Concepedia

Identification of systemically important financial institutions in a multiplex financial network: A multi-attribute decision-based approach

Cheng Jiang, Qian Sun, Tanglin Ye, Qingyun Wang

Physica A Statistical Mechanics and its Applications · 2023 · 12 citations · 40 references

Concepts

BusinessFinanceFinancial ManagementFinancial AnalyticsFinancial EconomicsMulti-criteria Decision MakingCapital MarketsDecision Matrix AnalysisFinancial RiskMulti-criteria Decision AnalysisSystemic RiskSystemically Important BanksMultiplex Network AnalysisMultiplex NetworksSystemic Importance DesignationSystemic Risk AggregationSystemic Risk IndicatorsSystemic Risk ModelingSystemically Important Financial Institution Oversight

References

40

On the network topology of variance decompositions: Measuring the connectedness of financial firms

Francis X. Diebold, Kamil Yılmaz · Journal of Econometrics · 2014 · 4.4K citations

Business, Economics, Finance +17

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

Computing, Visualization, Human-computer Interaction +16

Hierarchical structure in financial markets

Rosario N. Mantegna · The European Physical Journal B · 1999 · 2K citations · Full text

Business, Economics, Finance +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

Systemic Risk in Financial Systems

Larry Eisenberg, Thomas H. Noe · Management Science · 2001 · 1.4K citations

Business, Economics, Finance +16