16-074/IV - Network, Market, and Book-Based Systemic Risk Rankings

• Authors
  Michiel C.W. van de Leur, VU University Amsterdam, the Netherlands; Andre Lucas, VU University Amsterdam, the Netherlands
• Publication date
  September 8, 2016

• Keywords
  Systemically Important Financial Institutions (SIFI), European banking sector, systemic risk rankings, network based risk measures
• JEL
  G01, G21