Measuring the systemic risk of China's banking sector : an application of differential DebtRank
Year of publication: |
2019
|
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Authors: | Yin, Wenjie ; Jin, Faqi ; Tian, Meiyu ; Wen, Fenghua |
Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 22.2019, 1, p. 43-66
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Subject: | systemic risk | differential DebtRank | interbank network | interconnectedness | risk contribution | Systemrisiko | Systemic risk | China | Bankrisiko | Bank risk | Messung | Measurement | Bank | Finanzsektor | Financial sector | Risiko | Risk | Risikomanagement | Risk management |
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