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PreprintCC BY 4.0arXiv

ESRIcascade.jl: A Julia package for fast computation of the Economic Systemic Risk Index

  • Mitja Devetak
  • Peter Klimek
Open at sourcePDFDOICite

Abstract

This work presents ESRIcascade.jl, a Julia package for computing the Economic Systemic Risk Index (ESRI). The package combines computational efficiency with a documented interface designed for research workflows. Our benchmarks show that ESRIcascade.jl is from 140 to 300 times faster than existing implementations. For a realistically sized synthetic economy, this reduces computational time from 16 hours to 7 minutes. By reducing computation times, ESRIcascade.jl makes repeated analyses of larger production networks practical and feasible and may enable broader use of ESRI in empirical and methodological research. The package and its documentation are freely available at https://github.com/Devetak/ESRIcascade.jl under the MIT License.

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Cite

BibTeXRIS
BibTeX
@misc{devetak2026esricascadejl,
  title = {{ESRIcascade.jl: A Julia package for fast computation of the Economic Systemic Risk Index}},
  author = {Mitja Devetak and Peter Klimek},
  howpublished = {arXiv},
  year = {2026},
  month = sep,
  doi = {10.48550/arxiv.2609.03782},
  eprint = {2609.03782},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2609.03782},
  note = {CC BY 4.0},
}
RIS
TY  - UNPB
TI  - ESRIcascade.jl: A Julia package for fast computation of the Economic Systemic Risk Index
AU  - Mitja Devetak
AU  - Peter Klimek
PY  - 2026
DA  - 2026/09/03
PB  - arXiv
DO  - 10.48550/arxiv.2609.03782
UR  - https://arxiv.org/abs/2609.03782
AB  - This work presents ESRIcascade.jl, a Julia package for computing the Economic Systemic Risk Index (ESRI). The package combines computational efficiency with a documented interface designed for research workflows. Our benchmarks show that ESRIcascade.jl is from 140 to 300 times faster than existing implementations. For a realistically sized synthetic economy, this reduces computational time from 16 hours to 7 minutes. By reducing computation times, ESRIcascade.jl makes repeated analyses of larger production networks practical and feasible and may enable broader use of ESRI in empirical and methodological research. The package and its documentation are freely available at https://github.com/Devetak/ESRIcascade.jl under the MIT License.
ER  -