{"paper":{"title":"ASRI: An Aggregated Systemic Risk Index for Cryptocurrency Markets","license":"http://creativecommons.org/licenses/by/4.0/","headline":"","cross_cats":["q-fin.CP"],"primary_cat":"q-fin.RM","authors_text":"Andrew Maksakov, Murad Farzulla","submitted_at":"2026-02-01T08:42:23Z","abstract_excerpt":"The Aggregated Systemic Risk Index (ASRI) is an interpretable, channel-decomposed measure of crypto-native systemic stress, aggregating four transmission channels -- stablecoin concentration, DeFi liquidity, cross-market contagion, and regulatory opacity -- into a single auditable composite. Methodologically it belongs to the financial-network tradition of connectedness and contagion measurement: the contagion channel is a cross-market connectedness construct, and a Diebold-Yilmaz connectedness series computed on the sub-indices serves as the network benchmark. We evaluate it retrospectively a"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2602.03874","kind":"arxiv","version":3},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2602.03874/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}