at the expense of taxpayers: the merger-bailout has increased Switzerland’s sovereign credit risk, resulting in an …

We estimate the contribution of large U.S, banks to the financial sector systemic risk by using value-at-risk (VaR … ), conditional value-at-risk (CoV aR ), and two-stage least square (2SLS) methodology, Our sample is the monthly stock returns of 25 … large U.S, banks from 1997 to 2021, We find that banks contributing more to the systemic risk have lower future returns on …

. Other systemically important institutions bear more individual market risk. The two groups and the global financial system …

We investigate the information content of stock correlation based network measures for systemic risk rankings, such as … complement currently available systemic risk ranking methods based on book or market values. A further analytical investigation …

and practitioners. By adopting a network approach to financial dependencies, we look at how climate policy risk might …

We apply text analysis to Twitter messages in Spanish to build a sentiment- based risk index for the financial sector … captures the impact of sources of financial stress not explicitly encompassed in quantitative risk measures. Finally, we show … that a shock in our Twitter sentiment index correlates positively with an increase in financial market risk, stock market …

We apply sentiment analysis to Twitter messages in Spanish to build a sentiment risk index for the financial sector in … that this novel index captures the impact of sources of financial stress not explicitly encompassed in quantitative risk … Twitter sentiment index correlates positively with an increase in financial market risk, stock market volatility, sovereign …

market-based systemic risk and connectedness in the banking sector of Gulf Cooperation Council member countries, which … conditional value-at-risk and marginal expected shortfall to measure tail risk between banks. These measures increased the most … for the UAE, whereas Oman was almost unaffected. Second, to analyze the spillover effects of financial systemic risk, we …

The unusual severity of the recent global financial crisis has drawn much attention to systemic risk, particularly its … measurement, and the institutions that contribute most to it. This paper provides an empirical examination of the systemic risk … counterparts. Finally, we find that the greatest contributors to systemic risk are not necessarily large banks …