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Defining and Measuring Systemic Risk

In: Handbook of Central Banking, Financial Regulation and Supervision

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  • Sylvester Eijffinger

Abstract

This stimulating and original Handbook offers an updated and systematic discussion of the relationship between central banks, financial regulation and supervision after the global financial crisis.

Suggested Citation

  • Sylvester Eijffinger, 2011. "Defining and Measuring Systemic Risk," Chapters, in: Sylvester Eijffinger & Donato Masciandaro (ed.), Handbook of Central Banking, Financial Regulation and Supervision, chapter 11, Edward Elgar Publishing.
    • Handle: RePEc:elg:eechap:14064_11
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    References listed on IDEAS

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    1. Franklin Allen & Douglas Gale, 2000. "Financial Contagion," Journal of Political Economy, University of Chicago Press, vol. 108(1), pages 1-33, February.
    2. Claudio E. V. Borio & Philip Lowe, 2004. "Securing sustainable price stability: should credit come back from the wilderness?," BIS Working Papers 157, Bank for International Settlements.
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    Cited by:

    1. Avadanei, Anamaria & Ghiba, Nicolae, 2010. "Evaluating and managing systemic risk in the European Union," MPRA Paper 28657, University Library of Munich, Germany.
    2. Ahelegbey, Daniel Felix & Giudici, Paolo & Mojtahedi, Fatemeh, 2021. "Tail risk measurement in crypto-asset markets," International Review of Financial Analysis, Elsevier, vol. 73(C).

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