Unknown

Dataset Information

0

Systemic risk: The impact of COVID-19.


ABSTRACT: Banking sectors across the globe are under immense stress due to the evolving COVID-19 situation and policy responses thereto. This study investigates how COVID-19 impacted the systemic risk in the banking sectors of eight of the most COVID-19 affected countries. We find a significant increase in systemic risk among the sample countries initially, while stagnancy (at an elevated level) is observed during April 2020 except for China, which is showing some recovery. By using spillover measures, we also identify systemically important institutions. The findings of this study testify to the benefits of policy responses in containing systemic risk.

SUBMITTER: Rizwan MS 

PROVIDER: S-EPMC7334938 | biostudies-literature | 2020 Oct

REPOSITORIES: biostudies-literature

altmetric image

Publications

Systemic risk: The impact of COVID-19.

Rizwan Muhammad Suhail MS   Ahmad Ghufran G   Ashraf Dawood D  

Finance research letters 20200704


Banking sectors across the globe are under immense stress due to the evolving COVID-19 situation and policy responses thereto. This study investigates how COVID-19 impacted the systemic risk in the banking sectors of eight of the most COVID-19 affected countries. We find a significant increase in systemic risk among the sample countries initially, while stagnancy (at an elevated level) is observed during April 2020 except for China, which is showing some recovery. By using spillover measures, we  ...[more]

Similar Datasets

| S-EPMC8445904 | biostudies-literature
| S-BSST563 | biostudies-other
2024-05-05 | GSE237180 | GEO
2024-05-05 | GSE237109 | GEO
2024-05-05 | GSE236030 | GEO
| 2656898 | ecrin-mdr-crc
| S-EPMC8912991 | biostudies-literature
2022-06-16 | GSE178399 | GEO
2023-02-09 | GSE176233 | GEO