HIGHLIGHTS
- who: Sheri Markose from the Economics Department, University of Essex, Wivenhoe Park, Colchester , SQ, UK have published the paper: Early warning of systemic risk in global banking: eigen-pair R number for financial contagion and market price-based methods, in the Journal: (JOURNAL)
- what: The main reason that the time path of the R-number based Spectral SRI does not suffer from the flaws of market price SRIs is because the former is the maximum eigenvalue of the stability matrix composed of capital adjusted net liabilities of counterparties. In Sect 6 the authors provide a . . .
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