29 skills found
TommasoBelluzzo / SystemicRiskA framework for financial systemic risk valuation and analysis.
mgao6767 / FrdsFinancial research data services for academics.
tzhangwps / Turbulence And Systemic RiskProject description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=15d25da80de749edd1694fc70d0703bb
SkylarShiHub / BankingNetwork2022Data and code supporting data examples analysis in the paper "Assessing the interconnectedness and systemic risk contagion in the Chinese banking network." International Journal of Emerging Markets, 2022.
Interactions-HSG / SOAPSOAP - A Sockpuppet Auditing Tool for Very Large Online Platforms
AmirhosseinHonardoust / Defi Risk Scenario LabA research-grade lab for stress-testing DeFi protocols using Solidity mini-systems, a Python simulation engine, and a Streamlit dashboard. Simulates price crashes, liquidity shifts, AMM behavior, lending liquidations, and systemic risk dynamics. Designed for DeFi engineers, auditors, and researchers.
AmirhosseinHonardoust / The Physics Of DefiA deep exploration of the economic physics governing DeFi crashes, AMM decay, liquidity spirals, and liquidation cascades. This article models decentralized finance as a nonlinear system driven by invariants, thresholds, and feedback loops, revealing why crashes follow predictable laws of motion.
vibalcam / Gnn Systemic RiskOfficial implementation of "Predicting Systemic Risk in Financial Systems Using Deep Graph Learning"
cspun / MLE SRISKThis repository contains the codes for the paper "Machine-Learning-enhanced Systemic Risk Measure: A Two-Step Supervised Learning Approach" (by R. Liu and C.S. Pun)
oa36 / Systemic RiskSystemic Risk - CoVaR
LeoCo / Systemic Risk MeasuresComparison of three financial models to measure the system risk of Banks using datasets from Bloomberg.
TimoDimi / SystemicRiskEstimates semiparametric systemic risk (CoVaR and MES) regression models and evaluates systemic risk forecasts
Gaochenyin / Tail Risk DiscoveryTail-risk Connectedness Network and Systemic Risk in Chinese Financial Market
AdityaBhatt3010 / OWASP Top 10 2025 Redefining Web Application Security From Bugs To Root CausesA deep dive into the OWASP Top 10: 2025 update — exploring how the focus shifts from fixing vulnerabilities to addressing design flaws, supply-chain risks, and systemic security failures that define the modern threat landscape.
sangural16 / Systemic RiskAnalysis of Different Measures of Systemic Risk
gophronesis / Systemic RiskA package for calculating systemic risk in the market
KAIST-Lee-FEstudy / Econometric Measures Of Connectedness And Systemic Risk In The Finance And Insurance SectorsFollow up the paper of Monica Billio, Mila Getmansky, Andrew Lo and Loriana Pelizzon, Journal of Financial Economics, 2012, vol. 104, issue 3, 535-559
DMindAI / DMind 3 21BCloud-native macro-strategic AI for Web3 with global market foresight and systemic risk modeling
roguetrainer / Systemic Risk MetricsSome Jupyter notebooks demonstrating various types of models for systemic financial risk, including indicator back-testing, network construction, network analytics, statistical stress-testing & economic models. Many of these can be run on Azure, when the required R & python packages are supported.
tubakhxn / Systemic Risk Contagion Network EngineNo description available
