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Introduction

The measurement of systemic risk in financial networks has become increasingly important in the field of finance and economics. With the interconnectedness of financial institutions and markets, the failure of one institution can have ripple effects throughout the entire system, leading to large-scale financial crises. Understanding and quantifying systemic risk is crucial for policymakers, regulators, and market participants to effectively manage and mitigate the impact of such events.

Chapter 1: Introduction
1.1 Introduction
1.2 Background of study
1.3 Problem Statement
1.4 Objective of study
1.5 Limitation of study
1.6 Scope of study
1.7 Significance of study
1.8 Structure of the Thesis
1.9 Definition of terms

Chapter 2: Literature Review
2.1 Overview of systemic risk
2.2 Financial networks and interconnections
2.3 Measures of systemic risk
2.4 Empirical studies on systemic risk
2.5 Network analysis in finance
2.6 Regulatory approaches to systemic risk
2.7 Systemic risk during financial crises
2.8 Contagion effects in financial networks
2.9 Bank interconnectedness and systemic risk
2.10 Systemic risk in non-bank financial institutions

Chapter 3: Research Methodology
3.1 Research design
3.2 Data collection
3.3 Data analysis techniques
3.4 Sampling method
3.5 Model selection
3.6 Variable selection
3.7 Hypothesis testing
3.8 Ethical considerations

Chapter 4: Discussion of Findings
4.1 Overview of research findings
4.2 Analysis of systemic risk measures
4.3 Implications for policymakers
4.4 Comparison of different models
4.5 Sensitivity analysis
4.6 Robustness checks
4.7 Limitations and future research directions
4.8 Recommendations for risk management
4.9 Case studies of systemic risk events
4.10 Policy implications

Chapter 5: Conclusion and Summary
In this final chapter, the thesis will provide a summary of the key findings, implications for practice and policy, and suggestions for future research in the field of systemic risk measurement in financial networks.

Thesis Overview on Systemic Risk Measurement in Financial Networks

The measurement of systemic risk in financial networks is a critical area of research that has gained significant attention in recent years. This thesis aims to provide a comprehensive examination of the various measures and methodologies used to assess systemic risk in financial networks, with a focus on the interconnectedness of financial institutions and markets. The research will contribute to the existing literature by providing a detailed analysis of the different approaches to measuring systemic risk, as well as empirical evidence on the impact of systemic risk on financial stability.

Chapter 1 will provide an introduction to the topic, including the background of the study, problem statement, objectives, limitations, scope, significance, structure of the thesis, and definition of key terms. Chapter 2 will review the relevant literature on systemic risk, financial networks, measures of systemic risk, network analysis in finance, regulatory approaches, and systemic risk during financial crises. Chapter 3 will detail the research methodology, including research design, data collection and analysis techniques, sampling, model and variable selection, hypothesis testing, and ethical considerations.

Chapter 4 will present a discussion of the research findings, including an analysis of systemic risk measures, implications for policymakers, comparison of different models, sensitivity analysis, robustness checks, limitations, recommendations, and case studies of systemic risk events. Chapter 5 will offer a conclusion and summary of the thesis, highlighting key findings, implications, and suggestions for future research. This overview provides a roadmap for the thesis on systemic risk measurement in financial networks, outlining the structure and content of each chapter to guide the reader through the research process.

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