level on market performance. The withdrawal of deposits due to the negative media sentiment forces the bank to raise more …Using textual analysis techniques, we construct the unique bank-level media sentiment index in China with the data of … news narratives to examine its driving effect on bank systemic risk with a distinction between systemic linkage and bank …

investments is a crucial question. Our research examines the influence of ESG performance on bank systemic risk. By analyzing 36 … listed banks in China, we found higher ESG performance increases the level of bank systemic risk spillovers. This impact on … systemic risk is attributed to the expansion of interbank operations and decreased bank liquidity. Notably, the impact is more …