Who is Systemic Risk? Created by m.moebs on 6/5/2023 8:58:56 PM
Systematic risk is difficult to determine. This risk is NOT stress testing or default analysis.
Please read the following article for definition and determination of systematic risk.
If you want the full report of all financial institutions analyzed please email me and you will get it.
Your thoughts and ideas are welcomed.
It is More than Banks at Risk
“Transparency of Systemic Risk in Financial Services is Essential.”
Michael Moebs, Economist & Chair of Moebs $ervices, LLC (M$) a Private Financial Service Research Firm.
Lake Forest IL (June 5, 2023) Systemic risk is inherent in the nation’s depositories for businesses and consumers, as well as the individual or collective markets these financial institutions service. Systemic risk (SR) is part of too big to fail, and includes elements of diversification, volatility, concentration, and affects all stakeholders and users. If a financial institution is identified in the Systemic risk arena, it does not mean the financial institution is going to fail or has failed. Failing or failed is assessed by the Federal Reserve stress testing financial institutions (FI) for hypothetical economic recessions. READ FULL ARTICLE