Editing Systemic risk (section)

==Further reading==
* Website dedicated to systemic risk: http://www.systemic-risk-hub.org/
* {{cite journal |author2=Brown, Gregory W. |author3=Hund, John |date=December 2007  |title=Estimating Systemic Risk in the International Financial System |journal=Journal of Financial Economics |volume=86 |issue=3 |pages=835–869 |doi= 10.1016/j.jfineco.2006.10.001|ssrn=938707 |last1= Bartram |first1= Söhnke M. |citeseerx=10.1.1.1033.2966 |s2cid=6589252 |url=https://gates.comm.virginia.edu/uvafinanceseminar/2005-BartramPaper.pdf }}
* {{cite book |last=Cont |first=Rama |author2=Moussa, Amal |author3=Santos, Edson B |date=December 2013  |title=Network structure and systemic risk in banking systems |journal=Handbook of Systemic Risk  |pages=327–368 |doi= 10.1017/CBO9781139151184 |isbn=9781139151184 }}
* {{cite journal|last=Fischer|first=Tom|title=No-arbitrage pricing under systemic risk: Accounting for cross-ownership|journal=Mathematical Finance|year=2014|volume=24|issue=1|pages=97–124|doi=10.1111/j.1467-9965.2012.00526.x|arxiv=1005.0768|s2cid=153225655}} (Published online: 19 Jun 2012)
*Gray, Dale F. and Andreas A. Jobst, 2011, "[http://www.riksbank.se/upload/Rapporter/2011/POV_2/er_2011_2.pdf Modelling Systemic Financial Sector and Sovereign Risk]," Sveriges Riksbank Economic Review, No. 2, pp.&nbsp;68–106.
*Gray, Dale F. and Andreas A. Jobst, 2009, "Higher Moments and Multivariate Dependence of Implied Volatilities from Equity Options as Measures of Systemic Risk," ''Global Financial Stability Report'', Chapter 3, April (Washington: International Monetary Fund), pp.&nbsp;128–31.
*Gray, Dale F. and Andreas A. Jobst, 2011, "Modeling Systemic and Sovereign Risk," in: Berd, Arthur (ed.) ''Lessons from the Financial Crisis'' (London: RISK Books), pp.&nbsp;143–85.
*Gray, Dale F. and Andreas A. Jobst, 2011, "Systemic Contingent Claims Analysis – A Model Approach to Systemic Risk," in: LaBrosse, John R., Olivares-Caminal, Rodrigo and Dalvinder Singh (eds.) ''Managing Risk in the Financial System'' (London: Edward Elgar), pp.&nbsp;93–110.
*{{cite journal | last1 = Gray | first1 = Dale F. | last2 = Jobst | first2 = Andreas A. | last3 = Malone | first3 = Samuel | year = 2010 | title = Quantifying Systemic Risk and Reconceptualizing the Role of Finance for Economic Growth | journal = Journal of Investment Management | volume = 8 | issue = 2| pages = 90–110 }}
* {{cite web|last=Hansen|first=Lars Peter|title=Challenges in Identifying and Measuring Systemic Risk|url=https://www.nber.org/chapters/c12507.pdf|publisher=National Bureau of Economic Research|access-date=6 March 2013}}
* {{cite journal | doi = 10.1057/rm.2015.15 | volume=17 | title=The uncertainty of systemic risk | year=2015 | journal=Risk Management | pages=240–275 | last1 = Ilin | first1 = Thomas | last2 = Varga | first2 = Liz| issue=4 | s2cid=155209532 }}
* Jobst, Andreas A., 2012, "Systemic Risk in the Insurance Sector-General Issues and a First Assessment of Large Commercial (Re-)Insurers in Bermuda," Working paper (March 14). {{ssrn|2022062}}.
*  {{cite book |author1 = Orlando, Giuseppe  |author2=Bufalo Michele  |author3=Penikas Henry |author4=  Zurlo Concetta | title = Modern Financial Engineering: Counterparty, Credit, Portfolio and Systemic Risks | year = 2022 |publisher = World Scientific|isbn = 978-981-125-235-8 }}
* {{cite news | work = Mcgraw-Hill| date = March 2010 | first = Mark T. | last = Williams | title = Uncontrolled Risk: The Lessons of Lehman Brothers and How Systemic Risk Can Still Bring Down the World Financial System }}
* Zeyu Zheng, Boris Podobnik, Ling Feng	and Baowen Li, "Changes in Cross-Correlations as an Indicator for Systemic Risk" [http://www.nature.com/srep/2012/121126/srep00888/full/srep00888.html (Scientific Reports 2: 888 (2012))].