If while attempting to record your screen, you receive a "System Denied" error then you probably need to grant Chrome access to your Screen Recorder in your Mac System Preferences.
To do so, open your System Preferences by clicking the Apple icon in the upper left of your screen and select System Preferences:
Next, open Security and Privacy and click on the Privacy tab. Scroll down on the left hand pane to where it says Screen Recording:
Make sure that the box next to Google Chrome is checked. You will need to restart Chrome after making this change but you should be all set to record a video!