Concepedia

Systemic Risk Forecasting

Systemic Risk Forecasting is a methodological framework within the field of financial risk analysis that specifically enables the prediction of cascading failures and widespread instability across interconnected financial institutions and markets by modeling the propagation mechanisms and structural vulnerabilities inherent to the financial system.

144

Publications

8.7K

Citations

308

Authors

232

Institutions

Publications per year

2017–2026

73

Parents

Publications

144

Measuring Systemic Risk

Viral V. Acharya, Lasse Heje Pedersen, Thomas Philippon et al. · Review of Financial Studies · 2016 · 1.8K citations · Full text

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A framework for assessing the systemic risk of major financial institutions

Xin Huang, Hao Zhou, Haibin Zhu · Journal of Banking & Finance · 2009 · 655 citations · Full text

, , +17

Does Systemic Risk in the Financial Sector Predict Future Economic Downturns?

Linda Allen, Turan G. Bali, Yi Tang · Review of Financial Studies · 2012 · 413 citations

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MACHINE LEARNING METHODS FOR SYSTEMIC RISK ANALYSIS IN FINANCIAL SECTORS

Gang Kou, Xiangrui Chao, Yi Peng et al. · Technological and Economic Development of Economy · 2019 · 316 citations · Full text

, , +17

The price of complexity in financial networks

Stefano Battiston, Guido Caldarelli, Robert M. May et al. · Proceedings of the National Academy of Sciences · 2016 · 220 citations · Full text

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1–5 of 144

Authors

308

  1. SB
    Stefano Battiston

    University of Zurich, Switzerland

    4 publications · 303 citations

    4

    h-index

  2. BS
    Bernd Schwaab

    European Central Bank, Germany

    4 publications · 91 citations

    4

    h-index

  3. AL
    André Lucas

    Tinbergen Institute, Netherlands

    4 publications · 91 citations

    4

    h-index

  4. SJ
    Siem Jan Koopman

    Vrije Universiteit Amsterdam, Netherlands

    4 publications · 91 citations

    4

    h-index

  5. ML
    Marcella Lucchetta

    Ca' Foscari University of Venice, Italy

    4 publications · 91 citations

    4

    h-index

1–5 of 308

Institutions

232

  1. European Central Bank

    Frankfurt am Main, Germany

    12 h-index

    14 publications

    637 citations

  2. London School of Economics and Political Science

    London, United Kingdom

    7 h-index

    11 publications

    593 citations

  3. Ca' Foscari University of Venice

    Venice, Italy

    7 h-index

    13 publications

    480 citations

  4. Vrije Universiteit Amsterdam

    Amsterdam, The Netherlands

    7 h-index

    12 publications

    310 citations

  5. Tinbergen Institute

    Rotterdam, The Netherlands

    6 h-index

    10 publications

    272 citations

  6. University of Oxford

    Oxford, United Kingdom

    5 h-index

    8 publications

    472 citations

  7. University College London

    London, United Kingdom

    5 h-index

    12 publications

    700 citations

  8. Systemic Risk Centre

    London, United Kingdom

    4 h-index

    8 publications

    457 citations

1–8 of 232

Venues

  1. SSRN Electronic Journal

    Repository · 33 publications · 1.2K citations

    19

    h-index

  2. Journal of Financial Stability

    6 publications · 325 citations

    6

    h-index

  3. International Review of Financial Analysis

    IRFA · 5 publications · 195 citations

    5

    h-index

  4. IMF Working Paper

    5 publications · 94 citations

    5

    h-index

  5. Scientific Reports

    5 publications · 415 citations

    5

    h-index

1–5