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...
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| Principais autores: | , , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
MDPI AG
2022-02-01
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| coleção: | Systems |
| Assuntos: | |
| Acesso em linha: | https://www.mdpi.com/2079-8954/10/1/14 |
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