Concepedia

Systemic Risk Aggregation

Systemic Risk Aggregation is a systematic framework for quantifying and integrating interdependent risks across interconnected entities or subsystems within a financial or organizational network, distinguishing itself by explicitly accounting for cascading failures, feedback loops, and endogenous risk amplification processes that arise from structural interconnections.

88

Publications

4.9K

Citations

189

Authors

151

Institutions

Publications per year

2017–2026

38

Parents

Publications

88

Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors

Monica Billio, Andrew W. Lo, Mila Getmansky Sherman et al. · SSRN Electronic Journal · 2011 · 641 citations · Full text

, , +16

Systemic risk and the macroeconomy: An empirical evaluation

Stefano Giglio, Bryan Kelly, Seth Pruitt · Journal of Financial Economics · 2016 · 561 citations

, , +14

The multi-layer network nature of systemic risk and its implications for the costs of financial crises

Sebastian Poledna, José Luis Molina-Borboa, Serafín Martínez-Jaramillo et al. · Journal of Financial Stability · 2015 · 323 citations · Full text

, , +16

Syndication, interconnectedness, and systemic risk

Jian Cai, Frederik Eidam, Anthony Saunders et al. · Journal of Financial Stability · 2017 · 254 citations

, , +12

Systemic Risk and the Macroeconomy: An Empirical Evaluation

Stefano Giglio, Bryan T. Kelly · SSRN Electronic Journal · 2012 · 164 citations · Full text

, , +14

1–5 of 88

Authors

189

  1. FF
    Falko Fecht

    Frankfurt School of Finance & Management, Germany

    3 publications · 65 citations

    3

    h-index

  2. JL
    Janet L. Yellen

    University of California, Berkeley, United States

    3 publications · 147 citations

    3

    h-index

  3. GL
    Germán López‐Espinosa

    Universidad de Navarra, Spain

    3 publications · 89 citations

    3

    h-index

  4. AR
    Antonio Rubia

    University of Alicante, Spain

    3 publications · 89 citations

    3

    h-index

  5. SG
    Stefano Giglio

    Yale University, United States

    3 publications · 755 citations

    3

    h-index

1–5 of 189

Institutions

151

  1. Centre for Economic Policy Research

    London, United Kingdom

    6 h-index

    7 publications

    387 citations

  2. University of Chinese Academy of Sciences

    Beijing, China

    4 h-index

    7 publications

    331 citations

  3. International Monetary Fund

    Washington D.C., United States

    4 h-index

    4 publications

    106 citations

  4. Frankfurt School of Finance & Management

    Frankfurt am Main, Germany

    4 h-index

    5 publications

    597 citations

  5. National Bureau of Economic Research

    Cambridge, United States

    4 h-index

    9 publications

    632 citations

  6. Chinese Academy of Sciences

    Beijing, China

    4 h-index

    12 publications

    477 citations

  7. Università Cattolica del Sacro Cuore

    Milan, Italy

    3 h-index

    2 publications

    41 citations

  8. New York University

    New York, United States

    3 h-index

    4 publications

    397 citations

1–8 of 151

Venues

  1. SSRN Electronic Journal

    Repository · 16 publications · 1.1K citations

    13

    h-index

  2. 7

    h-index

  3. Journal of Financial Stability

    4 publications · 803 citations

    4

    h-index

  4. Journal of Banking & Finance

    3 publications · 47 citations

    3

    h-index

  5. 3

    h-index

1–5