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TENET: Tail-Event driven NETwork risk - ScienceDirect
Source: sciencedirect.com
Article summary:
1. Systemic risk endangers the stability of the financial market, and identifying systemically important financial institutions (SIFIs) is crucial to prevent their failure from harming the whole financial system.
2. The literature on systemic risk measures is highly heterogeneous, with economic modelling and financial intermediation approaches, as well as quantitative methods based on statistical methodology such as quantile regression and graph theory.
3. The authors propose a method for modelling tail-event driven network risk based on quantile regressions augmented with non-linearity and variable selection in a high dimensional time series setting, which captures spillover effects and interconnectedness among institutions.
Article analysis:
作为一篇关于金融系统性风险的研究论文，该文章提供了对金融市场中不同机构之间相互作用的分析。然而，该文章存在一些潜在的偏见和局限性。
首先，该文章过于强调了量化方法和统计模型，而忽略了其他可能的因素。例如，金融市场中的政治和社会因素也可能对系统性风险产生影响。此外，该文章没有考虑到人类行为和心理学因素对金融市场的影响。
其次，该文章似乎认为建立监管机构和制定法规就可以解决系统性风险问题。然而，在实践中，监管机构和法规并不能完全避免金融危机的发生。此外，监管机构本身也可能存在利益冲突和监管不力等问题。
第三，该文章没有平等地呈现双方观点。它只关注了量化方法和统计模型，并没有探讨其他可能的观点或反驳意见。
最后，该文章缺乏对可能出现的风险进行足够的警示。尽管它提供了一些量化方法来评估系统性风险，但这并不能保证完全避免危机发生。
综上所述，虽然该文章提供了一些有价值的信息和分析工具来研究系统性风险问题，但它也存在一些潜在偏见、片面报道、无根据主张、缺失考虑点等问题。我们需要更加全面地考虑各种因素，并采取多种手段来应对系统性风险问题。
Topics for further research:
Political and social factors in financial markets
Human behavior and psychology in financial markets
Limitations of regulatory bodies and regulations
Consideration of alternative perspectives and counterarguments
Potential risks and warnings
Need for comprehensive approach to addressing systemic risk