Systemic risk of systemically important financial institutions in the post-2008 global financial crisis era : a tail risk network analysis
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| Tag | 1 | 2 | Valor |
|---|---|---|---|
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| 001 | MAP20260003498 | ||
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| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a7 | ||
| 100 | $0MAPA20150014856$aSun, Tao | ||
| 245 | 1 | 0 | $aSystemic risk of systemically important financial institutions in the post-2008 global financial crisis era$b: a tail risk network analysis$cTao Sun |
| 520 | $aThe 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 | ||
| 650 | 4 | $0MAPA20100016923$aRiesgo sistémico | |
| 650 | 4 | $0MAPA20080579814$aCrisis financiera | |
| 650 | 4 | $0MAPA20110021238$aEstabilidad financiera | |
| 650 | 4 | $0MAPA20260000800$aRegulación financiera | |
| 650 | 4 | $0MAPA20080606824$aInstituciones privadas | |
| 650 | 4 | $0MAPA20080591182$aGerencia de riesgos | |
| 650 | 4 | $0MAPA20080608828$aSupervisión prudencial | |
| 650 | 4 | $0MAPA20080608811$aSupervisión financiera | |
| 710 | 2 | $0MAPA20080465346$aAmerican Risk and Insurance Association | |
| 773 | 0 | $wMAP20077000727$g17/11/2025 Volumen 92 Número 4 - noviembre 2025 , p. 950 - 977$x0022-4367$tThe Journal of risk and insurance$dNueva York : The American Risk and Insurance Association, 1964- |