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. Dissensus Working Paper DAI-2509. DOI: 10.5281/zenodo.17918238
Methodology
Composite index construction
DeFi-TradFi risk modeling
Topics
Financial Markets
Cryptocurrency
Risk Management