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The aim of the research is to examine the impact of bank size, and COVID-19 spread on banks' performance during the period of Jan 1st, 2020, till December 31st, 2021. Banks' performance are measured using CAMEL approach quarterly data. Bank size is measured by logarithm total assets, total loans, and total deposits, COVID-19 spread has been measured by ln of (new cases, cumulative new cases, new deaths, and cumulative deaths)/ Egypt's population/ one million. This has been applied on 5 top Egyptian banks ranked as total assets highest value. Data collected from banks' annual, and quarter published reports, and World Health Organization COVID-19 database. Results indicate that banks performance of top 5 Egyptian banks were negatively affected by bank size, total assets, total loans, and total deposits, Coronavirus new cases and Coronavirus cumulative cases shows more significant effect rather than Coronavirus new deaths, and cumulative deaths. Results supported using panel analysis according to GMM technique using normal and fixed effect models, least-Square normal and fixed effect for the whole research period and sub periods.

The purpose of this study is to investigate the impact of COVID-19 spread on banking listed stocks market return during the period December 31st, 2012, till December 31st, 2021. Stock market returns have been measured by ln(pt/pt-1), COVID-19 spread has been measured by ln of (new cases, cumulative new cases, new deaths, and cumulative deaths) / Egypt's population / one million. This has been applied on 10 listed Egyptian banks in EGX30, EGX70, Banking sector index (Commercial, and Islamic Banks). Data collected from investing .com, and World Health Organization COVID-19 database. Results indicate that banks stock market returns in Egypt tend to be negatively affected Coronavirus new cases and Coronavirus cumulative cases. After splitting the research period into 8 quarters (Jan 1st, 2020 - Dec 31st, 2021), results support the impact of new cases and cumulative new cases in quarter 1 (Jan 1st, 2020 - Mar 31st, 2020) on banks' stock market returns. Results supported using panel analysis according to GMM technique using fixed and random effect models, for the whole research period and sub periods. Hausman-test applied and indicate that the random effect model is the appropriate regression model.