Caetano, Marco Antonio Leonel; Yoneyama, Takashi - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 12, pp. 2368-2374
Systemic risk refers to the possibility of a collapse of an entire financial system or market, differing from the risk associated with any particular individual or a group pertaining to the system, which may include banks, government, brokers, and creditors. After the 2008 financial crisis, a...