Pandemic Risk Management in Operations and Finance by Desheng Dash Wu & David L. Olson

Author:Desheng Dash Wu & David L. Olson
Language: eng
Format: epub
ISBN: 9783030521974
Publisher: Springer International Publishing

7.3 Regression Model

External risk exposure can be used to measure the risk spillover level from a corporate bankruptcy to the regional economy. From the perspective of macro-prudential supervision, a meaningful question is whether the company’s external risk exposure is related to factors such as industry, region, listed company, and ownership. In addition, ERE is based on information in the financial statements, which is a static indicator. It is difficult to reflect the complexity of the actual business activities of a company associated with the socioeconomic system and the systematic importance in the economic system. From the perspective of complex networks, evaluation of the importance of a company in the regional economic system can be identified. From the perspective of risk-contagion networks, it is possible to measure the risk spillover level of a company’s bankruptcy in the regional economic system. Thus, regression models can be used to study two problems:1.What factors are related to external risk exposure, whether it is affected by factors such as industry, region, listed company, and corporate ownership?

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