Systemic risk: The impact of COVID-19? #MMPMID32837376
Rizwan MS; Ahmad G; Ashraf D
Financ Res Lett 2020[Oct]; 36 (ä): 101682 PMID32837376show ga
?COVID-19 poses an unprecedented challenge to financial systems.?This study estimates the systemic risk in eight of the most COVID-19 affected countries.?Results show a sharpe increase in the systemic risk during the pandemic, however,stagnancy is observed at elevated levels.?We have also identified Systemically Important Financial Institutions (SIFIs) for each of the eight countries.?There is a need for careful evaluation of the systemic risk environment during the pandemic.