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Document Title    Author Publication Date   
"Near-Coincident" Indicators of Systemic Stress [Kodres, Laura][Canetti, Elie][Mitra, Srobona][Arsov, Ivailo] May 2013
'Herd mentality' to blame for crisis [Hancock, Ciaran] 4/20/2011 4:52:50 AM
A Critical Note on Delta-CoVaR [Jaeger-Ambrozewicz, Manfred-Erich] January 2013
A Framework for Assessing the Systemic Risk of M.. [Huang, Xin][Zhu, Haibin][Zhou, Hao] April 2009
A Framework for Macroprudential Bank Solvency St.. [Jobst, Andreas][Ong, Li Lian][Schmieder, Christian] March 2013
A Framework for Stress Testing Banks' Credit.. [Wong, Jim][Choi, Ka-fai][Fong, Tom] October 2006
A Framework for Stress Testing the UK Banking Sy.. [Bank of England] October 2013
A Macro Stress Testing Framework for Assessing S.. [Henry, Jerome][Kok, C_hristoffer] October 2013
A macro stress testing model with feedback effec.. [Kida, Mizuho] May 2008
A Macroeconomic Credit Risk Model for Stress Tes.. [Havrylchyk, Olena] March 2010
A Measure of Financial Stress in Hong Kong Finan.. [Yiu, Matthew S.][Ho, Wai-Yip Alex][Jin, Lu] March 2010
A New Approach to Assessing Risks to Financial S.. [Haldane, Andrew G.][Pezzini, Silvia][Hall, Simon] April 2007
A New Heuristic Measure of Fragility and Tail Ri.. [Taleb, Nassim N.][Schmieder, Christian][Kinda, Tidiane][Canetti, Elie][Loukoianova, Elena] August 2012
A Non-Cyclical Capital Adequacy Rule and the Ave.. [Douady, Raphael] December 2009
A Simple Indicator of Systemic Risk [Patro, Dilip K.][Qi, Min][Sun, Xian] March 2010
A Study of Panel Logit Model and Adaptive Neuro-.. [Giovanis, Eleftherios] April 2010
A Survey of Systemic Risk Analytics [Flood, Mark][Lo, Andrew][Bisias, Dimitrios][Valavanis, Stavros] January 2012
A Survey of Systemic Risk Measures: Methodology.. [Uchida, Yoshihiko][Hattori, Akio][Kikuchi, Kentaro][Niwa, Fuminori] April 2014
A Theoretical and Empirical Comparison of System.. [Colletaz, Gilbert][Hurlin, C_hristophe][Benoit, Sylvain] December 2011
Agent-Based Risk Management - A Regulatory Appro.. [Theobald, Thomas] June 2012
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