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Computing the Probability of a Financial Market Failure: A New Measure of Systemic Risk

https://doi.org/10.2139/ssrn.3946914
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1 of 12 checkable references need attention · checked 2026-08-28

At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.

14 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

References needing attention

does not resolve to a known work10.1017/S0515036100013441
The 11 checked references that resolve
resolves10.1257/aer.20130456
Systemic Risk and Stability in Financial Networks
resolves10.1002/9781118258163
Restoring Financial Stability
resolves10.1111/jmcb.12038
What Is Systemic Risk?
resolves10.4064/am30-2-1
Dependent defaults and credit migrations
resolves10.1146/annurev-financial-110311-101754
A Survey of Systemic Risk Analytics
resolves10.1093/rof/8.4.537
Bankruptcy Prediction with Industry Effects
resolves10.1023/B:FINA.0000003319.53270.73
Market Pricing of Deposit Insurance
resolves10.1016/j.spa.2017.03.017
Dynamics of multivariate default system in random environment
resolves10.1146/annurev-financial-110217-023056
Systemic Risk 10 Years Later
resolves10.3905/jfi.2003.319362
A Simple Exponential Model for Dependent Defaults
resolves10.1086/209665
Forecasting Bankruptcy More Accurately: A Simple Hazard Model
The 14 references without a DOI — listed, not checked
no DOI — not checkedThe G-SIB assessment methodology -score calculation
no DOI — not checkedref5
no DOI — not checkedIn search of a grand unifying theory
no DOI — not checkedref9
no DOI — not checkedref10
no DOI — not checkedref11
no DOI — not checkedref13
no DOI — not checkedThe subprime credit crisis of
no DOI — not checkedList of global systemically important banks (G-SIBs
no DOI — not checkedAsset price bubbles, market liquidity, and systemic risk
no DOI — not checkedOn a reduced form credit risk model with common shock and regime switching
no DOI — not checkedref23
no DOI — not checkedref24
no DOI — not checkedTo be or not to be a G-SIB: does it matter
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

checked 2026-08-28 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record

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