Books & Surveys

Please find below a selected list of books and surveys covering some of the most recent advances in the current systemic risk literature.

Books on Systemic Risk:

  1. Berger N., P. Molyneux, and J. Wilson, (2014), The Oxford Handbook of Banking, 2nd Edition. Oxford University Press, 1040 pages.
    Cover / Where to find it
  2. Abergel F., B. Chakrabarti, A. Chakraborti and A. Ghosh, (2013), Econophysics of Systemic Risk and Network Dynamics. Springer, 298 pages.
    Cover / Where to find it
  3. Becker E., C. Rostásy and H. Willke, (2013), Systemic Risk: The Myth of Rational Finance and the Crisis of Democracy. Campus, 282 pages.
    Cover / Where to find it
  4. Brunnermeier M.K. and A. Krishnamurthy, (2013), Risk Topography: Systemic Risk and Macro Modeling. University of Chicago Press, 288 pages
    Where to find it
  5. Fouque J.-P. and J. Langsam, (2013), Handbook on Systemic Risk. Cambridge University Press, 992 pages.
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  6. Friedman J. and W. Kraus, (2011), Engineering the Financial Crisis: Systemic Risk and the Failure of Regulation. University of Pennsylvania Press, 224 pages.
    Cover / Where to find it
  7. Gai P., (2013), Systemic Risk: The Dynamics of Modern Financial Systems. Oxford University Press, 200 pages.
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  8. Haubrich J. and A. Lo, (2013), Quantifying Systemic Risk. University of Chicago Press, 400 pages.
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  9. Hildebrand P., (2016), Systemic Risk and Financial Regulation: Where Do We Stand?. Edited by Blanchard O., R. G. Rajan, K. S. Rogoff and L. H. Summers in Progress and Confusion: The State of Macroeconomic Policy, MIT Press, 312 pages.
    Cover / Where to find it
  10. Hufeld F., R.S.J. Koijen, and C. Thimann, (2016), The Economics, Regulation, and Systemic Risk of Insurance Markets. Oxford University Press, 256 pages.
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  11. Sarlin P., (2014), Mapping Financial Stability, Springer, 233 pages.
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  12. Shefrin H., (2016), Behavioral Dimension of Systemic Risk. In Behavioral Risk Management : Managing the Psychology That Drives Decisions and Influences Operational Risk, Palgrave Macmillan US, 518 pages.
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  13. Volcker P.A., (2016), A Note from the Session on Systemic Risk and Financial Regulation. Edited by Blanchard O., R. G. Rajan, K. S. Rogoff and L. H. Summers in Progress and Confusion: The State of Macroeconomic Policy, MIT Press, 312 pages.
    Cover / Where to find it

Surveys on Systemic Risk:

  1. Benoit S., J-E. Colliard, C. Hurlin and C. Perignon, (2015), “Where the Risks Lie: A Survey on Systemic Risk”, HEC Paris Research Paper No. FIN-2015-1088 , 57 pages.
    Cover / Where to find it
  2. Bisias D., M. Flood, A. Lo and S. Valavanis, (2012), “A Survey of Systemic Risk Analytics”, Working Paper #0001, Office of Financial Research, 165 pages.
    Abstract / Where to find it
  3. de Bandt O. and P. Hartmann, (2000), "Systemic Risk: A Survey", ECB Working Paper #35, 77 pages.
    Abstract / Where to find it
  4. Zigrand J-P., (2014), “Systems and Systemic Risk in Finance and Economics”, SRC Special Paper #1, 77 pages.
    Abstract / Where to find it