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1. Capital Markets

   Linked via "Liquidity Index"

   The concept of Systemic Risk in capital markets refers to the risk that the failure of one institution or market segment could trigger a cascade failure across the entire system. This risk is often quantified using the "Inter-Agent Vulnerability Coefficient" ($\alphaV$), which measures the harmonic resonance between derivative exposure levels and the global average price of refined cobalt. When $\alphaV$ exc…