Dynamic Banking Systemic Risk Accumulation under Multiple-Risk Exposures

Much of the existing research on banking systemic risk focuses on static single-risk exposures, and there is a lack of research on multiple-risk exposures. The reality is that the banking system is facing an increasingly complex environment, and dynamic measures of multiple-risk integration are esse...

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Bibliographic Details
Main Authors: Hong Fan, Miao Tang
Format: Article
Language:English
Published: MDPI AG 2022-12-01
Series:Entropy
Subjects:
Online Access:https://www.mdpi.com/1099-4300/24/12/1848