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BusinessFinanceRisk ManagementBankingFinancial EconomicsFinancial Risk ManagementBank Risk ManagementCredit MarketsCredit RiskEquity RiskFinancial RiskSystemic RiskBanking Book Credit RiskBanking Book RiskSecuritization RiskSystemic Risk Effects
17
Risk and Valuation of Collateralized Debt Obligations
Darrell Duffie, Nicolae Gârleanu · Financial Analysts Journal · 2001 · 630 citations
Management, Finance, Risk Management +17
Credit Market Competition and Capital Regulation
Franklin Allen, Elena Carletti, Robert Marquez · Review of Financial Studies · 2009 · 628 citations
Measuring systemic risk: A risk management approach
Alfred Lehar · Journal of Banking & Finance · 2005 · 514 citations
Business, Finance, Risk Management +17
Olivier de Bandt · Econstor (Econstor) · 2000 · 388 citations · Full text
Stuart Greenbaum, Anjan V. Thakor · Journal of Banking & Finance · 1987 · 314 citations