A risk assessment model for banks

120 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

A framework for assessing the systemic risk of major financial institutions (2009, background): “For instance, Goodhart et al. (2005, 2006), Goodhart (2006) and Lehar (2005) propose measures of financial fragility that apply at both the individual and aggregate levels.”
Towards a measure of financial fragility (2006, methodology): “12The interested reader can also refer to Goodhart et al (2005).”
Financial (In)Stability, Supervision and Liquidity Injections: A Dynamic General Equilibrium Approach (2008, unknown): “We therefore have a banking sector representation close to Goodhart et al. (2005), but we embed it in a fully micro-founded dynamic (intertemporal) stochastic general equilibrium model.”
A Simple Indicator of Systemic Risk (2013, unknown): “Other examples of model-based measures include Acharya et al. (2011), Allenspach and Monnin (2006), Aspachs et al. (2007), Avesani et al. (2006), Goodhart et al. (2005, 2006), Lehar (2005), Zambrana (2010) and Zhang et al. (2009 On the other hand, the difﬁculties in measuring systemic risk using…”