---
title: Measuring the Time-varying Systemic Risks of Hedge Funds
url: https://www.ml-quant.com/papers/ssrn/4807133/
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 4807133
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4807133
featured: 2024-05-01
citations: 0
topic: Derivatives & Volatility
---


# Measuring the Time-varying Systemic Risks of Hedge Funds

A study defines hedge funds' systemic risk based on a banking index's sensitivity to extreme losses, finding that larger funds, use of leverage, and uncertain market conditions indicate higher systemic risk levels.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4807133
- Identifier: SSRN 4807133
- Released: 2024-04-25
- First featured: Quant Letter No. 47 (2024-05-01): https://www.ml-quant.com/issues/2024-05-01/
- Citations (Semantic Scholar): 0
- Published in: not yet
- Topic: Derivatives & Volatility

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