Modeling Systemic Risk to the Financial System: A Review of Additional Literature
Abstract
The recent financial crisis has focused attention on systemic risk to the financial system and led to an explosion of research in the field. The data displayed in Figure 1 evince this. Figure 1 shows the annual output of research publications, as measured by searching on Google Scholarin the Business, Administration, Finance, and Economics subject areas for documents containing both the terms systemic risk and financial system. These data suggest that the literature in the field is growing at a rate on the order of thousands of publications per annum. Although it is not possible for us to keep abreast of all new developments, we have reviewed some of the recent literature and present this report as a sequel to our previous literature review (Markeloff et al, 2011).
Document Details
- Document Type
- Technical Report
- Publication Date
- Apr 01, 2012
- Accession Number
- AD1108721
Entities
People
- Elizabeth Wollin
- Geoffrey Warner
- Richard Markeloff
Organizations
- MITRE Corporation