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International Integration, Common Exposure and Systemic Risk in the Banking Sector

In: Globalization And Systemic Risk

Author

Listed:
  • Nicole Allenspach

    (Swiss National Bank, Financial Stability, Switzerland)

  • Pierre Monnin

    (Swiss National Bank, Financial Stability, Switzerland)

Abstract

The following sections are included:IntroductionMethodologyDataCommon Exposure to ShocksEvolution of Systemic RiskAre Common Exposure and Systemic Risk Related?ConclusionReferences

Suggested Citation

  • Nicole Allenspach & Pierre Monnin, 2009. "International Integration, Common Exposure and Systemic Risk in the Banking Sector," World Scientific Book Chapters, in: Douglas D Evanoff & David S Hoelscher & George G Kaufman (ed.), Globalization And Systemic Risk, chapter 16, pages 233-249, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789812833389_0016
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    Citations

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    Cited by:

    1. Andrieş, Alin Marius & Chiper, Alexandra Maria & Ongena, Steven & Sprincean, Nicu, 2024. "External wealth of nations and systemic risk," Journal of Financial Stability, Elsevier, vol. 70(C).
    2. Toni Gravelle & Fuchun Li, 2011. "Measuring Systemic Importance of Financial Institutions: An Extreme Value Theory Approach," Staff Working Papers 11-19, Bank of Canada.
    3. Huang, Xin & Zhou, Hao & Zhu, Haibin, 2009. "A framework for assessing the systemic risk of major financial institutions," Journal of Banking & Finance, Elsevier, vol. 33(11), pages 2036-2049, November.
    4. Rodríguez-Moreno, María & Peña, Juan Ignacio, 2013. "Systemic risk measures: The simpler the better?," Journal of Banking & Finance, Elsevier, vol. 37(6), pages 1817-1831.
    5. Fuad Aleskerov & Natalia Meshcheryakova & Alisa Nikitina & Sergey Shvydun, 2016. "Key Borrowers Detection by Long-Range Interactions," HSE Working papers WP BRP 56/FE/2016, National Research University Higher School of Economics.
    6. Yang, Hsin-Feng & Liu, Chih-Liang & Yeutien Chou, Ray, 2020. "Bank diversification and systemic risk," The Quarterly Review of Economics and Finance, Elsevier, vol. 77(C), pages 311-326.
    7. Patro, Dilip K. & Qi, Min & Sun, Xian, 2013. "A simple indicator of systemic risk," Journal of Financial Stability, Elsevier, vol. 9(1), pages 105-116.

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