Recent Top Papers (60 days)

As of: 19 Sep 2017 - 18 Nov 2017
Rank Paper Downloads
1.

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
300
2.

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

BNP Paribas, London and BNP Paribas, London
100
3.

Did the Basel Process of Capital Regulation Enhance the Resiliency of European Banks

University of Vienna - Faculty of Business, Economics, and Statistics and University of St Andrews
90
4.

Sources of Systemic Risk (Presentation Slides)

Auburn University
67
5.

Regulating Innovation: High Frequency Trading in Dark Pools

Seton Hall University School of Law
61
6.

Sources of Systemic Risk (Presentation Slides)

University of California, Irvine - Paul Merage School of Business
44
7.

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
39
8.

Banking, Money and Credit: A Systemic Perspective

French National Center for Scientific Research (CNRS)
31
9.

Systemic Risk and Firm Financial Constraints

Isenberg School of Management, University of Massachusetts and Georgia Institute of Technology - Scheller College of Business
27
10.

The Real Effects of Relationship Lending

Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank of Italy
25

All Time Top Papers

As of: 02 Jan 1997 - 18 Nov 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
2,559
2.

CoVaR

International Monetary Fund and Princeton University - Department of Economics
2,350
3.

Systemic Risk and Central Clearing Counterparty Design

Ecole Polytechnique Fédérale de Lausanne, Ecole Polytechnique Fédérale de Lausanne and Cornell University
1,542
4.

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

University of South Carolina - Department of Finance
1,368
5.

Measuring and Allocating Systemic Risk

Princeton University - Department of Economics and ETH Zurich
1,326
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
1,284
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
998
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
964
9.

Factor High-Frequency Based Volatility (HEAVY) Models

University of Oxford - Department of Economics and University of Oxford - Department of Economics
895
10.

Learning from History: Volatility and Financial Crises

London School of Economics - Systemic Risk Centre, University of Chile and Federal Reserve Board
895