framework delivers more stable interconnectedness rankings over time than other market-based measures of systemic risk …

The G-20 Data Gaps Initiative has called for the IMF to develop standard measures of tail risk, which we identify in … this paper with systemic risk. To understand the conditions under which tail risk is present, it is first necessary to … performance of eleven near-term systemic risk indicators as ‘early' warning of distress among top financial institutions in the …

-2009 financial crisis, research has also paid more attention to systemic risk and the impact of financial institutions on systemic … risk. As fintech grows, so too should the concern about its possible impact on systemic risk. This paper analyzes two … firms against the financial system to measure their impact on systemic risk. Our results show that at this time fintech …

themselves. In turn, the adoption of a risk-sharing guarantee fund structure would provide a natural disciplinary mechanism for …