A Genealogy of Systemic Risk Network Measures adopted by Regulators

Project Start:01/2016
Status:Completed
Researchers:Edin Ibrocevic, Holger L├╝then, Loriana Pelizzon, Sviataslau Sivagrakau, Matthias Thiemann
Category: Financial Intermediation, Systemic Risk Lab
Funded by:LOEWE

The project has successfully conducted an analysis of the genealogy of systemic risk measures, employing both expert interviews as well as unsupervised quantitative text analysis to uncover the origins of the systemic risk measures in use by regulators after the financial crisis. The final output of the project has been published in 2020 in the prestigious Review of International Political Economy under the title "Measuring and mitigating systemic risks: How new alliances between central-bank and academic economists are forging the transnational macroprudential agenda".

Related Published Papers

Author/sTitleYearProgram AreaKeywords
Vanessa Endrejat, Matthias ThiemannWhen Brussels meets shadow banking- technical complexity, regulatory agency and the reconstruction of the shadow banking chain
Competition & Change
2020 Financial Intermediation, Systemic Risk Lab

Related Working Papers

No.Author/sTitleYearProgram AreaKeywords
214Edin Ibrocevic, Matthias ThiemannAll Economic Ideas are Equal, but Some are more Equal than Others: A Differentiated Perspective on Macroprudential Ideas and their Implementation2018 Financial Intermediation, Systemic Risk Lab macroprudential regulation, ideational shift, systemic risk, topic modelling, central bank policy
Back