Systemic Risk in Banking against the Backdrop of the COVID-19 Pandemic

The aim of the study is to identify interrelations and interdependencies systemic risk formation in banking sector under influence COVID-19 pandemic. analysis theoretical sources resulted main hypotheses this study: (H1) number cases contributes through an increase household debt; (H2) overdue loans; (H3) changes liquidity capital institutions; (H4) fatal sector, (H5) does not have a significant impact on (H6) (H7) pandemic has with cases. research methodology was based quantitative approach. methodological basis time-series model, analyzed using complex econometric economic-statistical methods. proposed approach tested example China. As result conducted research, polynomial mathematical models selected indicators were developed, sustainable relations correlations between individual revealed, which Hypotheses H1, H4, H6, H7 proved H2 H5 refuted. At same time, H3 hypothesis remark about need for since negative effect manifests itself primarily medium long term. results can be used by bank managers implement measures that prevent risk. In addition, may interest subsequent studies, including terms forming promising directions future research.