What is it about?

The article presents a comprehensive framework for developing systemic risk indicators derived from common risk measures used in finance and insurance. These indicators serve the purpose of pinpointing the systemic elements within a financial system.

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Why is it important?

The significance of the developed systemic risk indicators lies in their ability to identify components whose underperformance may potentially lead to losses affecting the entire system. Consequently, regulators can utilize these indicators to implement targeted measures on these components, mitigating the risks they pose.


Exploring the application of the indicators outlined in the article to real-world data would be intriguing, allowing for an assessment of their effectiveness in quantifying the systemic significance of a component within a financial system.

Khalil SAID

Read the Original

This page is a summary of: Some systemic risk indicators, Risk and Decision Analysis, December 2023, IOS Press,
DOI: 10.3233/rda-231521.
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