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Finance plays a key role in the economy. Financial risks are very sudden, infectious and harmful. How to effectively reduce and prevent the negative impact of systemic financial risks is an urgent problem. On the basis of summarizing the research results of systematic risk measurement at home and abroad, this paper sums up the definition of systematic risk of banks, measures and analyzes the systematic risk of 10 transnational banks in China based on GARCH Covar method, and finally puts forward some suggestions for preventing systematic risk.

Systematic Risk Measurement and Management of Multinational Banks Based on GARCH–CoVaR