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ASRI: An Aggregated Systemic Risk Index for Cryptocurrency Markets
Abstract
Composite systemic risk index integrating DeFi and TradFi risk metrics. Real-time monitoring of cross-market contagion, liquidity stress, and protocol-level vulnerabilities through a weighted aggregation methodology designed for the unique characteristics of decentralized financial infrastructure.
Suggested Citation
Murad Farzulla, Andrew Maksakov (2025). ASRI: An Aggregated Systemic Risk Index for Cryptocurrency Markets. ASCRI Working Paper DAI-2509. DOI: 10.48550/arXiv.2602.03874
BibTeX
@misc{farzulla2025_asri,
author = {Farzulla, Murad and Maksakov, Andrew},
title = {ASRI: An Aggregated Systemic Risk Index for Cryptocurrency Markets},
year = {2025},
howpublished = {ASCRI Working Paper DAI-2509},
doi = {10.48550/arXiv.2602.03874},
url = {https://systems.ac/3/DAI-2509}
}