Bisias, Dimitrios; Flood, Mark; Lo, Andrew W.; … - In: Annual Review of Financial Economics 4 (2012) 1, pp. 255-296
We provide a survey of 31 quantitative measures of systemic risk in the economics and finance literature, chosen to span key themes and issues in systemic risk measurement and management. We motivate these measures from the supervisory, research, and data perspectives in the main text and...
