353
Views
6
CrossRef citations to date
0
Altmetric
Original Articles

Too non-traditional to fail? Determinants of systemic risk for BRICs banks

&

References

  • Acharya, V., Pedersen, L., Philippon, T. et al. (2010). Measuring systemic risk, FRB of Cleveland Working Paper No. 10–02, Federal Reserve Bank of Cleveland, Cleveland.
  • Brunnermeier, M., Dong, G. and Palia, D. (2011). Banks’ non-interest income and systemic risk, Manuscript, Princeton University, Princeton, NJ.
  • López-Espinosa, G., Moreno, A., Rubia, A. et al. (2012). Short-term wholesale funding and systemic risk: a global CoVaR approach. Journal of Banking and Finance, 36, 3150–62.
  • Moore, K. and Zhou, C. (2012). ‘Too big to fail’ or ‘Too non-traditional to fail’? The determinants of banks’ systemic importance, DNB Working Paper No. 347, De Nederlandsche Bank, Amsterdam.
  • Qin, X. and Zhou, C. (2013). Systemic risk allocation for systems with a small number of banks, DNB Working Paper No. 378, De Nederlandsche Bank, Amsterdam.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.