Multimedialne seminarium z ekono- i socjofizyki

Controlling systemic risk is a key issue for financial systems. Systemicrisk arises to a large extent as a consequence of the interconnectednessof markets' institutions, linked by different types of financial contracts. To control systemic risk we must first measure it accurately. In the paper [1], which I want to present, an attempt to quantify systemic risk was taken, but contrary to many other approaches, the authors used multi-layer networks, where each layer represented market of a different financial instrument. The proposed model was tested on real world data extracted from database of Mexican Central Bank, which led to some interesting results I would like to talk about. [1] arXiv:1505.04276v1 [q-fin.RM]