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

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<dc:creator>Sun, Tao</dc:creator>
<dc:creator>American Risk and Insurance Association</dc:creator>
<dc:date>2025-11-17</dc:date>
<dc:description xml:lang="es">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</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/189581.do</dc:identifier>
<dc:language>eng</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Riesgo sistémico</dc:subject>
<dc:subject xml:lang="es">Crisis financiera</dc:subject>
<dc:subject xml:lang="es">Estabilidad financiera</dc:subject>
<dc:subject xml:lang="es">Regulación financiera</dc:subject>
<dc:subject xml:lang="es">Instituciones privadas</dc:subject>
<dc:subject xml:lang="es">Gerencia de riesgos</dc:subject>
<dc:subject xml:lang="es">Supervisión prudencial</dc:subject>
<dc:subject xml:lang="es">Supervisión financiera</dc:subject>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">Systemic risk of systemically important financial institutions in the post-2008 global financial crisis era : a tail risk network analysis</dc:title>
<dc:relation xml:lang="es">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</dc:relation>
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