Systemic Risk and Decision-Making: A Network Perspective
A Special Issue of Systems (ISSN 2079-8954) belonging to the section "Systems Practice in Social Science".
Deadline for manuscript submissions: 30 November 2026 | Viewed by 834
Editor
Interests: international finance; international business; risk management in international finance & business; project finance; corporate finance; panel data analysis
Special Issue Information
Dear Colleagues,
Systemic risk emerges from the complex web of interactions among financial institutions, markets, and economic agents. From a network perspective, financial systems are highly interconnected structures where shocks can propagate through multiple channels, generating spillovers that amplify initial disturbances. Understanding how decisions made by individual actors influence the stability of the entire system is therefore essential. Network-based approaches provide tools to map interdependencies, identify critical nodes, and assess how risk spreads across financial and economic networks. Such perspectives move beyond isolated risk assessment and focus instead on the collective dynamics that shape resilience or fragility within the system. By integrating insights from finance, network science, and decision theory, this approach contributes to a deeper understanding of systemic vulnerabilities and supports the design of policies and decision-making frameworks aimed at strengthening financial stability.
Suggested Topics include, but are not limited to:
- Network-based approaches to measuring and modeling systemic risk in financial systems
- Interbank networks, financial interconnectedness and contagion dynamics
- Network spillovers across financial markets and institutions
- Critical nodes in financial networks
- Macroprudential regulation and policy responses in interconnected financial systems
- Decision-making under uncertainty in complex financial networks
- Early-warning indicators of financial instability using network analytics
- Dynamics of shock propagation and disruptions in financial networks
- Cross-border financial contagion and global financial interconnectedness
- Applications of network science and graph theory in financial economics
- Agent-based and simulation models of systemic risk and financial crises
- Network resilience, robustness, and policy tools for enhancing financial stability
Prof. Dr. Cristian Paun
Guest Editor
Manuscript Submission Information
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Keywords
- systemic risk
- financial networks
- network contagion
- interconnectedness
- macroprudential regulation
- risk propagation
- network spillovers
- financial stability
- banking system resilience
- interbank markets
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