Assessing Systemic Risk and Structural Vulnerability in the EU & Global Banking Sector through Network Analysis
Dr Farhad Reyazat
June 2016
In June 2016, I introduced a novel metric for systemic risk that captures the degree of both direct and indirect interconnections among banks, utilizing a correlation-based network approach. This method quantifies interconnectedness as a risk factor, empirically demonstrating how banking network interconnections influence systemic risk. The study sheds light on cross-border banking activities and compares the resilience of the US banking system to European counterparts. It recommends further exploration in areas like global risk monitoring enhancements and the correlation between banking sector risks and macroeconomic indicators. This research underlines the critical need to comprehend banking sector interdependencies to mitigate systemic risks effectively. We present a comprehensive risk concentration index by analyzing bilateral exposure cascades and the concentration of connections within selected networks, leveraging unique datasets of bank exposures, balance sheets, and economic indicators. This work enhances the current academic discourse by detailing the banking network’s structure and inter-bank dependencies at the country level, contributing to systemic risk. It equips policymakers with analytical tools for assessing the financial system’s complex dependency structures and the impact of regulatory decisions, offering insights into managing systemic risks more effectively. See the full article below
18 replies on “Assessing Systemic Risk and Structural Vulnerability in the EU & Global Banking Sector through Network Analysis”
The Real Person!
Author Zoe Walker acts as a real person and passed all tests against spambots. Anti-Spam by CleanTalk.
Your article helped me a lot, is there any more related content? Thanks! https://accounts.binance.com/hu/register-person?ref=FIHEGIZ8
The Real Person!
Author Mia Johnson acts as a real person and passed all tests against spambots. Anti-Spam by CleanTalk.
I don’t think the title of your article matches the content lol. Just kidding, mainly because I had some doubts after reading the article.
The Real Person!
Author Lily Chen acts as a real person and passed all tests against spambots. Anti-Spam by CleanTalk.
I don’t think the title of your article matches the content lol. Just kidding, mainly because I had some doubts after reading the article.
The Real Person!
Author Aria Fernandez acts as a real person and passed all tests against spambots. Anti-Spam by CleanTalk.
Your article helped me a lot, is there any more related content? Thanks!
The Real Person!
Author Martin acts as a real person and passed all tests against spambots. Anti-Spam by CleanTalk.
I don’t think the title of your article matches the content lol. Just kidding, mainly because I had some doubts after reading the article.
The Real Person!
Author Oliver James acts as a real person and passed all tests against spambots. Anti-Spam by CleanTalk.
Your article helped me a lot, is there any more related content? Thanks!
The Real Person!
Author Ethan Carter acts as a real person and passed all tests against spambots. Anti-Spam by CleanTalk.
Thanks for sharing. I read many of your blog posts, cool, your blog is very good.
The Real Person!
Author Navarro acts as a real person and passed all tests against spambots. Anti-Spam by CleanTalk.
Your point of view caught my eye and was very interesting. Thanks. I have a question for you.
The Real Person!
Author James acts as a real person and passed all tests against spambots. Anti-Spam by CleanTalk.
Your article helped me a lot, is there any more related content? Thanks!
The Real Person!
Author Aiden acts as a real person and passed all tests against spambots. Anti-Spam by CleanTalk.
Thank you for your sharing. I am worried that I lack creative ideas. It is your article that makes me full of hope. Thank you. But, I have a question, can you help me?
The Real Person!
Author binance acts as a real person and passed all tests against spambots. Anti-Spam by CleanTalk.
I don’t think the title of your article matches the content lol. Just kidding, mainly because I had some doubts after reading the article.
The Real Person!
Author Ali acts as a real person and passed all tests against spambots. Anti-Spam by CleanTalk.
I don’t think the title of your article matches the content lol. Just kidding, mainly because I had some doubts after reading the article.
The Real Person!
Author Ethan acts as a real person and passed all tests against spambots. Anti-Spam by CleanTalk.
Can you be more specific about the content of your article? After reading it, I still have some doubts. Hope you can help me.
The Real Person!
Author Oliver acts as a real person and passed all tests against spambots. Anti-Spam by CleanTalk.
Can you be more specific about the content of your article? After reading it, I still have some doubts. Hope you can help me.
The Real Person!
Author Sophia acts as a real person and passed all tests against spambots. Anti-Spam by CleanTalk.
I don’t think the title of your article matches the content lol. Just kidding, mainly because I had some doubts after reading the article.
The Real Person!
Author Lucas acts as a real person and passed all tests against spambots. Anti-Spam by CleanTalk.
I don’t think the title of your article matches the content lol. Just kidding, mainly because I had some doubts after reading the article.
The Real Person!
Author Leo acts as a real person and passed all tests against spambots. Anti-Spam by CleanTalk.
Thank you for your sharing. I am worried that I lack creative ideas. It is your article that makes me full of hope. Thank you. But, I have a question, can you help me?
The Real Person!
Author Kathy acts as a real person and passed all tests against spambots. Anti-Spam by CleanTalk.
Your article helped me a lot. Thanks!