Dynamic Time Warping Algorithm in Modeling Systemic Risk in the European Insurance Sector by Anna Denkowska, Stanisław Wanat

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Extending the forward systemic risk measure: Do sector level variables matter? by Hasan Hanif, Muhammad Naveed, Mobeen Ur Rehman

“…Conventional systemic risk measures are parsimonious in nature and are used to assess the current systemic risk contributions of financial institutions and does not highlight future systemic risk. …”
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The effect of macroeconomic and specific banking variables on systemic risk Cupola Covar approach by Kimia Etemadi, Reza Eyvazloo, Seyyed Mojtaba Mirlohi

Subjects: “…systemic risk…”
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Environmental performance, financial development, systemic risk and economic uncertainty: What are the linkages? by Mikhail Stolbov, Maria Shchepeleva

“…We underscore a two-way relationship between systemic risk and environmental performance. An increase in systemic risk improves the environmental quality, albeit to the detriment of economic growth and energy consumption, whereas ex ante higher values of the key composite indicators of environmental performance mitigate systemic risk. …”
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Individual and systemic risk trade-offs induced by information barriers in the financial system by Katsargyri, Georgia-Evangela

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Modelling systemic risk factors in cardiovascular disease using single-cell biology by Monaco, C, Dib, L

A Complexity Lens on the COVID-19 Pandemic by Didier Wernli, Fabrizio Tediosi, Karl Blanchet, Kelley Lee, Chantal M Morel, Didier Pittet, Nicolas Levrat, Oran Young

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Assessing portfolio vulnerability to systemic risk: a vine copula and APARCH-DCC approach by Jules Clement Mba

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An Application of Geographically Weighted Quantile Lasso to Weather Index Insurance Design by Daniel Lima Miquelluti, Vitor Augusto Ozaki, David José Miquelluti

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Overview of Financial Contagion Channels in the Banking Sector of Baltic States by Laura Gudelytė

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Systemic and Reputational Risk in the Activities of Rating Agencies by Paweł Niedziółka

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Evidence for and against the validity of the capital asset Pricing model by Leković Miljan M.

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The Downside of Heterogeneity: How Established Relations Counteract Systemic Adaptivity in Tasks Assignments by Giona Casiraghi, Christian Zingg, Frank Schweitzer

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Centralized clearing mechanisms: A programming approach by Peter Csoka, P. Jean-Jacques Herings

Subjects: “…systemic risk…”
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Comparison of Systemic Financial Risks in the US before and after the COVID-19 Outbreak—A Copula–GARCH with CES Approach by Ji Ma, Xiaoqing Li, Jianxu Liu, Jiande Cui, Mingzhi Zhang, Songsak Sriboonchitta

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Community Structure and Systemic Risk of Bank Correlation Networks Based on the U.S. Financial Crisis in 2008 by Yajing Huang, Feng Chen

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Empowering supervisors with more principles and discretion to implement them will not reduce the dangers of the prudential approach to financial regulation by Mario Tonveronachi

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Fattore umano e rischio sistemico: un memento by M. SARCINELLI

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Empowering supervisors with more principles and discretion to implement them will not reduce the dangers of the prudential approach to financial regulation by Mario Tonveronachi

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ON THE IMPORTANCE OF TRADITIONAL LENDING ACTIVITY FOR BANKING SYSTEMS STABILITY by STEFANO ZEDDA, MICHELE PATANÉ, LUANA MIGGIANO

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