Measuring Systemic Risk in the Financial Sector by M. A. Shchepeleva

Subjects: “…systemic risk…”
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Systemic Risk in the Interbank Market with Overlapping Portfolios by Shanshan Jiang, Hong Fan

“…The model provides a tool for policy-makers and supervision agencies to prevent the systemic risk of banking system.…”
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Does Diversification Affect Banking Systemic Risk? by Shouwei Li

“…This paper contributes to the understanding of the linear and nonlinear causal linkage from diversification to banking systemic risk. Employing data from China, within both linear and nonlinear causality frameworks, we find that diversification does not embody significant predictive power with respect to banking systemic risk.…”
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Network Entropy and Systemic Risk in Dynamic Banking Systems by Liang He, Shouwei Li

“…We find that network entropy is positively correlated with the effect of systemic risk in the three kinds of interbank networks and that network entropy in the small-world network is the largest, followed by those in the random network and the scale-free network.…”
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ARE POLISH BANKS STABLE? A SYSTEMIC RISK ANALYSIS by Piotr Misztal, Marcin Łupiński

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ARE POLISH BANKS STABLE? A SYSTEMIC RISK ANALYSIS by Piotr Misztal, Marcin Łupiński

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Multiscale Systemic Risk and Its Spillover Effects in the Cryptocurrency Market by Xu Zhang, Zhijing Ding

“…We adopt wavelet packet decomposition, nonlinear Granger causality test, risk spillover network, and STVAR model; retain the mature research of multiscale systemic risk based on time and frequency; and thus extend systemic risk to different regimes. …”
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Mathematical Modeling and Stability Analysis of Systemic Risk in the Banking Ecosystem by Irène Irakoze, Fulgence Nahayo, Dennis Ikpe, Samuel Asante Gyamerah, Frederi Viens

“…This paper investigates the dynamics of systemic risk in banking networks by analyzing equilibrium points and stability conditions. …”
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Network and Agent Dynamics with Evolving Protection against Systemic Risk by Chulwook Park

“…The dynamics of protection processes has been a fundamental challenge in systemic risk analysis. The conceptual principle and methodological techniques behind the mechanisms involved (in such dynamics) have been harder to grasp than researchers understood them to be. …”
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Systemic Risk Assessment: Aggregated and Disaggregated Analysis on Selected Indian Banks by Mohammed Arshad Khan, Preeti Roy, Saif Siddiqui, Abdullah A. Alakkas

“…This paper studies the pattern of systemic risk and size effect in the Indian banking sector. …”
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A Heatmap for Monitoring Systemic Financial Stability Risks in Ukraine by Adam Geršl, Pervin Dadashova, Yuliya Bazhenova, Vladyslav Filatov, Anatolii Hlazunov, Roman Soltysiak

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Institutional Investor Information Sharing, Stock Market Extreme Risk, and Financial Systemic Risk by Xiao-Li Gong, Zhi-Qiang Du

“…It can help the regulators to pay attention to the herd effects so as to control systemic risk.…”
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Ocular and Systemic Risk Factors of Different Morphologies of Scotoma in Patients with Normal-Tension Glaucoma by Ewa Kosior-Jarecka, Dominika Wróbel-Dudzińska, Urszula Łukasik, Tomasz Żarnowski

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The Effect of Shadow Banking on the Systemic Risk in a Dynamic Complex Interbank Network System by Hong Fan, Hongjie Pan

“…The smaller the number of shadow banks in the system, the higher the degree of credit connection among commercial banks and the smaller the systemic risk.…”
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Decoding systemic risks across commodities and emerging market stock markets by Fahmi Ghallabi, Ahmed Ghorbel, Sitara Karim

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Porcine reproductoryand respiratory syndrome in the Russian Federation: control systems, risk identification by A. S. Oganesyan, M. A. Shibayev, N. E. Baskakova

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The Impact of Geopolitical Risk on Systemic Risk Spillover in Commodity Market: An EMD-Based Network Topology Approach by Zhijing Ding, Xu Zhang

“…In addition, we retain the mature research of multiscale systemic risk under frequency and divide the dimension of systemic risk into two states. …”
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Prediction of Systemic Risk Contagion Based on a Dynamic Complex Network Model Using Machine Learning Algorithm by Jiannan Yu, Jinlou Zhao

“…Overall, this paper provides a scientific method for policy-makers to select the optimal management policy for handling systemic risk.…”
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Dynamic Contagion of Systemic Risks on Global Main Equity Markets Based on Granger Causality Networks by Qiuhong Zheng, Liangrong Song

“…Stock markets with high intermediate contagion ability play an important role in systemic risk contagion. Despite the crucial markets in Europe and America (e.g., USA, Brazil, and Mexico), stock markets with weak network correlation and strong media ability (e.g., the markets of Japan, Korea, Australia, and New Zealand) play a critical role in risk contagion.…”
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Making Systemic Risk Assessments Work: How the DSA Creates a Virtuous Loop to Address the Societal Harms of Content Moderation by Niklas Eder

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