{"id":"https://openalex.org/W3181783050","doi":"https://doi.org/10.1155/2021/8360778","title":"Systemic Risk Assessment: Aggregated and Disaggregated Analysis on Selected Indian Banks","display_name":"Systemic Risk Assessment: Aggregated and Disaggregated Analysis on Selected Indian Banks","publication_year":2021,"publication_date":"2021-01-01","ids":{"openalex":"https://openalex.org/W3181783050","doi":"https://doi.org/10.1155/2021/8360778","mag":"3181783050"},"language":"en","primary_location":{"id":"doi:10.1155/2021/8360778","is_oa":true,"landing_page_url":"http://doi.org/10.1155/2021/8360778","pdf_url":"https://downloads.hindawi.com/journals/complexity/2021/8360778.pdf","source":{"id":"https://openalex.org/S207319443","display_name":"Complexity","issn_l":"1076-2787","issn":["1076-2787","1099-0526"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319869","host_organization_name":"Hindawi Publishing Corporation","host_organization_lineage":["https://openalex.org/P4310319869"],"host_organization_lineage_names":["Hindawi Publishing Corporation"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Complexity","raw_type":"journal-article"},"type":"article","indexed_in":["crossref","doaj"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://downloads.hindawi.com/journals/complexity/2021/8360778.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5059859447","display_name":"Mohammed Arshad Khan","orcid":"https://orcid.org/0000-0002-8375-8110"},"institutions":[{"id":"https://openalex.org/I120238654","display_name":"Saudi Electronic University","ror":"https://ror.org/05ndh7v49","country_code":"SA","type":"education","lineage":["https://openalex.org/I120238654"]}],"countries":["SA"],"is_corresponding":true,"raw_author_name":"Mohammed Arshad Khan","raw_affiliation_strings":["Department of Accountancy, College of Administration and Financial Science, Saudi Electronic University, Riyadh 11673, Saudi Arabia"],"affiliations":[{"raw_affiliation_string":"Department of Accountancy, College of Administration and Financial Science, Saudi Electronic University, Riyadh 11673, Saudi Arabia","institution_ids":["https://openalex.org/I120238654"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5041694158","display_name":"Preeti Roy","orcid":"https://orcid.org/0000-0002-2880-7995"},"institutions":[{"id":"https://openalex.org/I59475050","display_name":"Jamia Millia Islamia","ror":"https://ror.org/00pnhhv55","country_code":"IN","type":"education","lineage":["https://openalex.org/I59475050"]}],"countries":["IN"],"is_corresponding":false,"raw_author_name":"Preeti Roy","raw_affiliation_strings":["Centre for Management Studies, Jamia Millia Islamia-Central University, New Delhi 110025, India"],"affiliations":[{"raw_affiliation_string":"Centre for Management Studies, Jamia Millia Islamia-Central University, New Delhi 110025, India","institution_ids":["https://openalex.org/I59475050"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5025479450","display_name":"Saif Siddiqui","orcid":"https://orcid.org/0000-0002-7368-6141"},"institutions":[{"id":"https://openalex.org/I59475050","display_name":"Jamia Millia Islamia","ror":"https://ror.org/00pnhhv55","country_code":"IN","type":"education","lineage":["https://openalex.org/I59475050"]}],"countries":["IN"],"is_corresponding":false,"raw_author_name":"Saif Siddiqui","raw_affiliation_strings":["Centre for Management Studies, Jamia Millia Islamia-Central University, New Delhi 110025, India"],"affiliations":[{"raw_affiliation_string":"Centre for Management Studies, Jamia Millia Islamia-Central University, New Delhi 110025, India","institution_ids":["https://openalex.org/I59475050"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5036359339","display_name":"Abdullah A. Alakkas","orcid":"https://orcid.org/0000-0001-5762-7910"},"institutions":[{"id":"https://openalex.org/I120238654","display_name":"Saudi Electronic University","ror":"https://ror.org/05ndh7v49","country_code":"SA","type":"education","lineage":["https://openalex.org/I120238654"]}],"countries":["SA"],"is_corresponding":false,"raw_author_name":"Abdullah A. Alakkas","raw_affiliation_strings":["Department of Accountancy, College of Administration and Financial Science, Saudi Electronic University, Riyadh 11673, Saudi Arabia"],"affiliations":[{"raw_affiliation_string":"Department of Accountancy, College of Administration and Financial Science, Saudi Electronic University, Riyadh 11673, Saudi Arabia","institution_ids":["https://openalex.org/I120238654"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5059859447"],"corresponding_institution_ids":["https://openalex.org/I120238654"],"apc_list":{"value":2300,"currency":"USD","value_usd":2300},"apc_paid":{"value":2300,"currency":"USD","value_usd":2300},"fwci":2.5113,"has_fulltext":true,"cited_by_count":12,"citation_normalized_percentile":{"value":0.90206653,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":98},"biblio":{"volume":"2021","issue":"1","first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10127","display_name":"Banking stability, regulation, efficiency","score":0.9983999729156494,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10127","display_name":"Banking stability, regulation, efficiency","score":0.9983999729156494,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9976000189781189,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12394","display_name":"Insurance and Financial Risk Management","score":0.9865999817848206,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/systemic-risk","display_name":"Systemic risk","score":0.8042023181915283},{"id":"https://openalex.org/keywords/spillover-effect","display_name":"Spillover effect","score":0.7156885862350464},{"id":"https://openalex.org/keywords/market-capitalization","display_name":"Market capitalization","score":0.6022733449935913},{"id":"https://openalex.org/keywords/market-liquidity","display_name":"Market liquidity","score":0.584851086139679},{"id":"https://openalex.org/keywords/capitalization","display_name":"Capitalization","score":0.584527313709259},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.575800895690918},{"id":"https://openalex.org/keywords/volatility","display_name":"Volatility (finance)","score":0.536019504070282},{"id":"https://openalex.org/keywords/liquidity-risk","display_name":"Liquidity risk","score":0.5035108923912048},{"id":"https://openalex.org/keywords/private-sector","display_name":"Private sector","score":0.4814566969871521},{"id":"https://openalex.org/keywords/tail-risk","display_name":"Tail risk","score":0.4719594717025757},{"id":"https://openalex.org/keywords/market-risk","display_name":"Market risk","score":0.45561087131500244},{"id":"https://openalex.org/keywords/financial-system","display_name":"Financial system","score":0.43757516145706177},{"id":"https://openalex.org/keywords/financial-crisis","display_name":"Financial crisis","score":0.38110172748565674},{"id":"https://openalex.org/keywords/actuarial-science","display_name":"Actuarial science","score":0.32705554366111755},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.310976505279541},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.2895015478134155},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.1615961790084839},{"id":"https://openalex.org/keywords/geography","display_name":"Geography","score":0.08826607465744019}],"concepts":[{"id":"https://openalex.org/C144587487","wikidata":"https://www.wikidata.org/wiki/Q1369234","display_name":"Systemic risk","level":3,"score":0.8042023181915283},{"id":"https://openalex.org/C55527203","wikidata":"https://www.wikidata.org/wiki/Q334194","display_name":"Spillover effect","level":2,"score":0.7156885862350464},{"id":"https://openalex.org/C193445137","wikidata":"https://www.wikidata.org/wiki/Q471719","display_name":"Market capitalization","level":4,"score":0.6022733449935913},{"id":"https://openalex.org/C183582576","wikidata":"https://www.wikidata.org/wiki/Q184783","display_name":"Market liquidity","level":2,"score":0.584851086139679},{"id":"https://openalex.org/C2779137862","wikidata":"https://www.wikidata.org/wiki/Q425951","display_name":"Capitalization","level":2,"score":0.584527313709259},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.575800895690918},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.536019504070282},{"id":"https://openalex.org/C189259953","wikidata":"https://www.wikidata.org/wiki/Q1042259","display_name":"Liquidity risk","level":3,"score":0.5035108923912048},{"id":"https://openalex.org/C121426985","wikidata":"https://www.wikidata.org/wiki/Q591763","display_name":"Private sector","level":2,"score":0.4814566969871521},{"id":"https://openalex.org/C2776734221","wikidata":"https://www.wikidata.org/wiki/Q3936425","display_name":"Tail risk","level":2,"score":0.4719594717025757},{"id":"https://openalex.org/C73858035","wikidata":"https://www.wikidata.org/wiki/Q1164550","display_name":"Market risk","level":2,"score":0.45561087131500244},{"id":"https://openalex.org/C73283319","wikidata":"https://www.wikidata.org/wiki/Q1416617","display_name":"Financial system","level":1,"score":0.43757516145706177},{"id":"https://openalex.org/C2778300220","wikidata":"https://www.wikidata.org/wiki/Q114380","display_name":"Financial crisis","level":2,"score":0.38110172748565674},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.32705554366111755},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.310976505279541},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.2895015478134155},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.1615961790084839},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.08826607465744019},{"id":"https://openalex.org/C139719470","wikidata":"https://www.wikidata.org/wiki/Q39680","display_name":"Macroeconomics","level":1,"score":0.0},{"id":"https://openalex.org/C41895202","wikidata":"https://www.wikidata.org/wiki/Q8162","display_name":"Linguistics","level":1,"score":0.0},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0},{"id":"https://openalex.org/C50522688","wikidata":"https://www.wikidata.org/wiki/Q189833","display_name":"Economic growth","level":1,"score":0.0},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.0},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.0}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.1155/2021/8360778","is_oa":true,"landing_page_url":"http://doi.org/10.1155/2021/8360778","pdf_url":"https://downloads.hindawi.com/journals/complexity/2021/8360778.pdf","source":{"id":"https://openalex.org/S207319443","display_name":"Complexity","issn_l":"1076-2787","issn":["1076-2787","1099-0526"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319869","host_organization_name":"Hindawi Publishing Corporation","host_organization_lineage":["https://openalex.org/P4310319869"],"host_organization_lineage_names":["Hindawi Publishing Corporation"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Complexity","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:hin:complx:8360778","is_oa":false,"landing_page_url":"http://downloads.hindawi.com/journals/complexity/2021/8360778.xml","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},{"id":"pmh:oai:doaj.org/article:bb01dec034f9488bbf2132c1cca994a7","is_oa":true,"landing_page_url":"https://doaj.org/article/bb01dec034f9488bbf2132c1cca994a7","pdf_url":null,"source":{"id":"https://openalex.org/S112646816","display_name":"SHILAP Revista de lepidopterolog\u00eda","issn_l":"0300-5267","issn":["0300-5267","2340-4078"],"is_oa":true,"is_in_doaj":true,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":"cc-by-sa","license_id":"https://openalex.org/licenses/cc-by-sa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Complexity, Vol 2021 (2021)","raw_type":"article"},{"id":"pmh:oai:hindawi.com:10.1155/2021/8360778","is_oa":true,"landing_page_url":"https://doi.org/10.1155/2021/8360778","pdf_url":null,"source":{"id":"https://openalex.org/S4306400340","display_name":"Hindawi Journal of Chemistry (Hindawi)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I4210126990","host_organization_name":"Hindawi (United Kingdom)","host_organization_lineage":["https://openalex.org/I4210126990"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Research Article"}],"best_oa_location":{"id":"doi:10.1155/2021/8360778","is_oa":true,"landing_page_url":"http://doi.org/10.1155/2021/8360778","pdf_url":"https://downloads.hindawi.com/journals/complexity/2021/8360778.pdf","source":{"id":"https://openalex.org/S207319443","display_name":"Complexity","issn_l":"1076-2787","issn":["1076-2787","1099-0526"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319869","host_organization_name":"Hindawi Publishing Corporation","host_organization_lineage":["https://openalex.org/P4310319869"],"host_organization_lineage_names":["Hindawi Publishing Corporation"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Complexity","raw_type":"journal-article"},"sustainable_development_goals":[{"display_name":"Partnerships for the goals","id":"https://metadata.un.org/sdg/17","score":0.5}],"awards":[],"funders":[],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W3181783050.pdf","grobid_xml":"https://content.openalex.org/works/W3181783050.grobid-xml"},"referenced_works_count":38,"referenced_works":["https://openalex.org/W1826052797","https://openalex.org/W2016888366","https://openalex.org/W2085593416","https://openalex.org/W2088754829","https://openalex.org/W2123423040","https://openalex.org/W2127288111","https://openalex.org/W2131851934","https://openalex.org/W2152978810","https://openalex.org/W2172985871","https://openalex.org/W2187818896","https://openalex.org/W2246680627","https://openalex.org/W2320932058","https://openalex.org/W2551660387","https://openalex.org/W2593136423","https://openalex.org/W2736178919","https://openalex.org/W2756354293","https://openalex.org/W2899980403","https://openalex.org/W2900612536","https://openalex.org/W2909970876","https://openalex.org/W2911622273","https://openalex.org/W2933553796","https://openalex.org/W2993122479","https://openalex.org/W3003272249","https://openalex.org/W3020982786","https://openalex.org/W3094140700","https://openalex.org/W3121326409","https://openalex.org/W3121482324","https://openalex.org/W3121630491","https://openalex.org/W3121823203","https://openalex.org/W3123849834","https://openalex.org/W3123933399","https://openalex.org/W3124194226","https://openalex.org/W3124252094","https://openalex.org/W3125125860","https://openalex.org/W3132375560","https://openalex.org/W4230327943","https://openalex.org/W4244683957","https://openalex.org/W4246715751"],"related_works":["https://openalex.org/W4388027506","https://openalex.org/W4248247931","https://openalex.org/W2600340978","https://openalex.org/W4376457357","https://openalex.org/W2084819719","https://openalex.org/W3168136668","https://openalex.org/W1963774539","https://openalex.org/W2931128190","https://openalex.org/W3124543971","https://openalex.org/W2080481849"],"abstract_inverted_index":{"Exposure":[0],"of":[1,15,24,97,121,127,151],"the":[2,6,13,22,31,46,55,87,107,118],"banking":[3,33],"system":[4],"to":[5,12,58],"Global":[7],"Financial":[8],"Crisis":[9],"attracted":[10],"attention":[11],"study":[14],"riskiness":[16],"and":[17,27,43,70,81,114,143,149],"spillover.":[18],"This":[19],"paper":[20],"studies":[21],"pattern":[23],"systemic":[25,122,132],"risk":[26,83,92,123,133],"size":[28],"effect":[29],"in":[30,106,130],"Indian":[32,78,88],"sector.":[34],"Based":[35],"on":[36],"market":[37,79],"capitalization,":[38],"three":[39,44],"public":[40,103],"sector":[41,48],"banks":[42,101,111,129,140],"from":[45,54],"private":[47,98,128],"were":[49],"taken.":[50],"Data":[51],"are":[52],"taken":[53],"year":[56],"2007":[57],"2020.":[59],"The":[60,125],"analysis":[61],"is":[62,93],"done":[63],"through":[64],"quantile\u2010CoVaR":[65],"(Conditional":[66],"Value":[67],"at":[68],"Risk)":[69],"TENET":[71],"(Tail\u2010Event\u2010Driven":[72],"Network)":[73],"measure.":[74],"State":[75],"variables":[76],"like":[77,112,141],"volatility":[80],"global":[82],"measures":[84],"negatively":[85],"influence":[86],"banks\u2019":[89],"returns.":[90],"Liquidity":[91],"a":[94],"crucial":[95],"aspect":[96],"banks.":[99],"Public":[100],"experience":[102],"confidence":[104],"even":[105],"distress":[108],"period.":[109],"Large":[110],"HDFC":[113],"SBI":[115],"bank":[116],"offer":[117],"highest":[119],"degree":[120],"contribution.":[124],"role":[126],"transmitting":[131],"has":[134],"been":[135],"intensifying":[136],"since":[137],"2015.":[138],"Small\u2010sized":[139],"PNB":[142],"BOB":[144],"have":[145],"become":[146],"significant":[147],"receivers":[148],"transmitters":[150],"risk.":[152]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":4},{"year":2022,"cited_by_count":6}],"updated_date":"2026-04-04T16:13:02.066488","created_date":"2025-10-10T00:00:00"}