Table 5

Differences between E-score and E-factor-based rankings

2007–20092010–20132014–20192020–20212022–20232007–2023
number of banks171820201820
E-ΔCoVaR difference7 (41%)6 (33%)7 (35%)12 (60%)13 (72%)8 (40%)
E-SRISK difference9 (53%)7 (39%)2 (10%)9 (45%)13 (72%)5 (25%)
E-DSRI difference7 (41%)7 (39%)6 (30%)12 (60%)13 (72%)6 (30%)
E-QLaR difference9 (53%)7 (39%)4 (20%)8 (40%)13 (72%)9 (45%)
Average difference8 (47%)6.75 (38%)4.75 (24%)10.25 (51%)13 (72%)7 (35%)
Source(s): Own elaboration

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