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SSRNRisk, Credit & Banking

The Geometry of Risk: An Integrated Monitoring Framework for Multi-Asset Systemic Stress

The research develops a four-layer diagnostic framework combining network topology, dynamic causality, tail risk, and regime classification to monitor multi-asset systemic stress in real time.

Featured in No. 133 on 2 Oct 2026 · 6 days after release

Released
26 Sep 2026
First featured
No. 133 · 2 Oct 2026
Published in
Not yet, as far as Semantic Scholar knows
Fanfare
2 of 5
Identifier
SSRN 7521018
Authors
Youness Yachruti

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

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