Where the Risks Lie: A Survey on Systemic Risk

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Measuring the frequency dynamics of financial connectedness and systemic risk (2015, positive): “As noted by Benoit et al. (2016), system-wide connectedness, or systemic risk, is often seen as a “hard-to-define-but-you-knowit-when-you-see-it” concept.”
Is There a Competition-Stability Trade-Off in European Banking? (2017, neutral): “3For a very complete review, see Benoit et al. (2015).”
Banks’ Noninterest Income and Systemic Risk (2020, background): “…Kelly, and Pruitt (2016) find that systemic risk measures have a strong association with the downside risk of future macroeconomic shocks, whereas Benoit et al. (2017) and Kupiec and Guntay (2016) find these systemic risk measures have limited ability to accurately estimate financial distress…”