49 citations · 64 across the 12 of their papers we have counts for
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q-fin.GN2014★ 1 cited
Aggregation operators for the measurement of systemic risk
Jozsef Mezei, Peter Sarlin
The policy objective of safeguarding financial stability has stimulated a wave of research on systemic risk analytics, yet it still faces challenges in measurability. This paper mo…
q-fin.GN2013
The process of macroprudential oversight in Europe
Peter Sarlin, Henrik J. Nyman
The 2007--2008 financial crisis has paved the way for the use of macroprudential policies in supervising the financial system as a whole. This paper views macroprudential oversight…