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Identification of systemically important banks in China based on Merton-Shapley model and a comparison between different indicators

Accurately measuring systemic risk in the banking industry and identifying systemically important banks are significant parts of macro-prudential supervision. However, there is a lack of research on measuring systemic risk and identifying important banks under the same framework. And there are relat...

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Detalles Bibliográficos
Autores principales: Fan, Hong, Zhao, Yating
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9758428/
https://www.ncbi.nlm.nih.gov/pubmed/36536905
http://dx.doi.org/10.1016/j.heliyon.2022.e12238