This paper used an economic model of systemic risk given by Acharya (2016) to measure the state of systemic risk in … undercapitalization of Indian financial firm has increased 3 fold during COVID-19 Pandemic ensuing systemic risk has been increased during … a simple and robust indicator of systemic risk. It has been found that the correlations of financial firm stock returns …

in the interests of the community as a whole. The coronavirus disease 2019 (COVID-19) pandemic has highlighted the …

While operating side-by-side with conventional banks, the systemic risk profile of Islamic banks could be different due … sector is considered systemically important, this paper evaluates the systemic risk and identifies the determinants of … are any differences in the systemic risk profiles of conventional and Islamic banks during the COVID-19 pandemic. The …

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 …

level, I find that managers systematically underestimated their exposure to pandemics in their SEC-mandated risk factors …

This paper studies the tail risk of US equity markets in advance of the COVID-19 outbreak in February 2020, providing … evidence that financial markets are informative about pandemic risk well in advance of the actual outbreak. Specifically, while … the tail risk of the market index did not respond before the outbreak, we document that the tail risk of less pandemic …

We present an industry classification–level model of economic activities in terms of (1) risk of the novel coronavirus …