After the financial crisis in 2008, the world becamemore aware of the importance of the systemic risk. Within China …'s financial system, commercial banks have a dominant position. Therefore, the study of systemic risk of the banking industry in … 2010 to 2018. The quantile regression method and the GARCH model were applied to measure the systemic risk of banks in …

We examine pitfalls in the use of return-based measures of systemic risk contributions (SRCs). For both linear and non …'s systematic risk, idiosyncratic risk, size or contagiousness increases the risk of the system but lowers the measured SRC of the … potentially adverse side effects: A change in a bank's risk structure can make the measured SRC of its competitors increase more …

better risk measurement by accounting for oil returns in the risk functions. The estimated spread between the standard CoVaR …This paper examines the relationship between oil price movements and systemic risk of many financial institutions in … indicates that the drop in oil prices has a longer effect on risk and requires more time to be discounted by the financial …

rationale behind the bans was that "bear raids", driven by short-sellers, would increase the individual and systemic risk of … financial institutions, especially for institutions with high leverage. This study uses Extreme Value Theory to estimate the … specifically target institutions with lower capital levels. Furthermore, institutions' risk-levels and changes in short …