Identifying Systemically Important Financial Institutions (SIFIs)
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Citations
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Cited by:
- Michal Skorepa & Jakub Seidler, 2015.
"Capital buffers based on banks’ domestic systemic importance: selected issues,"
Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 7(3), pages 207-220, August.
- Michal Skorepa & Jakub Seidler, 2014. "Capital Buffers Based on Banks' Domestic Systemic Importance: Selected Issues," Research and Policy Notes 2014/01, Czech National Bank.
- Anna Buriak & Serhiy Lyeonov & Tetiana Vasylieva, 2015. "Systematically Important Domestic Banks: An Indicator-Based Measurement Approach for the Ukrainian Banking System," Prague Economic Papers, Prague University of Economics and Business, vol. 2015(6), pages 715-728.
- Jobst, Andreas A., 2014.
"Measuring systemic risk-adjusted liquidity (SRL)—A model approach,"
Journal of Banking & Finance, Elsevier, vol. 45(C), pages 270-287.
- Andreas Jobst, 2012. "Measuring Systemic Risk-Adjusted Liquidity (SRL): A Model Approach," IMF Working Papers 2012/209, International Monetary Fund.
- Renata Karkowska, 2014.
"The Analytical Framework For Identifying And Benchmarking Systemically Important Financial Institutions In Europe,"
Faculty of Management Working Paper Series
42014, University of Warsaw, Faculty of Management.
- Karkowska, Renata, 2014. "The analytical framework for identifying and benchmarking systemically important financial institutions in Europe," MPRA Paper 58819, University Library of Munich, Germany.
- Lu, Jing & Hu, Xiaohong, 2014. "Novel three-bank model for measuring the systemic importance of commercial banks," Economic Modelling, Elsevier, vol. 43(C), pages 238-246.
- Zlatuse Komarkova & Vaclav Hausenblas & Jan Frait, 2012. "How To Identify Systemically Important Financial Institutions," Occasional Publications - Chapters in Edited Volumes, in: CNB Financial Stability Report 2011/2012, chapter 0, pages 100-111, Czech National Bank.
- Andreas Jobst & Mr. Dale F Gray, 2013. "Systemic Contingent Claims Analysis: Estimating Market-Implied Systemic Risk," IMF Working Papers 2013/054, International Monetary Fund.
- Camilo Eduardo Sánchez-Quinto, 2022. "SRISK: una medida de riesgo sistémico para la banca colombiana 2005-2021," Borradores de Economia 1207, Banco de la Republica de Colombia.
- Jobst, Andreas A., 2013. "Multivariate dependence of implied volatilities from equity options as measure of systemic risk," International Review of Financial Analysis, Elsevier, vol. 28(C), pages 112-129.
- Jan Koleśnik & Anna Dąbkowska, 2021. "Methods for alleviating the problem of Too big to fail in Germany," Journal of Banking Regulation, Palgrave Macmillan, vol. 22(1), pages 11-23, March.
- Stefano Gurciullo, 2014. "Stess-testing the system: Financial shock contagion in the realm of uncertainty," Papers 1412.1679, arXiv.org.
- Jacob Kleinow & Andreas Horsch & Mario Garcia-Molina, 2017. "Factors driving systemic risk of banks in Latin America," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 41(2), pages 211-234, April.
- Nastansky, Andreas, 2014. "Systemisches Risiko und systemrelevante Finanzinstitute," Arbeitspapiere der FOM 50, FOM Hochschule für Oekonomie & Management.
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More about this item
Keywords
financial institutions; SIFIs; non-bank; market infrastructures; academia; policy; basel committee; banking supervision; systematic risk; Liquidity transformation; financial; Hedge funds; insurance companies; global economy; methodologies; public good; externalities; systemically important financial institutions;All these keywords.
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