Global Balance and Systemic Risk in Financial Correlation Networks
We show that the global balance index of financial correlation networks can be used as a
systemic risk measure. We define the global balance of a network starting from a diffusive …
systemic risk measure. We define the global balance of a network starting from a diffusive …
Analysis of Systemic Risk on the Financial Performance during the COVID-19 Pandemic: The Case of the Colombian Banking Industry
JS Rojas Rincón, AM Mejía Martínez… - Sustainability, 2024 - mdpi.com
This study seeks to analyze the financial performance of the Colombian banking industry
during the COVID-19 pandemic. The frame of reference is based on the concept of systemic …
during the COVID-19 pandemic. The frame of reference is based on the concept of systemic …
Computing the impact of central clearing on systemic risk
N Nowaczyk, S O'Halloran - Frontiers in Artificial Intelligence, 2024 - frontiersin.org
The paper uses a graph model to examine the effects of financial market regulations on
systemic risk. Focusing on central clearing, we model the financial system as a multigraph of …
systemic risk. Focusing on central clearing, we model the financial system as a multigraph of …