Expected default based score for identifying systemically important banks

CoVaR

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Empirical Finance, Economics, Financial Economics +13

Systemic Risk in Financial Systems

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Economics, Financial System, Financial Economics +15

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Economics, German Interbank Market, International Finance +12

Interbank Exposures: Quantifying the Risk of Contagion

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Financial System, Economics, Interbank Exposures +14

Risk Assessment for Banking Systems

Helmut Elsinger, Alfred Lehar, Martin Summer · Management Science · 2006 · 646 citations

Risk Model Validation, Financial Risk Management, Austrian Banks +23