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Data are taken from the year 2007 to 2020. The analysis is done through quantile\u2010CoVaR\u2009 (Conditional Value at Risk) and TENET (Tail\u2010Event\u2010Driven Network) measure. State variables like Indian market volatility and global risk measures negatively influence the Indian banks\u2019 returns. Liquidity risk is a crucial aspect of private banks. Public banks experience public confidence even in the distress period. Large banks like HDFC and SBI bank offer the highest degree of systemic risk contribution. The role of private banks in transmitting systemic risk has been intensifying since 2015. Small\u2010sized banks like PNB and BOB have become significant receivers and transmitters of risk.<\/jats:p>","DOI":"10.1155\/2021\/8360778","type":"journal-article","created":{"date-parts":[[2021,7,9]],"date-time":"2021-07-09T17:06:45Z","timestamp":1625850405000},"update-policy":"https:\/\/doi.org\/10.1002\/crossmark_policy","source":"Crossref","is-referenced-by-count":9,"title":["Systemic Risk Assessment: Aggregated and Disaggregated Analysis on Selected Indian Banks"],"prefix":"10.1155","volume":"2021","author":[{"ORCID":"https:\/\/orcid.org\/0000-0002-8375-8110","authenticated-orcid":false,"given":"Mohammed Arshad","family":"Khan","sequence":"first","affiliation":[]},{"ORCID":"https:\/\/orcid.org\/0000-0002-2880-7995","authenticated-orcid":false,"given":"Preeti","family":"Roy","sequence":"additional","affiliation":[]},{"ORCID":"https:\/\/orcid.org\/0000-0002-7368-6141","authenticated-orcid":false,"given":"Saif","family":"Siddiqui","sequence":"additional","affiliation":[]},{"ORCID":"https:\/\/orcid.org\/0000-0001-5762-7910","authenticated-orcid":false,"given":"Abdullah A.","family":"Alakkas","sequence":"additional","affiliation":[]}],"member":"311","published-online":{"date-parts":[[2021,7,9]]},"reference":[{"key":"e_1_2_8_1_2","doi-asserted-by":"publisher","DOI":"10.1257\/aer.20120555"},{"volume-title":"Towards a Macroprudential Framework for Financial Supervision and Regulation","year":"2003","author":"Borio C.","key":"e_1_2_8_2_2"},{"key":"e_1_2_8_3_2","doi-asserted-by":"publisher","DOI":"10.2139\/ssrn.2162778"},{"key":"e_1_2_8_4_2","doi-asserted-by":"publisher","DOI":"10.1108\/jfep-07-2015-0042"},{"volume-title":"Analyzing Systemic Risk of the European Banking Sector Handbook on Systemic Risk","year":"2012","author":"Acharya V.","key":"e_1_2_8_5_2"},{"key":"e_1_2_8_6_2","first-page":"131","article-title":"Framework for macroprudential policy in India: experiences and perspectives","volume":"18","author":"Chakrabarty K. 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