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

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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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Financial Stress Index and Economic Activity in South Africa: New Evidence by Kehinde Damilola Ilesanmi, Devi Datt Tewari

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Systemic risk assessment of Lithuanian second-pillar pension funds through connectedness and spillover by Audrius Kabašinskas

Subjects: “…Systemic risk…”
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Multi-systemic risk and protective factors for contact with criminal justice services for vulnerable children by Anna Leyland

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15 years of research on systemic risk across the globe: The evolution of the field and its drivers by Mikhail Stolbov, Maria Shchepeleva

“…Second, we are also concerned with the drivers of research on systemic risk in a vast sample of countries during the observation period. …”
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A moving-window bayesian network model for assessing systemic risk in financial markets. by Lupe S H Chan, Amanda M Y Chu, Mike K P So

“…Systemic risk refers to the uncertainty that arises due to the breakdown of a financial system. …”
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Investigation of the relationship between investor sentiment and systemic risk: An example of the Turkish banking sector by Hikmet AKYOL, Melahat BATU AĞIRKAYA

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Systemic risk in Russian financial market: A ΔCoVaR approach by Faizliev, Alexey Raisovich

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Quantifying systemic risk in Morocco’s banking system using Euler indicators and extreme dependence by Khalil Said, Yassine EL Qalli, Abdellali Fadlallah

Subjects: “…Systemic risk…”
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Are the systemic risk spillovers of good and bad volatility in oil and global equity markets alike? by Qichang Xie, Jingrui Qin, Jianwei Li

“…This paper explores the asymmetric connectedness of systemic risk between the oil and global stock markets in both the time and frequency domains. …”
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Leverage-induced systemic risk under Basle II and other credit risk policies by Poledna, S, Thurner, S, Farmer, J, Geanakoplos, J

The systemic risk buffer for UK banks: a response to the Bank of England's consultation paper by Vickers, J

“…The article responds to the Bank of England’s (BoE) consultation paper of January 2016 on the systemic risk buffer for UK ring-fenced banks. It argues that, contrary to its proposed policy, the BoE should apply the highest permitted buffer rate—3 per cent of risk-weighted assets of common equity—to all large ring-fenced banks. …”

All that glitters is not gold: the re-use of securities collateral as a source of systemic risk by Solana, J

“…<p>Since the 1980s, regulators in the U.S. and the U.K. have protected the collateral taker’s right to re-use securities collateral in securities financing and OTC derivatives markets on the understanding that it would promote liquidity and credit growth, and reduce systemic risk. However, this rationale was incomplete: it failed to acknowledge the full implications of collateral re-use for systemic risk. …”

Understanding flash crash contagion and systemic risk: a calibrated agent-based approach by Paulin, J

“…We also find that systemic risk has a complex non-linear dependence on network topology. …”

Digitalization of the banking system: risks and opportunities for managing financial assets by R. G. Nafikov

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Correlation Assessment of Tax System Risk and Profitability in the Russian Regions by Marina Yuryevna Malkina, Rodion Vladiirovich Balakin

“…Obtained results can be used by researchers in further dynamic and comparative analysis of regional tax systems’ risk and return, as well as in identifying the reserves for increasing the regional tax policy effectiveness.…”
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Systemic Risk Analysis of Multi-Layer Financial Network System Based on Multiple Interconnections between Banks, Firms, and Assets by Qianqian Gao

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Changes in repo markets and the necessity for CCPs in Korea by Sun-Joong Yoon

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