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SSRNRisk, Credit & Banking

State-dependent global banking systemic risk: An integrated framework of network connectedness, tail risk, and global financial conditions

Combining quantile-connectedness, tail-risk measures, and network analysis, the research shows tail connectedness exceeds median levels and lower-tail effects persist longer, with the VIX alone reliably predicting next-week systemic risk.

Featured in No. 132 on 25 Sep 2026 · 5 days after release

Released
20 Sep 2026
First featured
No. 132 · 25 Sep 2026
Published in
Not yet, as far as Semantic Scholar knows
Fanfare
2 of 5
Identifier
SSRN 7493706
Authors
Oguzhan Ozcelebi et al.

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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