for estimating time-varying systemic risk contributions that is
applicable to a high-dimensional and interconnected financial system. Tail risk …

This paper investigates the network structure of interbank markets. Using a dataset of
interbank exposures in the Netherlands, we corroborate the recent hypothesis that the core …

Whoever wants to come to a good and sound conclusion must not make up his mind before
paying attention to all arguments, or (as the say goes)“bring the verdict to Senate from …

This paper is an exploratory analysis of the role that banks play in supporting what Jevons
called the “mechanism of exchange.” It considers a model economy in which exchange …

In this paper, we gauge the degree of interconnectedness and quantify the linkages
between global and other systemically important institutions, and the global financial system …