Abstract Using 1,584 listed banks from 64 countries during the COVID-19 pandemic, we
conduct the first broad-based international study of the effect of the pandemic on bank …

Although there has not been a large-scale systemic crisis in China, high-risk financial events
have occurred continuously in recent years. This research thus creatively analyzes the …

Given the influence of climate change, there is an urgent need to discuss how commercial
banks can strengthen their risk management strategies to cope with climate change. Using …

We propose a new systemic risk index based on the interdependence of extreme downside
movements of stock returns using the cross-quantilogram and network analysis approach …

The elevated interconnectedness of the global financial system has resulted in an increased
frequency of financial crises, characterized by the swift transmission of turmoil between …

The aim of this study is twofold:(1) identify the systemically important financial institutions in
India and their contributing role to Indian systemic risk during various global and domestic …

The aim of this paper is to propose a new network measure of systemic risk contributions
that combines the pair-wise Granger causality approach with the leave-one-out concept …

We examine the impact of economic policy uncertainty (EPU) on systemic risk. We
performed regression analysis of data obtained from a large sample of 889 listed banks in …

In this study, we use segregated endogenous and exogenous shocks to large banks' returns
to compare the effect of each on financial sector systemic risk. We use the copula-CoVaR …

We carry out a quantitative analysis of the financing measures proposed for the European
Deposit Insurance Scheme (EDIS) regarding the target level of the fund and the contribution …