---
title: Analyzing Systemic Risk with Volatility
url: https://www.ml-quant.com/papers/ssrn/4488478/
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: SSRN 4488478
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4488478
featured: 2023-06-28
citations: unknown
topic: Derivatives & Volatility
---


# Analyzing Systemic Risk with Volatility

IVRVSRI measures the impact of market turmoil and varies across regions.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4488478
- Identifier: SSRN 4488478
- Released: 2023-03-14
- First featured: Quant Letter No. 5 (2023-06-28): https://www.ml-quant.com/issues/2023-06-28/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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