Measuring Bank Systemic Risk in China: A Network Model Analysis
Correlation networks and risk spillovers within financial institutions contribute to the generation and dissemination of systemic risk. In this paper, a risk correlation network is constructed among Chinese banks employing the maximum entropy method, which simulates the individual risks of banks in...
| Главные авторы: | , , , |
|---|---|
| Формат: | Статья |
| Язык: | English |
| Опубликовано: |
MDPI AG
2022-02-01
|
| Серии: | Systems |
| Предметы: | |
| Online-ссылка: | https://www.mdpi.com/2079-8954/10/1/14 |