Recent Top Papers (60 days)

As of: 12 Oct 2017 - 11 Dec 2017
Rank Paper Downloads
1.

Eight Centuries of the Risk-Free Rate: Bond Market Reversals from the Venetians to the ‘VaR Shock’

Harvard University
349
2.

Portfolio Similarity and Asset Liquidation in the Insurance Industry

University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance, Securities and Exchange Commission, Lehigh University - College of Business & Economics, University of Nebraska - Lincoln and Goethe University Frankfurt - Faculty of Economics and Business Administration
306
3.

Model Risk in FRTB: The Case of the Default Risk Charge

BNP Paribas, London and BNP Paribas, London
113
4.

Regulating Innovation: High Frequency Trading in Dark Pools

Seton Hall University School of Law
73
5.

Sources of Systemic Risk (Presentation Slides)

Auburn University
68
6.

Sources of Systemic Risk (Presentation Slides)

University of California, Irvine - Paul Merage School of Business
47
7.

Bank Capital and Risk Taking: A Loan Level Analysis

Stanford University - Management Science & Engineering, Students
29
8.

What Drives Systemic Bank Risk in Europe? The Balance Sheet Effect

Central Bank of Ireland
28
9.

Systemic Risk and Vulnerabilities of Bank Networks

Boston University Metropolitan College, Kyoto University, Boston University - Department of Physics, University of Hyogo - Graduate School of Simulation Studies, Niigata University and Kyoto University
41
10.

Banking, Money and Credit: A Systemic Perspective

French National Center for Scientific Research (CNRS)
46

All Time Top Papers

As of: 02 Jan 1997 - 11 Dec 2017
Rank Paper Downloads
1.

Can Microfinance Reduce Portfolio Volatility?

New York University - Leonard N. Stern School of Business and New York University (NYU) - Wilf Family Department of Politics
2,562
2.

CoVaR

International Monetary Fund and Princeton University - Department of Economics
2,359
3.

Systemic Risk and Central Clearing Counterparty Design

Ecole Polytechnique Fédérale de Lausanne, Ecole Polytechnique Fédérale de Lausanne and Cornell University
1,556
4.

Does Governance Have a Role in Pricing? Cross-Country Evidence from Bitcoin Markets

University of South Carolina - Department of Finance
1,511
5.

Measuring and Allocating Systemic Risk

Princeton University - Department of Economics and ETH Zurich
1,332
6.

Where the Risks Lie: A Survey on Systemic Risk

Université Paris Dauphine - LEDa-SDFi, HEC Paris - Finance Department, University of Orleans and HEC Paris
1,307
7.

The Parade of the Bankers’ New Clothes Continues: 31 Flawed Claims Debunked

Stanford Graduate School of Business and Max Planck Institute for Research on Collective Goods
1,000
8.

Model Risk of Risk Models

London School of Economics - Systemic Risk Centre, London School of Economics & Political Science (LSE) - Systemic Risk Centre, University of Chile and Federal Reserve Board
968
9.

Learning from History: Volatility and Financial Crises

London School of Economics - Systemic Risk Centre, University of Chile and Federal Reserve Board
908
10.

Factor High-Frequency Based Volatility (HEAVY) Models

University of Oxford - Department of Economics and University of Oxford - Department of Economics
908