Concepedia

Systemic Risk Identification

Systemic Risk Identification is a methodological framework within risk identification that systematically detects and analyzes interdependent vulnerabilities and failure pathways across interconnected components in complex systems, distinguishing it from localized or isolated risk assessment approaches.

204

Publications

11.3K

Citations

393

Authors

271

Institutions

Publications per year

2017–2026

100

Parents

Publications

204

SRISK: A conditional capital shortfall measure of systemic risk

Christian T. Brownlees, Robert F. Engle · IRIS - Institutional Research Information System (Libera Università Internazionale degli Studi Sociali Guido Carli) · 2017 · 1.3K citations

, , +16

A Survey of Systemic Risk Analytics

Dimitrios Bisias, Mark D. Flood, Andrew W. Lo et al. · Annual Review of Financial Economics · 2012 · 661 citations

, , +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

, , +17

A Survey of Systemic Risk Analytics

Dimitrios Bisias, Mark D. Flood, Andrew W. Lo et al. · SSRN Electronic Journal · 2012 · 345 citations · Full text

, , +17

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

1–5 of 204

Authors

393

  1. GD
    Gianni De Nicolò

    Johns Hopkins University, United States

    9 publications · 538 citations

    9

    h-index

  2. MS
    Martin Schüler

    Essen University Hospital, Germany

    4 publications · 72 citations

    5

    h-index

  3. PF
    Philip F. Bartholomew

    Congressional Budget Office, United States

    4 publications · 425 citations

    4

    h-index

  4. ML
    Marcella Lucchetta

    Ca' Foscari University of Venice, Italy

    4 publications · 91 citations

    4

    h-index

  5. MZ
    Mary Zephirin

    Johns Hopkins University, United States

    4 publications · 425 citations

    4

    h-index

1–5 of 393

Institutions

271

  1. International Monetary Fund

    Washington D.C., United States

    8 h-index

    11 publications

    377 citations

  2. Johns Hopkins University

    Baltimore, United States

    7 h-index

    7 publications

    328 citations

  3. William Carey University

    Hattiesburg, United States

    6 h-index

    6 publications

    308 citations

  4. European Central Bank

    Frankfurt am Main, Germany

    6 h-index

    8 publications

    821 citations

  5. University of Zurich

    Zurich, Switzerland

    5 h-index

    8 publications

    495 citations

  6. City University of Hong Kong

    Hong Kong, Hong Kong

    5 h-index

    10 publications

    420 citations

  7. Nankai University

    Tianjin, China

    4 h-index

    7 publications

    245 citations

  8. University of Essex

    Colchester, United Kingdom

    4 h-index

    6 publications

    110 citations

1–8 of 271

Venues

  1. SSRN Electronic Journal

    Repository · 33 publications · 1.3K citations

    20

    h-index

  2. IMF Working Paper

    7 publications · 169 citations

    7

    h-index

  3. Journal of Financial Stability

    7 publications · 677 citations

    7

    h-index

  4. Journal of Banking & Finance

    7 publications · 607 citations

    7

    h-index

  5. Pacific-Basin Finance Journal

    5 publications · 144 citations

    5

    h-index

1–5