The Systemic Importance of Financial Institutions

By Nikola Tarashev, C. Borio, Kostas Tsatsaronis. 2009

185 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/26c15d5e8066b3f3854adc1526802d900e8596e3

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Citations in the corpus

Assessing the Contribution of Banks, Insurance and Other Financial Services to Systemic Risk (2014, unknown): “In particular, Tarashev et al. (2009) conduct simulations of a stylized banking system and use the Shapley value, a concept originating from game theory.”
Systemic Risk Contributions (2011, unknown): “As shown in Tarashev et al. (2009a), this additivity property is desirable from an operational perspective because it allows the macroprudential tools to be implemented at individual bank levels.”
Bank Risk During the Financial Crisis: Do Business Models Matter? (2011, background): “Large banks might have also probably been more often considered as “too big to fail”, and thus deemed more likely to be rescued (Huang, et al., 2011; Demirgüc-Kunt and Huizinga, 2010; Tarashev et al., 2009).”
Do Banks Benefit from Internationalization? Revisiting the Market Power-Risk Nexus (2013, unknown): “Apart from the aggregate measure of cross-border assets, we also consider the share of cross-border assets held by the domestic headquarters, foreign branches, and foreign subsidiaries separately.”
Implementing a Macroprudential Framework: Blending Boldness and Realism (2011, unknown): “Taken from Tarashev and Zhu (2008). 10 10 banks headquartered in the United States.”
Algorithms to estimate Shapley value feature attributions (2022, background): “Shapley values offer a compelling way to spread credit in coalitional games, and they have been widely adopted in fields including computational biology [36, 37], finance [38, 39], and more [40, 41].”
Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis (2009, unknown): “As also shown in Tarashev et al. (2009a), this additivity property is desirable from an operational perspective, because it allows the macro-prudential tools to be implemented at individual bank levels.”
Regulatory Capital Charges for Too-Connected-To-Fail Institutions: A Practical Proposal (2010, unknown): “See Tarashev, Borio, and Tsatsaronis (2009), and Gauthier, Lehar, and Souissi (2009) for details and further references.”