Financial networks and systemic risk in China's banking system

Volume: 34, Pages: 101236 - 101236
Published: May 1, 2020
Abstract
The paper investigates the contagion effects and systemic risk in China's commercial banks system based on the balance sheet data. First, we quantify contagiousness and vulnerability for China's banking system without considering the detailed topology of interbank networks. Second, we estimate the detailed bilateral exposures matrix of the interbank network to examine the snowball effects of financial contagion. The simulation results from two...
Paper Details
Title
Financial networks and systemic risk in China's banking system
Published Date
May 1, 2020
Volume
34
Pages
101236 - 101236
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