Concepedia

Systemic Risk Modeling

Systemic Risk Modeling is a formal analytical framework within risk modeling that specifically quantifies the potential for widespread financial instability arising from interdependent failures across institutions or markets, distinguished from other risk models by its focus on cascading effects and structural interconnections within the financial system.

607

Publications

49.2K

Citations

1.1K

Authors

629

Institutions

Publications per year

2017–2026

230

Parents

Publications

607

A Macroeconomic Model with a Financial Sector

Markus K. Brunnermeier, Yuliy Sannikov · American Economic Review · 2014 · 2K citations

, , +17

Systemic Risk and Stability in Financial Networks

Daron Acemoğlu, Asuman Ozdaglar, Alireza Tahbaz-Salehi · American Economic Review · 2015 · 1.9K citations

, , +17

Measuring Systemic Risk

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

, , +17

Systemic Risk in Financial Systems

Larry Eisenberg, Thomas H. Noe · Management Science · 2001 · 1.4K citations

, , +16

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

1–5 of 607

Authors

1.1K

  1. SB
    Stefano Battiston

    University of Zurich, Switzerland

    17 publications · 3.1K citations

    16

    h-index

  2. GC
    Guido Caldarelli

    IMT School for Advanced Studies Lucca, Italy

    10 publications · 1.6K citations

    10

    h-index

  3. RF
    Robert F. Engle

    New York University, United States

    9 publications · 3.8K citations

    9

    h-index

  4. MK
    Markus K. Brunnermeier

    Princeton University, United States

    9 publications · 2.8K citations

    9

    h-index

  5. JE
    Joseph E. Stiglitz

    Columbia University, United States

    8 publications · 1.5K citations

    8

    h-index

1–5 of 1.1K

Institutions

629

  1. National Bureau of Economic Research

    Cambridge, United States

    22 h-index

    35 publications

    4.5K citations

  2. European Central Bank

    Frankfurt am Main, Germany

    19 h-index

    33 publications

    3.6K citations

  3. Centre for Economic Policy Research

    London, United Kingdom

    17 h-index

    26 publications

    2.6K citations

  4. Columbia University

    New York, United States

    17 h-index

    25 publications

    5.6K citations

  5. Federal Reserve Board of Governors

    Washington D.C., United States

    16 h-index

    24 publications

    2.5K citations

  6. Massachusetts Institute of Technology

    Cambridge, United States

    15 h-index

    28 publications

    9.7K citations

  7. University of Oxford

    Oxford, United Kingdom

    14 h-index

    18 publications

    1.8K citations

  8. Federal Reserve

    Washington D.C., United States

    14 h-index

    21 publications

    2K citations

1–8 of 629

Venues

  1. SSRN Electronic Journal

    Repository · 135 publications · 9.3K citations

    47

    h-index

  2. Journal of Banking & Finance

    21 publications · 3.9K citations

    20

    h-index

  3. Journal of Financial Stability

    20 publications · 1.8K citations

    19

    h-index

  4. RePEc: Research Papers in Economics

    Repository · 14 publications · 298 citations

    13

    h-index

  5. 13

    h-index

1–5