Master of Science in Economics

Faculty / School

Faculty of Business Administration (FBA)


Department of Economics

Date of Submission



Dr. Qazi Masood Ahmed, Institute of Business Administration, Karachi

Project Type

MSECO Research Project

Access Type

Restricted Access


This paper introduces a systemic risk measure, SR, which measures the systemic risk contribution of banks. SR estimates the capital shortfall of a firm provided that there is a prolonged decline in the market. SR is a function of the size of the bank’s balance sheet particularly size of the bank, its leverage and risk. In this study, SR estimates are calculated on a sample on 10 banks to deliver rankings on systemic risk contributions of these banks. The SR ranking shows increased systemic risk contribution by some banks in 2008-Q2 which shows its usefulness in gauging systemic risk of the banking system.


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