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We employ three systemic risk measures of banks, including the systemic risk index (SRISK) and marginal expected shortfall (MES) of Brownlees and Engle (2017) and the conditional Value-at-Risk (ΔCoVaR) of Adrian and Brunnermeier (2016), to analyze bank's exposure and contribution to systemic risk in the banking system when a financial crisis occurs. We find evidence that time-varying systemic risk exists, and systemic risk exposures escalate with the interconnectedness of banks. We also find revenue diversification is another significant factor that reduces a bank's exposure to systemic risk but not for banks in Taiwan and Singapore.