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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Bibliographic Details

Published in:	Systems
Main Authors:	Jin Zou, Xu Fu, Jun Yang, Chi Gong
Format:	Article
Language:	English
Published:	MDPI AG 2022-02-01
Subjects:	network model maximum entropy method financial systemic risk
Online Access:	https://www.mdpi.com/2079-8954/10/1/14