Systemic Risk Caused by the Overlapping Portfolios of Banks Under a Bilateral Network
Frequent financial crises and economic globalization have made systemic risk a growing Research Topic. This paper constructs a dynamic banking system model based on the bank-asset bilateral network. By collecting the balance sheet and portfolio data of 47 Chinese listed banks in 2018, the paper firs...
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| Autori principali: | , |
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| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
Frontiers Media S.A.
2021-06-01
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| Serie: | Frontiers in Physics |
| Soggetti: | |
| Accesso online: | https://www.frontiersin.org/articles/10.3389/fphy.2021.638991/full |
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