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.
@misc{farzulla2025asri,
author = {Farzulla, Murad and Maksakov, Andrew},
title = {ASRI: An Aggregated Systemic Risk Index for Cryptocurrency Markets},
year = {2025},
howpublished = {Farzulla Research Working Paper DAI-2509},
doi = {10.48550/arXiv.2602.03874},
url = {https://farzulla.org/papers/asri}
}