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Quantification of systemic risk from overlapping portfolios in the financial system

  • Published:2021-02 Issue: Volume:52 Page:100808
  • ISSN:1572-3089
  • Container-title:Journal of Financial Stability
  • language:en
  • Short-container-title:Journal of Financial Stability

Author:

Poledna Sebastian,Martínez-Jaramillo Serafín,Caccioli Fabio,Thurner Stefan

Funder

IIASA

National Member Organizations

Austrian FFG

Publisher

Elsevier BV

Subject

General Economics, Econometrics and Finance,Finance

Reference50 articles.

1. Measuring Systemic Risk. Tech. Rep., CEPR Discussion Papers;Acharya,2012

2. Taxing systemic risk;Acharya,2013

3. Covar. Tech. Rep.;Adrian,2011

4. Liquidity and leverage;Adrian;J. Financ. Intermed.,2010

5. Basel III: A Global Regulatory Framework for More Resilient Banks and Banking Systems;Bank for International Settlements,2010

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