Concepedia

Systemic Risk Indicators

Systemic Risk Indicators is a formal metric designed to measure the likelihood and potential impact of disruptions within financial systems that could impair the core functions of the economy, distinguishing it from firm-specific or idiosyncratic risk measures by capturing cross-institutional interdependencies, common exposures, and feedback mechanisms that propagate shocks across the financial network.

362

Publications

22.1K

Citations

765

Authors

460

Institutions

Publications per year

2017–2026

179

Parents

Publications

362

Systemic risk in banking ecosystems

Andrew Haldane, Robert M. May · Nature · 2011 · 1.5K citations

, , +14

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

Volatility, Correlation and Tails for Systemic Risk Measurement

Christian T. Brownlees, Robert F. Engle · SSRN Electronic Journal · 2011 · 696 citations · Full text

, , +17

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

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

1–5 of 362

Authors

765

  1. MK
    Manfred Kremer

    European Central Bank, Germany

    6 publications · 837 citations

    6

    h-index

  2. RF
    Robert F. Engle

    New York University, United States

    6 publications · 2.4K citations

    6

    h-index

  3. SM
    Serafín Martínez-Jaramillo

    Bank of Mexico, Mexico

    5 publications · 833 citations

    5

    h-index

  4. GD
    Gianni De Nicolò

    Johns Hopkins University, United States

    5 publications · 113 citations

    5

    h-index

  5. CT
    Christian T. Brownlees

    Universitat Pompeu Fabra, Spain

    5 publications · 2.3K citations

    5

    h-index

1–5 of 765

Institutions

460

  1. European Central Bank

    Frankfurt am Main, Germany

    16 h-index

    41 publications

    3.2K citations

  2. International Monetary Fund

    Washington D.C., United States

    13 h-index

    18 publications

    517 citations

  3. Bank for International Settlements

    Basel, Switzerland

    9 h-index

    14 publications

    760 citations

  4. Federal Reserve

    Washington D.C., United States

    8 h-index

    11 publications

    705 citations

  5. Federal Reserve Board of Governors

    Washington D.C., United States

    8 h-index

    10 publications

    678 citations

  6. Ca' Foscari University of Venice

    Venice, Italy

    8 h-index

    15 publications

    1.9K citations

  7. National Bureau of Economic Research

    Cambridge, United States

    7 h-index

    9 publications

    1.2K citations

  8. Tinbergen Institute

    Rotterdam, The Netherlands

    7 h-index

    13 publications

    742 citations

1–8 of 460

Venues

  1. SSRN Electronic Journal

    Repository · 79 publications · 4.7K citations

    32

    h-index

  2. Journal of Banking & Finance

    18 publications · 2.1K citations

    17

    h-index

  3. Finance research letters

    14 publications · 793 citations

    13

    h-index

  4. Journal of Financial Stability

    13 publications · 1.2K citations

    13

    h-index

  5. 12

    h-index

1–5