Systemic Risk Resolution

Systemic Risk Resolution is a formal framework within financial economics that identifies, assesses, and mitigates risks capable of triggering widespread disruption across interconnected institutions and markets, distinguishing itself from narrower risk management approaches by focusing on the stability of the financial system as a whole.

131

Publications

8.5K

Citations

201

Authors

146

Institutions

Publications per year

2017–2026

27

Authors

201

  1. AW
    Andrew W. Lo

    Massachusetts Institute of Technology, United States

    4 publications · 180 citations

    4

    h-index

  2. LA
    Luitgard Anna Maria Veraart

    London School of Economics and Political Science, United Kingdom

    4 publications · 515 citations

    4

    h-index

  3. LL
    Luc Laeven

    European Central Bank, Germany

    4 publications · 289 citations

    4

    h-index

  4. AN
    Allen N. Berger

    University of South Carolina, United States

    3 publications · 1.7K citations

    3

    h-index

  5. RS
    Rebecca S. Demsetz

    Health Decisions (United States), United States

    3 publications · 1.7K citations

    3

    h-index

1–5 of 201

Venues

  1. SSRN Electronic Journal

    Repository · 41 publications · 1.6K citations

    22

    h-index

  2. IMF Working Paper

    5 publications · 475 citations

    5

    h-index

  3. RePEc: Research Papers in Economics

    Repository · 4 publications · 402 citations

    4

    h-index

  4. Journal of Banking & Finance

    3 publications · 1.6K citations

    3

    h-index

  5. Management Science

    2 publications · 468 citations

    2

    h-index

1–5