Banking and Currency Crises and Systemic Risk: A Taxonomy and Review

By G. Kaufman. 2000

111 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/e294365c9e194ef7d878d0115f00cecd27a128c3

Citations in the corpus

• Estimating Systemic Risk in the International Financial System (2005, unknown): “For example, Kaufman (2000) describes systemic risks that can arise from a “big shock” (e.g., failure of a major bank ), “spillovers” (e.g., East Asian contagion), and “common shock” (e.g., 9/11).”
• Systemic Risk Measures: The Simpler the Better? (2013, unknown): “A different approach is taken by Kaufman (2000) and Kaufman and Scott (2003), who define systemic risk as “the risk or probability of breakdown in an entire system and it is evidenced by comovements (correlations) among most or all the parts”.”