A nonparametric measure of riskness in financial systems

In the literature of risk analysis different synthetic indices are artificially built and in this work we propose to use the combination statistical procedure of theunivariate indices proposed by V-lab. The combination technique may also be considered to perform nonparametric inference. So we propose to highlight systemic risk in a network of companies performing a nonparametric test to reveal heterogeneity behaviour; in this case one ranking is used to create different behavioural groups