---
title: Predicting Systemic Financial Risk
url: https://www.ml-quant.com/papers/repec/eee-ecofin-v-71-y-2024-i-c-s1062940824000123/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000123
source_url: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1062940824000123%3Bh%3Drepec%3Aeee%3Aecofin%3Av%3A71%3Ay%3A2024%3Ai%3Ac%3As1062940824000123
featured: 2024-04-10
citations: unknown
topic: Risk, Credit & Banking
---


# Predicting Systemic Financial Risk

Research suggests that machine learning models and financial stress index can effectively predict systemic financial risk, with stock and money markets being the most influential.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1062940824000123%3Bh%3Drepec%3Aeee%3Aecofin%3Av%3A71%3Ay%3A2024%3Ai%3Ac%3As1062940824000123
- Identifier: RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000123
- Released: 2024-04-10
- First featured: Quant Letter No. 44 (2024-04-10): https://www.ml-quant.com/issues/2024-04-10/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Risk, Credit & Banking

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