Dynamic Forecasting for Systemic Risk in China’s Commercial Banking Industry Based on Sequence Decomposition and Reconstruction
The Pressure Index of commercial banks is an effective measure of the systemic risk in the sector. This helps decision makers and market participants assess the potential levels of stress that commercial banks may face when confronted with impending risks. This study proposes a method for forecastin...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
IEEE
2023-01-01
|
| Series: | IEEE Access |
| Subjects: | |
| Online Access: | https://ieeexplore.ieee.org/document/10325462/ |