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
Parents
131
Interbank Lending and Systemic Risk
Jean Rochet, Jean Tirole · Journal of money credit and banking · 1996 · 660 citations
Failure and Rescue in an Interbank Network
L. C. G. Rogers, Luitgard Anna Maria Veraart · Management Science · 2012 · 417 citations
1–5 of 131
201
4
h-index
London School of Economics and Political Science, United Kingdom
4 publications · 515 citations
4
h-index
4
h-index
3
h-index
3
h-index
1–5 of 201
146

International Monetary Fund
Washington D.C., United States
11 h-index
19 publications
2.8K citations
Centre for Economic Policy Research
London, United Kingdom
8 h-index
11 publications
754 citations
Federal Reserve
Washington D.C., United States
7 h-index
7 publications
1.8K citations
Federal Reserve Board of Governors
Washington D.C., United States
7 h-index
7 publications
1.8K citations
London School of Economics and Political Science
London, United Kingdom
6 h-index
8 publications
628 citations

National Bureau of Economic Research
Cambridge, United States
6 h-index
10 publications
404 citations
European Central Bank
Frankfurt am Main, Germany
5 h-index
7 publications
295 citations
Columbia University
New York, United States
5 h-index
5 publications
142 citations
1–8 of 146
Repository · 41 publications · 1.6K citations
22
h-index
5 publications · 475 citations
5
h-index
Repository · 4 publications · 402 citations
4
h-index
3 publications · 1.6K citations
3
h-index
2 publications · 468 citations
2
h-index
1–5