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risk metrics computed from a copula-based model of dependence between financial firm returns and financial asset market … returns: climate transition expected returns, climate transition value-at-risk, and climate transition expected shortfall …. Empirical evidence for European financial firms over the period 2013-2020 indicates that the climate transition risk varies …

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Systemic risk and individual risk : a trade-off?

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Persistent issues with financial regulation

Hira, Anil; Gaillard, Norbert; Cohn, Theodore H. - In: The failure of financial regulation : why a major …, (pp. 1-35). 2019

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Enhancing prudential standards in financial regulations

Allen, Franklin; Goldstein, Itay; Jagtiani, Julapa; … - In: Journal of financial services research : JFSR 49 (2016) 2/3, pp. 133-149

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Systematic tail risk

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Climate change and financial systemic risk : evidence from US banks and insurers

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A heatmap for monitoring systemic financial stability risks in Ukraine

Geršl, Adam; Dadashova, Pervin; Bazhenova, Yuliya; … - In: Visnyk Nacionalʹnoho Banku Ukrai͏̈ny (2021) 253, pp. 27-46

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A survey of network-based analysis and systemic risk measurement

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Risk management through the lens of macroprudential policy

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Macroprudential regulation : a contradiction in its own terms

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