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Where the Risks Lie: A Survey on Systemic Risk

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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

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Regulating Wall Street

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TAXING SYSTEMIC RISK

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A Model of Financial Fragility

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Bubbles, Financial Crises, and Systemic Risk

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A framework for assessing the systemic risk of major financial institutions

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Systemic Risk Measurement: Multivariate GARCH Estimation of CoVaR

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Measuring systemic risk-adjusted liquidity (SRL)—A model approach

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How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? A practical assessment

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The perennial challenge to counter Too-Big-to-Fail in banking: Empirical evidence from the new international regulation dealing with Global Systemically Important Banks

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A network model of financial system resilience

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‘Too interconnected to fail’ financial network of US CDS market: Topological fragility and systemic risk

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On the network topology of variance decompositions: Measuring the connectedness of financial firms

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Network models and financial stability

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Counterparty risk externality: Centralized versus over-the-counter markets

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Government Guarantees and Financial Stability

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Diversification at financial institutions and systemic crises

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Competition among regulators and credit market integration☆

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Asset Fire Sales (and Purchases) in Equity Markets

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Payoff complementarities and financial fragility: Evidence from mutual fund outflows

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Securitized banking and the run on repo

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Asset commonality, debt maturity and systemic risk

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Optimal clearing arrangements for financial trades

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Econometric measures of connectedness and systemic risk in the finance and insurance sectors

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The Seeds of a Crisis: A Theory of Bank Liquidity and Risk-Taking Over the Business Cycle

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Vulnerable banks

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Central clearing and collateral demand

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Liquidity hoarding and interbank market rates: The role of counterparty risk

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Systemic risk and the macroeconomy: An empirical evaluation

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Efficiency and Stability of a Financial Architecture with Too Interconnected to Fail Institutions

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Blame the models

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A theory of systemic risk and design of prudential bank regulation

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Simulation methods to assess the danger of contagion in interbank markets

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How to Deal with Real Estate Booms: Lessons from Country Experiences

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Central bank swap line effectiveness during the euro area sovereign debt crisis

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Interbank market liquidity and central bank intervention

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Contagious bank failures in a free banking system

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Last bank standing: What do I gain if you fail?

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Equilibrium and welfare in markets with financially constrained arbitrageurs

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The impact of risk regulation on price dynamics

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Preference shocks, liquidity, and central bank policy

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Existence, regularity, and constrained suboptimality of competitive allocations when the asset market is incomplete

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Macroeconomics with Financial Frictions: A Survey

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Is the International Convergence of Capital Adequacy Regulation Desirable?

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Network topology of the interbank market

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Banking Panics: The Role of the First‐Come, First‐Served Rule and Information Externalities

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Bank Runs, Deposit Insurance, and Liquidity

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Credit Cycles

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Financial Contagion

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Towards a Macroprudential Framework for Financial Supervision and Regulation?

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Systemic Risk in Banking: A Survey

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Monetary Policy as Financial Stability Regulation

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Inconsistent Regulators: Evidence from Banking *

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Does a Central Clearing Counterparty Reduce Counterparty Risk?

inferredcites →https://doi.org/10.1093/restud/rdaa005openalex-snapshot

Macroprudential Regulation Versus Mopping Up After the Crash

inferredcites →https://doi.org/10.1093/rfs/15.5.1561openalex-snapshot

Regulating Access to International Large-Value Payment Systems

inferredcites →https://doi.org/10.1093/rfs/hhg012openalex-snapshot

A New Approach to Measuring Financial Contagion

inferredcites →https://doi.org/10.1093/rfs/hhm078openalex-snapshot

Cash-in-the-Market Pricing and Optimal Resolution of Bank Failures

inferredcites →https://doi.org/10.1093/rfs/hhn098openalex-snapshot

Market Liquidity and Funding Liquidity

inferredcites →https://doi.org/10.1093/rfs/hhp105openalex-snapshot

Interbank Contagion at Work: Evidence from a Natural Experiment

inferredcites →https://doi.org/10.1093/rfs/hhs004openalex-snapshot

Dynamic Debt Runs

inferredcites →https://doi.org/10.1093/rfs/hhs094openalex-snapshot

Does Systemic Risk in the Financial Sector Predict Future Economic Downturns?

inferredcites →https://doi.org/10.1093/rfs/hht008openalex-snapshot

Entangled Financial Systems

inferredcites →https://doi.org/10.1093/rfs/hht068openalex-snapshot

Procyclical Leverage and Value-at-Risk

inferredcites →https://doi.org/10.1093/rfs/hht134openalex-snapshot

Repo Runs

inferredcites →https://doi.org/10.1093/rfs/hhu016openalex-snapshot

Illiquidity Contagion and Liquidity Crashes

inferredcites →https://doi.org/10.1093/rfs/hhu022openalex-snapshot

Microprudential Regulation in a Dynamic Model of Banking

inferredcites →https://doi.org/10.1093/rfs/hhw060openalex-snapshot

SRISK: A Conditional Capital Shortfall Measure of Systemic Risk

inferredcites →https://doi.org/10.1093/rof/rfs022openalex-snapshot

Precautionary Hoarding of Liquidity and Interbank Markets: Evidence from the Subprime Crisis

inferredcites →https://doi.org/10.1093/rof/rft057openalex-snapshot

Depositors’ Perception of “Too-Big-to-Fail”

inferredcites →https://doi.org/10.1093/rof/rfu010openalex-snapshot

Financial Network Systemic Risk Contributions

inferredcites →https://doi.org/10.1093/rof/rfu012openalex-snapshot

Systemic Risk in Europe

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Ending “Too Big To Fail”: Government Promises Versus Investor Perceptions

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Implied Risk Exposures

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Contagion in financial networks

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Coherent Measures of Risk

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Bubbles and Crises

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A Rational Expectations Model of Financial Contagion

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The formation of financial networks

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Nonparametric Estimation and Sensitivity Analysis of Expected Shortfall

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MACROPRUDENTIAL POLICY – A LITERATURE REVIEW

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Financial Intermediaries and Markets

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Marking‐to‐Market: Panacea or Pandora's Box?

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Information Contagion and Bank Herding

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Precautionary Demand and Liquidity in Payment Systems

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Bilateral exposures and systemic solvency risk

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Deposit Insurance and Wealth Effects: The Value of Being "Too Big to Fail"

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Liquidation Values and Debt Capacity: A Market Equilibrium Approach

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The Limits of Arbitrage

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Liquidity Shortages and Banking Crises

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Demand–Deposit Contracts and the Probability of Bank Runs

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Financial Networks: Contagion, Commitment, and Private Sector Bailouts

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Hedge Fund Contagion and Liquidity Shocks

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Rollover Risk and Market Freezes

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Stressed, Not Frozen: The Federal Funds Market in the Financial Crisis

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Taming Systemically Important Financial Institutions

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Does Macro‐Prudential Regulation Leak? Evidence from a UK Policy Experiment

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The Information Value of the Stress Test

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The Maturity Rat Race

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A Model of Shadow Banking

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Fire Sales in a Model of Complexity

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On the Design of Contingent Capital with a Market Trigger

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Transparency in the Financial System: Rollover Risk and Crises

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Risk‐Sharing or Risk‐Taking? Counterparty Risk, Incentives, and Margins

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ALLOCATING SYSTEMIC RISK IN A REGULATORY PERSPECTIVE

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Computational complexity and information asymmetry in financial products

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Endogenous Collateral Constraints and the Leverage Cycle

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A Survey of Systemic Risk Analytics

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Liquidity and Financial Market Runs

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Financial Intermediation, Loanable Funds, and The Real Sector

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Financial Contagion through Capital Connections: A Model of the Origin and Spread of Bank Panics

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Financial Fragility, Liquidity, and Asset Prices

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Liquidity Risk and Contagion

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Promises Promises

inferredcites →https://doi.org/10.1257/aer.102.1.1openalex-snapshot

Optimal Interventions in Markets with Adverse Selection

inferredcites →https://doi.org/10.1257/aer.102.1.29openalex-snapshot

Overcoming Adverse Selection: How Public Intervention Can Restore Market Functioning

inferredcites →https://doi.org/10.1257/aer.102.1.60openalex-snapshot

Collective Moral Hazard, Maturity Mismatch, and Systemic Bailouts

inferredcites →https://doi.org/10.1257/aer.102.3.59openalex-snapshot

Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks

inferredcites →https://doi.org/10.1257/aer.102.4.1414openalex-snapshot

Understanding Bank Runs: The Importance of Depositor-Bank Relationships and Networks

inferredcites →https://doi.org/10.1257/aer.104.10.3115openalex-snapshot

Financial Networks and Contagion

inferredcites →https://doi.org/10.1257/aer.104.2.343openalex-snapshot

Collateral Crises

inferredcites →https://doi.org/10.1257/aer.104.2.379openalex-snapshot

A Macroeconomic Model with a Financial Sector

inferredcites →https://doi.org/10.1257/aer.20130456openalex-snapshot

Systemic Risk and Stability in Financial Networks

inferredcites →https://doi.org/10.1257/jel.49.2.287openalex-snapshot

Illiquidity and All Its Friends

inferredcites →https://doi.org/10.1257/jep.24.1.51openalex-snapshot

The Failure Mechanics of Dealer Banks

inferredcites →https://doi.org/10.1257/jep.25.1.3openalex-snapshot

A Macroprudential Approach to Financial Regulation

inferredcites →https://doi.org/10.1287/mnsc.1060.0531openalex-snapshot

Risk Assessment for Banking Systems

inferredcites →https://doi.org/10.1287/mnsc.1110.1375openalex-snapshot

Systemic Risk: What Defaults Are Telling Us

inferredcites →https://doi.org/10.1287/mnsc.1120.1631openalex-snapshot

An Axiomatic Approach to Systemic Risk

inferredcites →https://doi.org/10.1287/mnsc.47.2.236.9835openalex-snapshot

Systemic Risk in Financial Systems

inferredcites →https://doi.org/10.1353/eca.0.0023openalex-snapshot

Financial Regulation in a System Context

inferredcites →https://doi.org/10.1504/ijbaaf.2013.058091openalex-snapshot

Systemic risk from real estate and macro-prudential regulation

inferredcites →https://doi.org/10.1515/9781400834648.78openalex-snapshot

CHAPTER 3. The Future of Banking Regulation

inferredcites →https://doi.org/10.1561/0500000025openalex-snapshot

Manufacturing Tail Risk: A Perspective on the Financial Crisis of 2007–2009

inferredcites →https://doi.org/10.2139/ssrn.1089357openalex-snapshot

Optimal Fragile Financial Networks

inferredcites →https://doi.org/10.2139/ssrn.1094883openalex-snapshot

Networks in Finance

inferredcites →https://doi.org/10.2139/ssrn.1343606openalex-snapshot

Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk

inferredcites →https://doi.org/10.2139/ssrn.1364748openalex-snapshot

Precautionary Hoarding of Liquidity and Inter-Bank Markets: Evidence from the Sub-Prime Crisis

inferredcites →https://doi.org/10.2139/ssrn.1508642openalex-snapshot

Syndication, Interconnectedness, and Systemic Risk

inferredcites →https://doi.org/10.2139/ssrn.1532295openalex-snapshot

Interbank Contagion at Work: Evidence from a Natural Experiment

inferredcites →https://doi.org/10.2139/ssrn.1681087openalex-snapshot

Systemic Risk Measures: The Simpler the Better?

inferredcites →https://doi.org/10.2139/ssrn.1773946openalex-snapshot

Minsky’s Financial Instability Hypothesis and the Leverage Cycle

inferredcites →https://doi.org/10.2139/ssrn.1838600openalex-snapshot

Systemic Risk-Taking: Amplification Effects, Externalities, and Regulatory Responses

inferredcites →https://doi.org/10.2139/ssrn.1944043openalex-snapshot

How Useful is The Marginal Expected Shortfall for the Measurement of Systemic Exposure: A Practical Assessment

inferredcites →https://doi.org/10.2139/ssrn.1951899openalex-snapshot

Capital Regulation and Tail Risk

inferredcites →https://doi.org/10.2139/ssrn.1973673openalex-snapshot

Transparency in the Financial System: Rollover Risk and Crises

inferredcites →https://doi.org/10.2139/ssrn.1973950openalex-snapshot

A Theoretical and Empirical Comparison of Systemic Risk Measures: MES versus CoVaR

inferredcites →https://doi.org/10.2139/ssrn.2028480openalex-snapshot

A Proposal for the Resolution of Systemically Important Assets and Liabilities: The Case of the Repo Market

inferredcites →https://doi.org/10.2139/ssrn.2158347openalex-snapshot

Systemic Risk and the Macroeconomy: An Empirical Evaluation

inferredcites →https://doi.org/10.2139/ssrn.2158946openalex-snapshot

Challenges in Identifying and Measuring Systemic Risk

inferredcites →https://doi.org/10.2139/ssrn.2199301openalex-snapshot

Systemic Risk from Global Financial Derivatives

inferredcites →https://doi.org/10.2139/ssrn.2211345openalex-snapshot

Systemic Risk and Stability in Financial Networks

inferredcites →https://doi.org/10.2139/ssrn.2242698openalex-snapshot

Measuring Systemic Risk-Adjusted Liquidity (SRL) - A Model Approach

inferredcites →https://doi.org/10.2139/ssrn.2269405openalex-snapshot

Time-Varying Systemic Risk: Evidence from a Dynamic Copula Model of CDS Spreads

inferredcites →https://doi.org/10.2139/ssrn.2316285openalex-snapshot

On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms

inferredcites →https://doi.org/10.2139/ssrn.2340669openalex-snapshot

Fire-sale Spillovers and Systemic Risk

inferredcites →https://doi.org/10.2139/ssrn.2372472openalex-snapshot

Measuring and Allocating Systemic Risk

inferredcites →https://doi.org/10.2139/ssrn.2492883openalex-snapshot

Systemic Risk and Bank Failure

inferredcites →https://doi.org/10.2139/ssrn.249848openalex-snapshot

Regulating Access to International Large-Value Payment Systems

inferredcites →https://doi.org/10.2139/ssrn.2503046openalex-snapshot

Asset Commonality and Systemic Risk Among Large Banks in the United States

inferredcites →https://doi.org/10.2139/ssrn.2521612openalex-snapshot

Supervisory Stress Tests

inferredcites →https://doi.org/10.2139/ssrn.2531688openalex-snapshot

Regulatory Capture by Sophistication

inferredcites →https://doi.org/10.2139/ssrn.2535900openalex-snapshot

Intermediation and Voluntary Exposure to Counterparty Risk

inferredcites →https://doi.org/10.2139/ssrn.2539334openalex-snapshot

The Dark Side of Liquidity Creation: Leverage and Systemic Risk

inferredcites →https://doi.org/10.2139/ssrn.2542162openalex-snapshot

A Network View on Interbank Market Freezes

inferredcites →https://doi.org/10.2139/ssrn.2544607openalex-snapshot

Capital Regulation in a Macroeconomic Model with Three Layers of Default

inferredcites →https://doi.org/10.2139/ssrn.2566747openalex-snapshot

Centrality-Based Capital Allocations

inferredcites →https://doi.org/10.2139/ssrn.2635522openalex-snapshot

The Impact of Liquidity Regulation on Banks

inferredcites →https://doi.org/10.2139/ssrn.2681392openalex-snapshot

Contagion in Financial Networks

inferredcites →https://doi.org/10.2139/ssrn.304454openalex-snapshot

Estimating Bilateral Exposures in the German Interbank Market: Is There a Danger of Contagion?

inferredcites →https://doi.org/10.2139/ssrn.671443openalex-snapshot

Systemic Risk and Hedge Funds

inferredcites →https://doi.org/10.2139/ssrn.972696openalex-snapshot

Understanding Bank Runs: The Importance of Depositor-Bank Relationships and Networks

inferredcites →https://doi.org/10.21799/frbp.wp.2017.28openalex-snapshot

Stress Tests and Information Disclosure

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Interbank Lending and Systemic Risk

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Banking System Stability

showing the first 200 of 204

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Incoming claims: where this work appears in other papers’ reference lists and arguments.

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Identification of systemic financial risks: The role of climate risks

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How do systematic risk spillovers reshape investment outcomes?

inferred← citeshttps://doi.org/10.1016/j.frl.2025.108033openalex-snapshot

Enhanced volatility spillover network prediction of Chinese financial institutions using GCN-LSTM model

inferred← citeshttps://doi.org/10.1016/j.frl.2025.108620openalex-snapshot

Global risk contagion and financial assets security: evidence from quantile connectedness approach

inferred← citeshttps://doi.org/10.1016/j.frl.2026.110609openalex-snapshot

Dynamic Graph-Attention Forecasting of Bank Tail Risk: Evidence from Chinese Listed Banks

inferred← citeshttps://doi.org/10.1016/j.frl.2026.110665openalex-snapshot

Network topology and conditional spillover outcomes: Evidence from Chinese energy firms

inferred← citeshttps://doi.org/10.1016/j.gfj.2024.101017openalex-snapshot

Tail risk network analysis of Asian banks

inferred← citeshttps://doi.org/10.1016/j.habitatint.2025.103488openalex-snapshot

Unveiling systemic risk in China's housing market between first- and second-tier cities

inferred← citeshttps://doi.org/10.1016/j.heliyon.2022.e11391openalex-snapshot

Banking systemic risk estimating of China's banking industry during the COVID-19 pandemic—based on complex network theory

inferred← citeshttps://doi.org/10.1016/j.heliyon.2022.e12238openalex-snapshot

Identification of systemically important banks in China based on Merton-Shapley model and a comparison between different indicators

inferred← citeshttps://doi.org/10.1016/j.heliyon.2023.e15161openalex-snapshot

Identifying influential financial stocks using simulation with a two-layer network

inferred← citeshttps://doi.org/10.1016/j.heliyon.2024.e40048openalex-snapshot

The risk spillover between geopolitical risk and China's 5G, semiconductor and rare earth industries

inferred← citeshttps://doi.org/10.1016/j.insmatheco.2020.04.003openalex-snapshot

Empirically assessing and modeling spillover effects from operational risk events in the insurance industry

inferred← citeshttps://doi.org/10.1016/j.insmatheco.2023.12.004openalex-snapshot

Probability equivalent level for CoVaR and VaR

inferred← citeshttps://doi.org/10.1016/j.inteco.2016.11.001openalex-snapshot

Financial stress and economic dynamics: The case of France

inferred← citeshttps://doi.org/10.1016/j.intfin.2016.08.009openalex-snapshot

Is there a competition-stability trade-off in European banking?

inferred← citeshttps://doi.org/10.1016/j.intfin.2021.101347openalex-snapshot

Does boardroom gender diversity decrease credit risk in the financial sector? Worldwide evidence

inferred← citeshttps://doi.org/10.1016/j.intfin.2021.101405openalex-snapshot

Pan-African banks, banking interconnectivity: A new systemic risk measure in the WAEMU

inferred← citeshttps://doi.org/10.1016/j.intfin.2022.101594openalex-snapshot

From systematic to systemic risk among G7 members: Do the stock or real estate markets matter?

inferred← citeshttps://doi.org/10.1016/j.intfin.2022.101608openalex-snapshot

Does the choice of monetary policy tool matter for systemic risk? The curious case of negative interest rates

inferred← citeshttps://doi.org/10.1016/j.intfin.2022.101633openalex-snapshot

Banking Networks, Systemic Risk, and the Credit Cycle in Emerging Markets

inferred← citeshttps://doi.org/10.1016/j.intfin.2023.101783openalex-snapshot

Global systemic risk dynamic network connectedness during the COVID-19: Evidence from nonlinear Granger causality

inferred← citeshttps://doi.org/10.1016/j.intfin.2023.101827openalex-snapshot

Policy uncertainty and bank systemic risk: A perspective of risk decomposition

inferred← citeshttps://doi.org/10.1016/j.intfin.2023.101843openalex-snapshot

Do world stock markets “jump” together? A measure of high-frequency volatility risk spillover networks

inferred← citeshttps://doi.org/10.1016/j.intfin.2023.101859openalex-snapshot

The impact of COVID-19 related policy interventions on international systemic risk

inferred← citeshttps://doi.org/10.1016/j.intfin.2023.101886openalex-snapshot

Financial market connectedness between the U.S. and China: A new perspective based on non-linear causality networks

inferred← citeshttps://doi.org/10.1016/j.intfin.2025.102111openalex-snapshot

Sudden stops of capital inflows, macroprudential policies, and bank systemic risk: An international investigation

inferred← citeshttps://doi.org/10.1016/j.intfin.2025.102115openalex-snapshot

Other comprehensive income volatility and bank risk

inferred← citeshttps://doi.org/10.1016/j.intfin.2025.102156openalex-snapshot

Predicting the conditional distribution of US stock market systemic Stress: The role of climate risks

inferred← citeshttps://doi.org/10.1016/j.iref.2021.04.001openalex-snapshot

Systemic-systematic risk in financial system: A dynamic ranking based on expectiles

inferred← citeshttps://doi.org/10.1016/j.iref.2021.04.019openalex-snapshot

Systemic risk measures and distribution forecasting of macroeconomic shocks

inferred← citeshttps://doi.org/10.1016/j.iref.2022.10.016openalex-snapshot

Risk spillovers in global financial markets: Evidence from the COVID-19 crisis

inferred← citeshttps://doi.org/10.1016/j.iref.2023.07.066openalex-snapshot

Downside and upside risk spillovers between financial industry and real economy based on linear and nonlinear networks

inferred← citeshttps://doi.org/10.1016/j.iref.2024.01.067openalex-snapshot

Media sentiment, deposit stability and bank systemic risk: Evidence from China

inferred← citeshttps://doi.org/10.1016/j.iref.2024.03.058openalex-snapshot

Banking on resilience: EU macroprudential policy and systemic risk

inferred← citeshttps://doi.org/10.1016/j.iref.2025.103992openalex-snapshot

Research on sovereign credit and international banking industry tail risk contagion ----Perspective from double-layer complex network

inferred← citeshttps://doi.org/10.1016/j.iref.2025.104049openalex-snapshot

Cross-border capital inflows and systemic financial risks

inferred← citeshttps://doi.org/10.1016/j.iref.2025.104355openalex-snapshot

Measuring systemic risk from textual Analysis: Evidence from Chinese Banks

inferred← citeshttps://doi.org/10.1016/j.iref.2025.104801openalex-snapshot

The dark side of digital financial inclusion: Uncovering threshold-driven risk contagion in China

inferred← citeshttps://doi.org/10.1016/j.iref.2026.105094openalex-snapshot

The negative externalities of fund holdings: A network analysis of systemic risk contagion

inferred← citeshttps://doi.org/10.1016/j.iref.2026.105824openalex-snapshot

Systemic risk and interconnectedness in fragmented energy systems: Evidence from China

inferred← citeshttps://doi.org/10.1016/j.irfa.2020.101584openalex-snapshot

Research on China's financial systemic risk contagion under jump and heavy-tailed risk

inferred← citeshttps://doi.org/10.1016/j.irfa.2020.101594openalex-snapshot

Network structures and idiosyncratic contagion in the European sovereign credit default swap market

inferred← citeshttps://doi.org/10.1016/j.irfa.2021.101753openalex-snapshot

Interbank funding, bank risk exposure and performance in the UK: A three-stage network DEA approach

inferred← citeshttps://doi.org/10.1016/j.irfa.2021.101895openalex-snapshot

Leverage and systemic risk pro-cyclicality in the Chinese financial system

inferred← citeshttps://doi.org/10.1016/j.irfa.2022.102179openalex-snapshot

Systemic risk in the Chinese financial system: A panel Granger causality analysis

inferred← citeshttps://doi.org/10.1016/j.irfa.2022.102190openalex-snapshot

Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us?

inferred← citeshttps://doi.org/10.1016/j.irfa.2022.102408openalex-snapshot

The extreme risk connectedness of the new financial system: European evidence

inferred← citeshttps://doi.org/10.1016/j.irfa.2023.102658openalex-snapshot

Explain systemic risk of commodity futures market by dynamic network

inferred← citeshttps://doi.org/10.1016/j.irfa.2023.102686openalex-snapshot

Can CoCo-Bonds Mitigate Systemic Risk?

inferred← citeshttps://doi.org/10.1016/j.irfa.2023.102849openalex-snapshot

Fintech inputs, non-performing loans risk reduction and bank performance improvement

inferred← citeshttps://doi.org/10.1016/j.irfa.2023.102913openalex-snapshot

Measurement and contagion modelling of systemic risk in China's financial sectors: Evidence for functional data analysis and complex network

inferred← citeshttps://doi.org/10.1016/j.irfa.2024.103323openalex-snapshot

Is there an optimal level of leverage? The case of banks and non-bank institutions in Europe

inferred← citeshttps://doi.org/10.1016/j.irfa.2024.103351openalex-snapshot

FinTech, systemic risk and bank market power – Australian perspective

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