This system extends Geometric Brownian Motion (GBM) to two correlated assets with constant initial prices captures co-movement via correlation. Results show that common shocks create co-movement, while bank-specific components and ρ determine the degree of divergence and systemic risk. Existence and uniqueness of a strong solution is proved using multidimensional SDE theory, yielding explicit solutions for. The system is used to quantify diversification benefits and joint tail risk within the banking sector. This section models the joint future share price dynamics of Access Bank and First Bank using a 2-asset coupled GBM framework. Finally, we present graphical results which represent the behavior of the economic investments and discuss the effect of the relevant parameters.