Systemic Importance: Some Simple Indicators

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Stress-Testing Macro Stress Testing: Does it Live Up to Expectations? (2012, unknown): “_____________________ 1 This box draws on Borio and Drehmann (2011).”
Where the Risks Lie: A Survey on Systemic Risk (2017, unknown): “Drehmann and Tarashev (2011) develop two interconnection and contagion measures.”
Bank Risk During the Financial Crisis: Do Business Models Matter? (2011, background): “B Asset structure Size can be an important determinant of banks’ risk (Huang et al., 2011; Drehmann and Tarashev, 2011; Tarashev et al., 2009).”