Systemic risk

  1. Network-level model detects systemic credit risk earlier
    Framework integrating graph neural networks and contagion modeling to identify systemic vulnerabilities in digital lending ecosystems months earlier than conventional monitoring systems.
  2. Parent support was selective during the 2007–2009 crisis
    Banks allocated capital selectively within conglomerates during the 2007–2009 crisis, favoring stronger affiliates while restricting support to weaker ones, challenging regulatory assumptions.
  3. Fund holding networks are linked to higher systemic financial risk
    Network analysis reveals fund holdings among Chinese financial institutions amplify systemic risk through governance convergence, price synchronicity, and asset homogenization mechanisms.