scholarly journals Role of Recovery in Evolving Protection against Systemic Risk: A Mechanical Perspective in Network-Agent Dynamics

Complexity ◽  
2021 ◽  
Vol 2021 ◽  
pp. 1-23
Author(s):  
Chulwook Park
Keyword(s):  
Systemic Risk ◽  
Random Network ◽  
Network Dynamics ◽  
Risk Measurement ◽  
Operating Principle ◽  
General Regularity ◽  
Alternative Interventions

We propose a model of evolving protection against systemic risk related to recovery. Using the failure potential in network-agent dynamics, we present a process-based simulation that provides insights into alternative interventions and their mechanical uniqueness. The fundamental operating principle of this model is that computation allows greater emphasis on optimizing the recovery within the general regularity of random network dynamics. The rules and processes that are used here could be regarded as useful techniques in systemic risk measurement relative to numerical failure reduction analyses.

The framework of systemic risk related to contagion, recovery rate and capital requirement in an interbank network

2014 ◽  
Vol 01 (01) ◽  
pp. 1450004 ◽  
Author(s):  
Xuemin Ren ◽  
George X. Yuan ◽  
Lishang Jiang
Keyword(s):  
Systemic Risk ◽  
Recovery Rate ◽  
General Framework ◽  
Regularity Condition ◽  
Risk Measurement ◽  
Capital Requirement ◽  
Systems Management ◽  
Financial Systems ◽  
General Regularity ◽  
Financial Network

In this paper, by using the "clearing payment concept" initially introduced by Eisenberg and Noe (2001, Systemic Risk in Financial Systems. Management Science, 47(2), 236–249), under general framework of financial system (network) in an interbank network, we first discuss the mechanics of systemic risk's contagions related to assets' recovery rate, and capital requirement. Then under the general regularity condition for the financial network, we discuss some new results for the existence, uniqueness, and continuity results which could be regarded as the fundamental supporting for the systemic risk measurement in terms of numerical analysis with simulations in the practice.

A Systematic Diagnosis of Systemic Risk: The Role of Leading and Lagging Indicators

2012 ◽  
Author(s):  
Myeong Hyeon Kim ◽  
Baeho Kim
Keyword(s):  
Systemic Risk

scholarly journals Systemic risk measurement: bucketing global systemically important banks

2021 ◽  
Author(s):  
Marina Brogi ◽  
Valentina Lagasio ◽  
Luca Riccetti
Keyword(s):  
Systemic Risk ◽  
Financial System ◽  
Capital Requirements ◽  
Insurance Premium ◽  
Risk Measurement ◽  
Marginal Contribution ◽  
General Consensus ◽  
Systemically Important Banks

AbstractThe general consensus on the need to enhance the resilience of the financial system has led to the imposition of higher capital requirements for certain institutions, supposedly based on their contribution to systemic risk. Global Systemically Important Banks (G-SIBs) are divided into buckets based on their required additional capital buffers ranging from 1% to 3.5%. We measure the marginal contribution to systemic risk of 26 G-SIBs using the Distressed Insurance Premium methodology proposed by Huang et al. (J Bank Financ 33:2036–2049, 2009) and examine ranking consistency with that using the SRISK of Acharya et al. (Am Econ Rev 102:59–64, 2012). We then compare the bucketing using the two academic approaches and supervisory buckets. Because it leads to capital surcharges, bucketing should be consistent, irrespective of methodology. Instead, discrepancies in the allocation between buckets emerge and this suggests the complementary use of other methodologies.

Is it time to move from mandatory stretching? We need to differentiate “Can I” from “Do I Have To?”

2021 ◽  
Author(s):  
José Afonso ◽  
Jesús Olivares-Jabalera ◽  
Renato Andrade
Keyword(s):  
Range Of Motion ◽  
Injury Risk ◽  
Warm Up ◽  
Alternative Interventions ◽  
Passive Stretching ◽  
Effective Interventions ◽  
Potential Applications ◽  
The Times ◽  
The Many

The effects and usefulness of active and passive static stretching have raised heated debates. Over the years, the pendulum has swung from a glorified vision to their vilification. As most of the times, the truth often lies somewhere in-between. But even if there was no controversy surrounding the effects of static and passive stretching (which there is), and even if their effects were homogeneously positive (which they are not), that would not be sufficient to make stretching mandatory for practicing physical exercise, for most populations. Amidst the many discussions, an important issue has remained underexplored: the prerequisites to answer the question “Can I?” are not sufficient to answer the question “Do I have to?”, especially when alternative interventions are available. In this current opinion paper, we address four potential applications of stretching: (i) warm-up; (ii) cool-down; (iii) range of motion; and (iv) injury risk. We argue that while stretching can be used in the warm-up and cool-down phases of the training, its inclusion is not mandatory, and its effectiveness is still questionable. Stretching can be used to improve range of motion, but alternative and effective interventions are available. The role of stretching in injury risk is also controversial, and the literature often misinterprets association with causation and assumes that stretching is the only intervention to improve flexibility and range of motion. Overall, the answer to the question “Can I stretch?” is “yes”. But the answer to the question “Do I have to?” is “no, not really”.

scholarly journals Time-Varying Analyses of Imaging Data: Capturing the Role of Network Dynamics in Psychopathology

2018 ◽  
Vol 3 (3) ◽  
pp. 205-206
Author(s):  
Joel Bernanke ◽  
Yun Wang ◽  
Jonathan Posner
Keyword(s):  
Network Dynamics ◽  
Time Varying ◽  
Imaging Data ◽  
Data Capturing

scholarly journals Modeling Network Dynamics

2020 ◽  
pp. 145-171
Keyword(s):  
Communication Networks ◽  
Random Network ◽  
Network Dynamics ◽  
Network Models ◽  
Random Networks ◽  
Social Phenomena ◽  
Disease Propagation ◽  
The Social ◽  
Wide Range ◽  
Model Dynamics

Social relationships and the social networks over these relationships do not occur arbitrarily. However, the random networks dealt with in this chapter are important tools for modeling the networks of these systems. The authors use random networks to understand and to model dynamics regarding the whole social structure. Random network models became the topic of several studies independently from social network analysis in the 1950s. These models were used in the analysis of a wide range of social and non-social phenomena, from electrical and communication networks to the speed and manner of disease propagation. This chapter explores the modeling network dynamics of random networks.

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