New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability

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Funding Liquidity Risk in a Quantitative Model of Systemic Stability (2009, methodology): “This approach can be applied to individual banks (Segoviano and Padilla (2006); Elsinger et al (2006b) and Frisell et al (2007) or to sectors of the economy (Gray et al 2007)).”
Towards a Framework for Quantifying Systemic Stability (2012, methodology): “This “asset-pricing” approach can be applied to individual banks (Elsinger, Lehar, and Summer 2006a; Segoviano and Padilla 2006; Frisell et al. 2007) or indeed entire sectors of the economy ( Gray, Merton, and Bodie 2007 ).”
Systemic Risk Measures: The Simpler the Better? (2013, methodology): “Similar approaches have been taken by Allenspach and Monnin (2007) or Gray, Merton, and Bodie (2008), among others.”
Measures of financial stability - a review (2009, methodology): “…Financial Soundness Indicators developed by the IMF (IMF (2006)) are examples of such indicators, as are the monitoring variables used in Hawkins and Klau (2000), Nelson and Perli (2005) and Gray et al (2007) which focus on market pressures, external vulnerability and banking system vulnerability.”
Systemic Risk and Bank Size (2018, unknown): “Indeed, Hansen (2013) warns that model misspecification can be a serious challenge when trying to devise systemic risk measures.”