Define Systemic risk. Systemic risk synonyms, Systemic risk pronunciation, Systemic risk translation, English dictionary definition of Systemic risk. also sys·tem·at·i·cal adj. 1. Characterized by, based on, or constituting a system: systematic thoug
First, we analyze the characteristics of spatial connectedness and systemic risk spillovers of tail risk network using sectoral data in Chinese stock market. We extend the literature on interconnectedness and systemic risk of sectors level data while extant literature generally focuses on the financial ...
the level of SA is far less. Most of the SA is synthesized after infection, but some derivatives of SA are also present in plants that are believed to be crucial in SAR. Some of these are methyl SA (MeSA) and methylated ester. MeSA is a volatile, biologically inactive substance and fun...
Obviously, there are plenty of reasons to be wary of the Hayat Tahrir al-Sham takeover and skeptical of its initial claims of non-sectarianism. Some level of interference by the U.S. government and its intelligence agencies can’t be ruled out, given both the long history of U.S. imperi...
Our results are of relevance for financial regulators especially because the critical level of diversification may not coincide with the one that is individually optimal. 展开 关键词: Systemic risk Leverage Diversification DOI: 10.1016/j.jfs.2014.08.006 年份: 2014 ...
In particular, we aim to discuss not only the technical migration, but also the long-term journey of change, on a systemic level. Method Our research method is an inductive, qualitative study on two data sources. Two main methodological steps take place – interviews and analysis of ...
(Minsky hypothesis,view post here). Long-term empirical analysis suggests that asset price booms are most dangerous when they are associated with rising financial leverage. Combinations of housing price bubbles and credit expansions have been the most detrimental of them all. (view post here). ...
Conclusions: The definition of CAVI, which does not depend on the level of systemic blood pressure, helps to identify the elastic properties impairment of the systemic circulation arteries in patients with IPAH. The stiffness of large arteries of systemic circulation is similar in patients w...
From a methodological standpoint, we associate severe variation with the lower tails of the shocks hitting the target variable and thus adopt a quantile regression framework to predict a lower quantile of the target variable, using the TASSYRI lagged level as a predictor. Consistently with ...
Given the returns Rti of an institution (or portfolio) i and the confidence level q, VaRq,ti is defined as the q-quantile of the return distributionPrRti⩽VaRq,ti=q.For example, if q = 0.05, VaR0.05,ti is the 5th quantile of the return distribution. AB define CoVaRq,ti|j as th...