---
title: Systemic Risk Without a Share Price: A Balance-Sheet Capital Shortfall for European Banks
url: https://www.ml-quant.com/papers/ssrn/7673518/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-10-30
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 7673518
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=7673518
featured: 2026-10-30
citations: unknown
topic: Risk, Credit & Banking
---


# Systemic Risk Without a Share Price: A Balance-Sheet Capital Shortfall for European Banks

Stressed expected loss measured from balance-sheet data captures systemic risk for unlisted banks, covering 38% of European bank assets that market-based SRISK cannot reach.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=7673518
- Identifier: SSRN 7673518
- Released: 2026-10-27
- First featured: Quant Letter No. 137 (2026-10-30): https://www.ml-quant.com/issues/2026-10-30/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Risk, Credit & Banking
- Authors: Eric Jondeau

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