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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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100  ‎$0‎MAPA20150014856‎$a‎Sun, Tao
24510‎$a‎Systemic risk of systemically important financial institutions in the post-2008 global financial crisis era‎$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
7102 ‎$0‎MAPA20080465346‎$a‎American Risk and Insurance Association
7730 ‎$w‎MAP20077000727‎$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-