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Systemic risk of systemically important financial institutions in the post-2008 global financial crisis era : a tail risk network analysis
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MAP20260003498
Sun, Tao ‌
Systemic risk of systemically important financial institutions in the post-2008 global financial crisis era : a tail risk network analysis / Tao Sun
Sumario: The study examines the evolution of systemic risk in globally systemic banks (G-SIBs) and insurers (G-SIIs) from 2011 to 2023 using a tail-risk network model. It finds that G-SIBs are more affected by banking crises, macroeconomic tensions, and geopolitical shocks, while G-SIIs are mainly impacted by the COVID-19 pandemic. The analysis highlights cross-country differences and reveals a bidirectional causal relationship between bank and insurer systemic risk, offering key insights for macroprudential regulation and international supervisory policy
En: The Journal of risk and insurance. - Nueva York : The American Risk and Insurance Association, 1964- = ISSN 0022-4367. - 17/11/2025 Volumen 92 Número 4 - noviembre 2025 , p. 950 - 977
1. Riesgo sistémico ‌. 2. Crisis financiera ‌. 3. Estabilidad financiera ‌. 4. Regulación financiera ‌. 5. Instituciones privadas ‌. 6. Gerencia de riesgos ‌. 7. Supervisión prudencial ‌. 8. Supervisión financiera ‌. I. American Risk and Insurance Association ‌. II. Title.