Systemic risk of systemically important financial institutions in the post-2008 global financial crisis era : a tail risk network analysis

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<title>Systemic risk of systemically important financial institutions in the post-2008 global financial crisis era</title>
<subTitle>: a tail risk network analysis</subTitle>
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<namePart>American Risk and Insurance Association</namePart>
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<dateIssued encoding="marc">2025</dateIssued>
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<abstract displayLabel="Summary">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</abstract>
<note type="statement of responsibility">Tao Sun</note>
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<topic>Riesgo sistémico</topic>
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<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080579814">
<topic>Crisis financiera</topic>
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<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20110021238">
<topic>Estabilidad financiera</topic>
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<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20260000800">
<topic>Regulación financiera</topic>
</subject>
<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080606824">
<topic>Instituciones privadas</topic>
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<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080591182">
<topic>Gerencia de riesgos</topic>
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<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080608828">
<topic>Supervisión prudencial</topic>
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<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080608811">
<topic>Supervisión financiera</topic>
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<title>The Journal of risk and insurance</title>
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<publisher>Nueva York : The American Risk and Insurance Association, 1964-</publisher>
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<identifier type="issn">0022-4367</identifier>
<identifier type="local">MAP20077000727</identifier>
<part>
<text>17/11/2025 Volumen 92 Número 4 - noviembre 2025 , p. 950 - 977</text>
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