Abstract

Ensuring the stability of financial regulations is crucial for protecting against various financial risks such as inflation, interest rates, war, recessions, currency fluctuations, market crashes, economic downturns, and other systemic threats. The interconnectedness and complexity of existing fiscal markets make the recovery of their network essential for assessing the financial system's ability to mitigate threats. This study aimed to evaluate the quality, reliability, and validity of the reviewed studies to ensure the credibility and robustness of the findings and conclusions derived from the literature. The study synthesised the literature review findings. A qualitative analysis was conducted to comprehensively review the regulatory applications of network financial recovery in mitigating systematic risks. A comparative analysis was conducted to evaluate the strengths, weaknesses, and effectiveness of different regulatory measures in addressing financial systemic risks. The study aimed to evaluate the literature, methodologies, and empirical studies on network financial recovery and its regulatory applications. This study provides a comprehensive analysis of network recovery in the financial industry, focusing on key research advancements in network recovery, finance networks, and regulatory frameworks. In addition, we look at the basic parts and uses of network financial (NetFin) resilience processes in fiscal policy. These include NetFin data, networks, recovery measurements, financial regulatory technology, and regulatory applications. Ultimately, we analyse current issues and propose potential research endeavours within the realm of recovery-based regulation of financial systematic risks.