Financial networks and systemic risk in China's banking system
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
Journal
Volume
34
Pages
101236 - 101236
Citation AnalysisPro
You’ll need to upgrade your plan to Pro
Looking to understand the true influence of a researcher’s work across journals & affiliations?
- Scinapse’s Top 10 Citation Journals & Affiliations graph reveals the quality and authenticity of citations received by a paper.
- Discover whether citations have been inflated due to self-citations, or if citations include institutional bias.
Notes
History