Systemic Risk of China’s Financial System (2007–2018): A Comparison between ΔCoVaR, MES and SRISK across Banks, Insurance and Securities Firms-Reference-Cited by-同舟云学术

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Systemic Risk of China’s Financial System (2007–2018): A Comparison between ΔCoVaR, MES and SRISK across Banks, Insurance and Securities Firms

Published:2020-02-12 Issue:3 Volume:53 Page:221-245
ISSN:1097-1475
Container-title:The Chinese Economy
language:en
Short-container-title:The Chinese Economy

Author:

Zhou Hua¹,Liu Wenjin²,Wang Liang³

Affiliation:

1. School of Insurance/China Institute for Actuarial Science, Central University of Finance and Economics, Beijing, China;

2. School of Insurance, Central University of Finance and Economics, Beijing, China;

3. School of Management, University of San Francisco, San Francisco, California, USA

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/10971475.2020.1720962

Reference32 articles.

1. The Financial Crisis of 2007-2009: Causes and Remedies

2. Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks

3. Measuring Systemic Risk

4. Too many to fail—An analysis of time-inconsistency in bank closure policies

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