Systemically Important Banks
Systemically Important Banks is a regulatory category of banks that, owing to their size, complexity, limited substitutability, and degree of interconnectedness within the financial system, are assessed as having the potential that their distress or disorderly failure would cause significant disruption to the broader financial system and real economy.
748
Publications
49.3K
Citations
1.3K
Authors
667
Institutions
Publications per year
2017–2026
278
748
Systemic risk in banking ecosystems
Andrew Haldane, Robert M. May · Nature · 2011 · 1.5K citations
Business, Finance, Risk Management +14
Systemic Banking Crises Database
Luc Laeven, Fabián Valencia · IMF Economic Review · 2013 · 1.2K citations · Full text
Systemic Banking Crises Database II
Luc Laeven, Fabián Valencia · IMF Economic Review · 2020 · 1.1K citations
1–5 of 748
1.3K
14
h-index
10
h-index
8
h-index
7
h-index
6
h-index
1–5 of 1.3K
667

International Monetary Fund
Washington D.C., United States
30 h-index
71 publications
8.4K citations
European Central Bank
Frankfurt am Main, Germany
20 h-index
45 publications
3.3K citations

National Bureau of Economic Research
Cambridge, United States
19 h-index
46 publications
2.1K citations
Centre for Economic Policy Research
London, United Kingdom
18 h-index
29 publications
1.8K citations

Bank of Italy
Rome, Italy
16 h-index
26 publications
2.6K citations

Tilburg University
Tilburg, The Netherlands
15 h-index
22 publications
4.7K citations
Bank for International Settlements
Basel, Switzerland
14 h-index
26 publications
1.6K citations
University of Zurich
Zurich, Switzerland
14 h-index
31 publications
1.4K citations
1–8 of 667
63 publications · 7.7K citations
40
h-index
Repository · 152 publications · 5.3K citations
39
h-index
34 publications · 2.2K citations
26
h-index
Repository · 26 publications · 1.2K citations
16
h-index
16 publications · 522 citations
14
h-index
1–5