CoVaR (systemic risk)
← Most-used equations and models
Value at risk of the financial system conditional on an institution being in distress; Delta CoVaR measures its contribution.
LaTeX: \Pr\big(X^{\mathrm{sys}} \le \mathrm{CoVaR}_q^{\mathrm{sys} \mid i} \mid X^{i} = \mathrm{VaR}_q^{i}\big) = q
Key findings
- CoVaR (systemic risk) was mentioned in 4 papers in the last 30 days (2026-09-27 to 2026-10-26), ranking #82 of the 104 equations and models mentioned.
- By journal category: Finance (2), AI (1) and Economics (1).
- Most of them appeared in Finance research letters (2), Machine Learning (1) and Computational Economics (1).
- Often mentioned together with GARCH (3), Nash equilibrium (1) and Gradient descent (1).
- Datasets named in the same papers: VIX (1), OVX (crude oil volatility index) (1) and Euro Stoxx / DAX (1).
| Date | Title | Journal | Authors | Affiliations |
|---|---|---|---|---|
| 2026-10-17 | Beyond Likelihood Ratio Bias: Nested Multi-time Scale Stochastic Approximation for Likelihood-Free Parameter Estimation | Machine Learning | Zehao Li, Zhouchen Lin, Yijie Peng | Peking University; Nanjing University |
| 2026-10-12 | Measurement and Early Warning of Systemic Financial Risk Based on Differentiated GARCH-Copula and NNG-LSTM Model | Computational Economics | Zidan Luo, L Wang, Lin Sui et al. | Jiangnan University; Shandong Jiaotong University |
| 2026-10-07 | Testing for dominance in risk transmission mechanisms towards the European energy market | Finance research letters | Jone Ascorbebeitia, Eva Ferreira, Susan Orbe | University of the Basque Country |
| 2026-10-01 | When Geopolitical Stress Hits Defense Technology: Multiscale Evidence from Cybersecurity, Aerospace, and Semiconductor Markets | Finance research letters | Nader Naifar | Imam Mohammad ibn Saud Islamic University |