Operational Risk is More Systemic than You Think: Evidence from U.S. Bank Holding Companies

CoVaR

Tobias Adrian, Markus K. Brunnermeier · American Economic Review · 2016 · 2.3K citations

Computing, Visualization, Human-computer Interaction +16

Inside the black box: What explains differences in the efficiencies of financial institutions?

Allen N. Berger, Loretta J. Mester · Journal of Banking & Finance · 1997 · 2.3K citations · Full text

Business, Business Economics, Economics +16

Measuring Systemic Risk

Viral V. Acharya, Lasse Heje Pedersen, Thomas Philippon et al. · Review of Financial Studies · 2016 · 1.8K citations · Full text

Business, Economics, Finance +17

Assessing the Probability of Bankruptcy

Stephen A. Hillegeist, Elizabeth K. Keating, Donald P. Cram et al. · Review of Accounting Studies · 2004 · 1.3K citations

Business, Accountancy, Accounting +15

SRISK: A conditional capital shortfall measure of systemic risk

Christian T. Brownlees, Robert F. Engle · IRIS - Institutional Research Information System (Libera Università Internazionale degli Studi Sociali Guido Carli) · 2017 · 1.3K citations

Business, Business Economics, Finance +16