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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...
Autores principales: | Fan, Hong, Zhao, Yating |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Elsevier
2022
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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 |
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