Figure 2
The two scatter plots are arranged horizontally. In both panels, the horizontal axis is labeled “Log underscore Assets” and ranges from 7.00 to 11.00 in increments of 1.00 units. The vertical axes differ across panels. In the left panel, titled “Log (assets) and C o V a R correlation”, the vertical axis ranges from 0.0 to 1.5 in increments of 0.5 units. The legend includes “C o V a R” and “Fitted values”, where C o V a R is represented by circular markers and the fitted values appear as a solid line. The scatter points cluster between 0.1 and 0.8, with several points extending up to around 1.5. The fitted line shows a slight upward slope from left to right. Below the panel, the text reads “Pearson equals 0.144 (p equals 0.002), Spearman equals 0.2316 (P less than 0.001)”. In the right panel, titled “Log (assets) and delta C o V a R correlation”, the vertical axis ranges from negative 10 to negative 4 in increments of negative 2 units. The legend includes “D underscore C o V a R” and “Fitted values”, where D underscore C o V a R is represented by circular markers, and the fitted values appear as a solid line. The scatter points are distributed between negative 10 and negative 5, with the fitted line showing a slight downward slope from left to right. Below the panel, the text reads “Pearson equals negative 0.049 (p equals 0.299), Spearman equals negative 0.024 (P equals 0.618)”.Correlation between size and systemic risk. Source(s): Authors' own work