The Systemic Risk Net
The Systemic Risk Net is an electronic platform that provides data and analysis on sovereign and financial systemic risk.
This is a project born from an idea of Gerardo to share data and methodologies used in his research work “The Impact of Sovereign Shocks” (2015).
The Systemic Risk Net provides extensions of his research to the U.S., the Latin American, and the Asian sovereign and financial systems.
Given the relevance of sovereign systemic shocks for banking default (Manzo and Picca (2015)), the Systemic Risk Net aims at bringing together data on sovereign systemic risk to encourage further research on the complex interrelationships between macro-systems of governments and financial institutions.
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