Systemic risk occurs when the financial sector as a whole is undercapitalised and can no longer provide intermediation services. The real economy could collapse without these services. How much will the total equity value of a bank fall when the global equity market falls by a certain amount? The answer is the beta of the stock. This will be related to systemic risk and the SRISK measure of capital shortfall that is reported here for each major bank in the world. SRISK is the amount of capital a bank would need to raise in order to remain functional, in the wake of a market down-turn. The graph and figures below show live weekly data of financial institutions’ systemic risk around the world. These live figures and their relevant graphs for each major bank, including the SRISK figures, show each major bank’s contribution to the overall global and regional systemic risk currently in the system.
