The Interconnectedness of Systemic Financial Risks: An Analytical Framework for Predicting and Mitigating Crises

Abstract

Systemic financial risk is one of the major challenges facing the modern financial system. In view of the interconnectedness of
systemic financial risks, a comprehensive analytical framework is constructed to predict and mitigate financial crises. Through time series
analysis, machine learning and integrated models, key indicators of financial markets and macroeconomics can be predicted more accurately.
A number of policy recommendations and risk management measures were put forward, including strengthening regulatory policies, developing contingency plans and business continuity plans, to enhance the stability and resilience of the financial system. These measures will
help reduce the impact of systemic financial risks and improve the overall health of financial markets. Based on this, this paper studies the
correlation of systemic financial risks: an analytical framework for predicting and mitigating crises for reference.