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 …

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 …

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

Banking sectors across the world are facing unprecedented challenges due to the COVID-19 pandemic and are under immense … pressure. This study examines the impact of COVID-19 on the systemic risk in eight of the most affected countries. Results … indicate a significant increase in systemic risk during the pandemic. All the sample countries exhibit stagnancy (at an …