SSRN Electronic Journal · 2015 · 44 citations · 62 references
BusinessFinanceBankingFinancial EconometricsFinancial EconomicsBank Stress TestingFinancial DistressFinancial RiskStress TestingSystemic RiskSystemically Important BanksBanking System FragilityFinancial Distress MonitoringInterbank ExposuresInterbank Network ModelingStress Testing MethodologyStress Testing ModelsSystemic Risk IndicatorsSystemic Risk Stress Testing
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ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
Robert C. Merton · The Journal of Finance · 1974 · 11K citations · Full text
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Systemic Risk in Financial Systems
Larry Eisenberg, Thomas H. Noe · Management Science · 2001 · 1.4K citations
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Stefano Battiston, Michelangelo Puliga, Rahul Kaushik et al. · Scientific Reports · 2012 · 895 citations · Full text
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Prasanna Gai, Andrew Haldane, Sujit Kapadia · Journal of Monetary Economics · 2011 · 855 citations · Full text